# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-25-056540
**Filing Date:** 2025-8
**Character Count:** 441913
**Document Hash:** e76fb54536aa5d831deaeaf7e37b150c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056540.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056540

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 251275362

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## 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:** Active Bond Trust

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $552262045.86

**Total Liabilities:** $1110651.95

**Net Assets:** $551151393.91

**Cash Not Reported:** $24316.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -842.242481000000 | **1-Year:** -19152.632774000000 | **5-Year:** -78837.775309000000 | **10-Year:** -95470.678806000100 | **30-Year:** -25629.864119000000

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

- **3-Month:** -124.018647000000 | **1-Year:** -5063.863559000000 | **5-Year:** -15367.402918000000 | **10-Year:** -4726.171552000000 | **30-Year:** -263.922583000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022430 | 0.00%                | -0.36%               | 1.80%                |
| Class ID C000022431 | 0.00%                | -0.36%               | 1.81%                |
| Class ID C000022432 | 0.00%                | -0.36%               | 1.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $174287.87               | $-2184399.25                               |
| Month 2  | $-1066268.65             | $-3086082.15                               |
| Month 3  | $-2300832.73             | $10043296.29                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    458000 | PA      | $390445.00    | 0.07%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456475 | PA      | $430303.87    | 0.08%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                                    | ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                  | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380163 | PA      | $378261.93    | 0.07%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90575.82     | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $361264.94    | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $352201.85    | 0.06%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 07/33 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 07/33 6.625  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $174493.58    | 0.03%             | 2033-07-15      | Fixed         | 6.62%                 | 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        |    328000 | PA      | $327270.28    | 0.06%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $332598.14    | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    141000 | PA      | $132724.67    | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224443.32    | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/30 6.25    | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $269819.78    | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                           | ATLASSIAN CORP SR UNSECURED 05/29 5.25                        | CUSIP: 049468AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    277000 | PA      | $284421.41    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $175124.19    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                       | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    407000 | PA      | $412652.11    | 0.07%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $610793.93    | 0.11%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    932000 | PA      | $868413.55    | 0.16%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 10/29 VAR                             | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    646000 | PA      | $678953.13    | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $429579.86    | 0.08%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    368000 | PA      | $366079.56    | 0.07%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    379000 | PA      | $377442.04    | 0.07%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    366000 | PA      | $371717.11    | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR           | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    703000 | PA      | $632755.02    | 0.11%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $349363.84    | 0.06%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 04/30 3.375                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    308000 | PA      | $292700.41    | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 5.5                           | CUSIP: 3132E0B76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178916 | PA      | $179977.60    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132E0FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432981 | PA      | $404331.65    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3132E0FY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1117488 | PA      | $1104559.96   | 0.20%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3                                               | FREDDIE MAC POOL FR 02/52 FIXED 3                             | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898962 | PA      | $786109.40    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XJ5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886995 | PA      | $855427.94    | 0.16%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XJAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963895 | PA      | $874098.75    | 0.16%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731604 | PA      | $707911.05    | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1196668 | PA      | $1187405.26   | 0.22%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173534 | PA      | $174655.15    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMHF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1259539 | PA      | $1212745.89   | 0.22%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642594 | PA      | $648212.90    | 0.12%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XMSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1206118 | PA      | $1128949.64   | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 4                              | CUSIP: 31417BZ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398370 | PA      | $383930.15    | 0.07%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED 3                              | CUSIP: 31417ETX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219064 | PA      | $200224.39    | 0.04%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101671 | PA      | $1082040.78   | 0.20%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/25 FIXED 4                              | CUSIP: 31419GW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5119 | PA      | $5100.99      | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    483000 | PA      | $471776.72    | 0.09%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $407226.73    | 0.07%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings Inc.                                                    | HORIZON MUTUAL HOLDINGS INC SR UNSECURED 144A 11/34 6.2       | CUSIP: 43990FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $557113.84    | 0.10%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                   | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    327000 | PA      | $313122.55    | 0.06%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP SR UNSECURED 144A 08/32 6.625                   | CUSIP: 70137WAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163532.96    | 0.03%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    365000 | PA      | $385907.20    | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                    | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    466000 | PA      | $495085.44    | 0.09%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241675.86    | 0.04%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    838000 | PA      | $840095.39    | 0.15%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $223261.52    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16212 | PA      | $16167.88     | 0.00%             | 2035-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6500000 | PA      | $3424433.61   | 0.62%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    667227 | NS      | $6673872.13   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212389 | PA      | $190483.11    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 3132WGYF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023718 | PA      | $946841.94    | 0.17%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 3132WHBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488869 | PA      | $452768.88    | 0.08%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5                      | CUSIP: 3132WKLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    967135 | PA      | $894507.89    | 0.16%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                      | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202360 | PA      | $187164.24    | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 03/48 FIXED 4                        | CUSIP: 3132XXQK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37429 | PA      | $35558.96     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5                      | CUSIP: 31335A2V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158476 | PA      | $146426.71    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830033 | PA      | $741830.55    | 0.13%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5                      | CUSIP: 31335BKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346889 | PA      | $320189.37    | 0.06%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                        | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207790 | PA      | $197084.64    | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3133BGCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    755456 | PA      | $727508.45    | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3133BPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823666 | PA      | $790492.24    | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 5.5                           | CUSIP: 3133D0LC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821694 | PA      | $822947.19    | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800996 | PA      | $705697.95    | 0.13%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570623 | PA      | $518890.92    | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182337 | PA      | $153004.52    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245290 | PA      | $222439.06    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3133KPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1177057 | PA      | $1098438.00   | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162487 | PA      | $1118663.63   | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 5                                               | FREDDIE MAC POOL FR 09/52 FIXED 5                             | CUSIP: 3133KPXJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1039383 | PA      | $1022457.45   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 5.5                           | CUSIP: 3133KQ2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203602 | PA      | $1214125.64   | 0.22%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 137 WI                                               | FANNIE MAE REMICS FNR 2012 137 WI                             | CUSIP: 3136AAM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371377 | PA      | $30855.10     | 0.01%             | 2032-12-25      | Fixed         | 3.50%                 | 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        |  12540464 | PA      | $532347.72    | 0.10%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K109 X1                   | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3060405 | PA      | $186242.81    | 0.03%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED VAR                            | CUSIP: 31384WB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       370 | PA      | $388.16       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/31 FIXED VAR                            | CUSIP: 31385HNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3150 | PA      | $3321.73      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/41 FIXED 4                              | CUSIP: 3138ARZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257017 | PA      | $248257.91    | 0.05%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED VAR                            | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611994 | PA      | $606102.78    | 0.11%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                            | CUSIP: 3138EHB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304579 | PA      | $294685.37    | 0.05%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED VAR                            | CUSIP: 3138EJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740399 | PA      | $696169.51    | 0.13%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FIXED VAR                            | CUSIP: 3138ELB44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833857 | PA      | $781775.71    | 0.14%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                              | CUSIP: 3138MPDV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466917 | PA      | $426097.87    | 0.08%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED 3                              | CUSIP: 3138W7GB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154251 | PA      | $141445.38    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/44 FIXED 4                              | CUSIP: 3138WASP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283449 | PA      | $272426.61    | 0.05%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694486 | PA      | $644798.22    | 0.12%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/45 FIXED 4                              | CUSIP: 3138WF4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    850002 | PA      | $809165.50    | 0.15%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443731 | PA      | $397039.37    | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED 3                              | CUSIP: 3138WTT97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224420 | PA      | $204895.87    | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2001 50 BA                                                | FANNIE MAE REMICS FNR 2001 50 BA                              | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2219 | PA      | $2244.48      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMIC Trust 2002-W3                                                  | FANNIE MAE REMIC TRUST 2002-W3 FNW 2002 W3 A5                 | CUSIP: 31392CT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34238 | PA      | $35928.94     | 0.01%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                                     | FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                   | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31448 | PA      | $28866.96     | 0.01%             | 2032-07-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3387 SB                                                  | FREDDIE MAC REMICS FHR 3387 SB                                | CUSIP: 31397PFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478079 | PA      | $43187.63     | 0.01%             | 2037-11-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/34 FIXED VAR                            | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134320 | PA      | $138351.91    | 0.03%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/33 FLOATING VAR                         | CUSIP: 31402DSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9043 | PA      | $9280.92      | 0.00%             | 2033-07-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/34 FIXED VAR                            | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82499 | PA      | $85023.86     | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537520 | PA      | $480791.54    | 0.09%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102894 | PA      | $1067176.24   | 0.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433236 | PA      | $429036.28    | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1803066 | PA      | $1579532.63   | 0.29%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XJMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312704 | PA      | $292990.29    | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJPZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305253 | PA      | $294222.72    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989860 | PA      | $956179.18    | 0.17%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329322 | PA      | $317601.48    | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213506 | PA      | $213117.43    | 0.04%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED 3.5                            | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226797 | PA      | $208503.32    | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606018 | PA      | $557704.58    | 0.10%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400590 | PA      | $348423.30    | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QN3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167177 | PA      | $1094323.90   | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140QPXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536024 | PA      | $529864.39    | 0.10%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540880 | PA      | $519983.25    | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED 4.5                            | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020155 | PA      | $980342.51    | 0.18%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794587 | PA      | $786884.95    | 0.14%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X6A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544611 | PA      | $473179.17    | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED VAR                            | CUSIP: 3140X8P92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003364 | PA      | $1606017.82   | 0.29%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED VAR                            | CUSIP: 3140X9V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496564 | PA      | $452476.94    | 0.08%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634357 | PA      | $533299.56    | 0.10%             | 2051-08-01      | Fixed         | 2.50%                 | 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        |    466000 | PA      | $479010.72    | 0.09%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 01/31 5.875     | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106925.59    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | 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        |    159000 | PA      | $161640.04    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                                    | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75         | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $313451.24    | 0.06%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197681.14    | 0.04%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                             | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25                | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $289423.95    | 0.05%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49609.82     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    341000 | PA      | $324248.26    | 0.06%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A1               | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38201 | PA      | $37688.45     | 0.01%             | 2034-04-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125     | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $413352.34    | 0.07%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    592000 | PA      | $530759.23    | 0.10%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    356000 | PA      | $350241.87    | 0.06%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $308302.04    | 0.06%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    626000 | PA      | $574867.94    | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    298000 | PA      | $289901.58    | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1091303 | PA      | $1101526.85   | 0.20%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624509 | PA      | $623371.42    | 0.11%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    268000 | PA      | $281456.55    | 0.05%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    403000 | PA      | $385566.38    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $238654.18    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/41 1.875                    | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $4126875.00   | 0.75%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/41 2.25                     | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3000000 | PA      | $2178750.00   | 0.40%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                          | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625             | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $194012.85    | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A            | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252813.08    | 0.05%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117991 | PA      | $112437.33    | 0.02%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $228308.35    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157443 | PA      | $159114.87    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287554 | PA      | $291505.76    | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459687 | PA      | $455230.73    | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XK2S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126917 | PA      | $1113528.36   | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VANTAGE DATA CENTERS ISSUER LL VDC 2021 1A A2 144A            | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $385478.12    | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   1043000 | PA      | $1182061.43   | 0.21%             | 2032-11-15      | Fixed         | 8.00%                 | 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        |    728000 | PA      | $764624.49    | 0.14%             | 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 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    947000 | PA      | $844433.96    | 0.15%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    708000 | PA      | $673719.89    | 0.12%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    558000 | PA      | $582460.11    | 0.11%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 10/35 5.55      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $269099.19    | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    506000 | PA      | $518391.25    | 0.09%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190698.35    | 0.03%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc.                                                            | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    196000 | PA      | $200739.21    | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                    | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    340000 | PA      | $324530.82    | 0.06%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty Ltd                                                     | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    262000 | PA      | $278942.97    | 0.05%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $351160.30    | 0.06%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    643000 | PA      | $673110.96    | 0.12%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA                                  | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 C7 XA                | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14382502 | PA      | $456712.04    | 0.08%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93541.80     | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $923840.45    | 0.17%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $351648.17    | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132996.18    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                        | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                     | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104000 | PA      | $103870.00    | 0.02%             | 2032-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309762.28    | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189568 | PA      | $189140.97    | 0.03%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $250878.25    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 08/29 9.125         | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    139000 | PA      | $146335.96    | 0.03%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    909000 | PA      | $899379.79    | 0.16%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131214.38    | 0.02%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    324000 | PA      | $331875.10    | 0.06%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KF69 MORTGAGE TRUST FREMF 2019 KF69 B 144A                           | FREMF 2019-KF69 MORTGAGE TRUST FREMF 2019 KF69 B 144A         | CUSIP: 30313LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87868 | PA      | $84181.41     | 0.02%             | 2029-08-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 290 IO                                 | CUSIP: 31283DAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426396 | PA      | $33726.22     | 0.01%             | 2032-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    647000 | PA      | $580286.63    | 0.11%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A          | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43801 | PA      | $42289.57     | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 01/41 FIXED 4                        | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180732 | PA      | $174913.06    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                             | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1123020 | PA      | $998183.56    | 0.18%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124861 | PA      | $124633.85    | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    822016 | PA      | $819490.76    | 0.15%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573485 | PA      | $483558.26    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468823 | PA      | $461934.50    | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3132DNB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6517622 | PA      | $5938958.24   | 1.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149139 | PA      | $144123.04    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633446 | PA      | $624979.92    | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442664 | PA      | $427775.21    | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399990 | PA      | $385536.01    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221108 | PA      | $213584.56    | 0.04%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3132DP7M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826244 | PA      | $816168.68    | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254766 | PA      | $245560.12    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A           | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42239 | PA      | $40870.85     | 0.01%             | 2065-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115308 | PA      | $95675.82     | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164459 | PA      | $141374.12    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191956 | PA      | $168415.82    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DPAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2415624 | PA      | $2331354.06   | 0.42%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 5                                               | FREDDIE MAC POOL FR 11/52 FIXED 5                             | CUSIP: 3132DPD39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685683 | PA      | $675608.15    | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220851.77    | 0.04%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    689000 | PA      | $527119.42    | 0.10%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPER5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221830 | PA      | $219680.09    | 0.04%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1399807 | PA      | $1379238.81   | 0.25%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461353 | PA      | $457601.35    | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3                                               | FREDDIE MAC POOL FR 06/52 FIXED 3                             | CUSIP: 3132DPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170750 | PA      | $1024509.96   | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234964 | PA      | $226308.26    | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    845180 | PA      | $834081.96    | 0.15%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPTB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1230699 | PA      | $1216846.39   | 0.22%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/49 FIXED 4                                               | FREDDIE MAC POOL FR 08/49 FIXED 4                             | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    808146 | PA      | $759470.42    | 0.14%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQ3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    907572 | PA      | $893753.87    | 0.16%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DQ3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250479 | PA      | $234923.29    | 0.04%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744069 | PA      | $718286.59    | 0.13%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336631 | PA      | $324440.34    | 0.06%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132DQ6B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175723 | PA      | $174019.88    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/54 FIXED 5.5                           | CUSIP: 3132DS6C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1320321 | PA      | $1336403.37   | 0.24%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/47 FIXED 3.5                                             | FREDDIE MAC POOL FR 08/47 FIXED 3.5                           | CUSIP: 3132DSD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715125 | PA      | $652973.47    | 0.12%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DSE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317963 | PA      | $296724.84    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 4.5                           | CUSIP: 3132DSGU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4236317 | PA      | $4069996.89   | 0.74%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSNV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416181 | PA      | $377410.00    | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DSPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450669 | PA      | $422257.75    | 0.08%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662805 | PA      | $600851.69    | 0.11%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4                                               | FREDDIE MAC POOL FR 10/52 FIXED 4                             | CUSIP: 3132DSUZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946084 | PA      | $889396.87    | 0.16%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 3                                               | FREDDIE MAC POOL FR 11/50 FIXED 3                             | CUSIP: 3132DSWG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197023 | PA      | $172720.63    | 0.03%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 3                                               | FREDDIE MAC POOL FR 08/52 FIXED 3                             | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096111 | PA      | $963304.38    | 0.17%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 12/49 FIXED 3.5                           | CUSIP: 3132DTLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334885 | PA      | $304105.76    | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508884 | PA      | $500293.55    | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/36 FIXED 2                                               | FREDDIE MAC POOL FR 06/36 FIXED 2                             | CUSIP: 3133L8DV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593954 | PA      | $546818.70    | 0.10%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/51 FIXED 4                                               | FREDDIE MAC POOL FR 01/51 FIXED 4                             | CUSIP: 3133USH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927863 | PA      | $869947.95    | 0.16%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 09/28 FIXED 6.5                          | CUSIP: 36209DE83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152 | PA      | $152.09       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 02/41 FIXED 4                                              | GINNIE MAE I POOL GN 02/41 FIXED 4                            | CUSIP: 3620AR4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    586587 | PA      | $566663.10    | 0.10%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 6.5                                            | GINNIE MAE I POOL GN 08/31 FIXED 6.5                          | CUSIP: 36213UMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2752 | PA      | $2826.03      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298000 | PA      | $304588.33    | 0.06%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/35 FIXED 5.5                                            | GINNIE MAE I POOL GN 03/35 FIXED 5.5                          | CUSIP: 36291AJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37168 | PA      | $38010.27     | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE I POOL GN 04/35 FIXED 5                            | CUSIP: 36291R2Z4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55868 | PA      | $56422.90     | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/35 FIXED 5                                              | GINNIE MAE I POOL GN 04/35 FIXED 5                            | CUSIP: 36291XMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18605 | PA      | $18774.77     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1357732.09   | 0.25%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1443236.65   | 0.26%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $247459.55    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $282290.94    | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25                     | GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207502.22    | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342633.66    | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25                     | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25   | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $279747.41    | 0.05%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125                    | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125  | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79093.08     | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR            | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $376955.53    | 0.07%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $168654.64    | 0.03%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625  | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $333769.04    | 0.06%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555000 | PA      | $543206.25    | 0.10%             | 2032-01-17      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    231000 | PA      | $166372.28    | 0.03%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO                 | CUSIP: 38373M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1956322 | PA      | $246760.35    | 0.04%             | 2050-12-16      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 85 SB                 | CUSIP: 38374YUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314397 | PA      | $15928.09     | 0.00%             | 2040-03-16      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 147 SA                | CUSIP: 38377MF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130788 | PA      | $3282.17      | 0.00%             | 2040-05-20      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232821 | PA      | $3657.06      | 0.00%             | 2053-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2884992 | PA      | $43366.91     | 0.01%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 86 IO                 | CUSIP: 38379KRY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19822745 | PA      | $277520.42    | 0.05%             | 2052-05-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849479 | PA      | $27820.87     | 0.01%             | 2058-10-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366541 | PA      | $9997.30      | 0.00%             | 2059-02-16      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591142 | PA      | $7543.15      | 0.00%             | 2057-04-16      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    284009 | PA      | $11891.46     | 0.00%             | 2056-11-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167851 | PA      | $6189.13      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL SR UNSECURED 05/32 4.2                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173412.83    | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/30 2.7                            | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901000 | PA      | $802608.53    | 0.15%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427046 | PA      | $11341.57     | 0.00%             | 2058-07-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206976 | PA      | $7477.77      | 0.00%             | 2059-05-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527416 | PA      | $18393.63     | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1336708 | PA      | $30240.08     | 0.01%             | 2058-12-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    526935 | PA      | $19898.13     | 0.00%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345389 | PA      | $15604.29     | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1337599 | PA      | $43256.48     | 0.01%             | 2060-03-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    992326 | PA      | $31872.21     | 0.01%             | 2060-05-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1523567 | PA      | $90262.68     | 0.02%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 28 IO                 | CUSIP: 38380N3R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5043658 | PA      | $286328.45    | 0.05%             | 2061-11-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1201935 | PA      | $68834.36     | 0.01%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2363472 | PA      | $124735.09    | 0.02%             | 2062-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 143 IB                | CUSIP: 38380P3R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4029379 | PA      | $255953.38    | 0.05%             | 2062-03-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3505251 | PA      | $203448.62    | 0.04%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                              | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1075823.24   | 0.20%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625  | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $505955.51    | 0.09%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $286337.66    | 0.05%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $543990.07    | 0.10%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $655812.79    | 0.12%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                    | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108653.79    | 0.02%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $176170.66    | 0.03%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    781000 | PA      | $769534.56    | 0.14%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    431000 | PA      | $473274.64    | 0.09%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust  | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 1 6A1               | CUSIP: 9393362Q5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148954 | PA      | $130197.47    | 0.02%             | 2035-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $332379.02    | 0.06%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1686772.62   | 0.31%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    814000 | PA      | $889727.32    | 0.16%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421615.62    | 0.08%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343655.57    | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2019 1A A2II 144A                     | CUSIP: 95058XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431840 | PA      | $416381.51    | 0.08%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    327000 | PA      | $305134.31    | 0.06%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                    | FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375              | CUSIP: 344045AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206008.60    | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    266000 | PA      | $224264.31    | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1073628.27   | 0.19%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/33 7.122             | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430702.16    | 0.08%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337703.92    | 0.06%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125             | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1163276.51   | 0.21%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    868000 | PA      | $750814.32    | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25             | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $211824.98    | 0.04%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $378362.10    | 0.07%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                         | GCI LLC COMPANY GUAR 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $469932.40    | 0.09%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113192 | PA      | $96737.30     | 0.02%             | 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        |    173258 | PA      | $150204.52    | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104213 | PA      | $93021.00     | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $251779.69    | 0.05%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $128496.72    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    467000 | PA      | $531735.59    | 0.10%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/33 FIXED 6                                              | GINNIE MAE I POOL GN 03/33 FIXED 6                            | CUSIP: 36200MEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47323 | PA      | $48778.23     | 0.01%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 10/26 FIXED 8                                              | GINNIE MAE I POOL GN 10/26 FIXED 8                            | CUSIP: 36207JJE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2791 | PA      | $2806.20      | 0.00%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 09/28 FIXED 6.5                          | CUSIP: 36207KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1388 | PA      | $1425.39      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/29 FIXED 7                                              | GINNIE MAE I POOL GN 04/29 FIXED 7                            | CUSIP: 36209BFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7984 | PA      | $8131.58      | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $216612.47    | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                              | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327              | CUSIP: 411618AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    810000 | PA      | $805241.49    | 0.15%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289727 | PA      | $266287.76    | 0.05%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375          | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $150902.96    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC EQUITY                                                  | ALTERA INFRA/TEEKAY OFC EQUITY                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       937 | NS      | $23418.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3314498 | PA      | $179736.95    | 0.03%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3221250 | PA      | $185696.02    | 0.03%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    729823 | PA      | $42836.33     | 0.01%             | 2062-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3038668 | PA      | $175984.74    | 0.03%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1396979 | PA      | $84054.99     | 0.02%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1302919 | PA      | $60729.44     | 0.01%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2131950 | PA      | $149952.64    | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                 | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                     | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $483423.75    | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    464000 | PA      | $478448.20    | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    652000 | PA      | $600726.52    | 0.11%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    638000 | PA      | $601570.20    | 0.11%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    712000 | PA      | $630938.59    | 0.11%             | 2031-01-29      | Fixed         | 3.95%                 | 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        |    323000 | PA      | $327294.02    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $283016.16    | 0.05%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC SR UNSECURED 06/29 5.9                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    256000 | PA      | $264805.38    | 0.05%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25             | CUSIP: 576485AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $234255.28    | 0.04%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                    | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $137124.29    | 0.02%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118041 | PA      | $106253.50    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $301017.06    | 0.05%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377893 | PA      | $381568.08    | 0.07%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                         | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $104570.33    | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 07/30 11.125                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    206000 | PA      | $215476.00    | 0.04%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11                            | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11          | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $150375.00    | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $133122.38    | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                       | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25             | CUSIP: 80414L2N4<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    305000 | PA      | $308170.48    | 0.06%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP/THE SR UNSECURED 05/34 VAR                | CUSIP: 808513CE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $354811.96    | 0.06%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    428000 | PA      | $436875.35    | 0.08%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    398000 | PA      | $401358.83    | 0.07%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    422000 | PA      | $400615.87    | 0.07%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2005-3                                                   | SEQUOIA MORTGAGE TRUST 2005-3 SEMT 2005 3 A1                  | CUSIP: 81744FHK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17049 | PA      | $15602.74     | 0.00%             | 2035-05-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104050.39    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242925 | PA      | $250251.01    | 0.05%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142142.68    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $274679.32    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 144A 07/30 6.125   | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $219946.38    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501984 | PA      | $510433.77    | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    557000 | PA      | $509531.74    | 0.09%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                         | CUSIP: 83444MAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $492227.97    | 0.09%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP COMPANY GUAR 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814000 | PA      | $845218.10    | 0.15%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302630 | PA      | $296161.80    | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    537000 | PA      | $552558.50    | 0.10%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    406000 | PA      | $394788.68    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235815 | PA      | $241585.18    | 0.04%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585060 | PA      | $578708.29    | 0.10%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A                                 | SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A               | CUSIP: 86709LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    132214 | PA      | $128920.98    | 0.02%             | 2045-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                     | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    651000 | PA      | $579729.31    | 0.11%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/29 7                           | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $282214.79    | 0.05%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                        | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $340193.97    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                        | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $222657.04    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $547094.30    | 0.10%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $169250.76    | 0.03%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571000 | PA      | $563247.36    | 0.10%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593017 | PA      | $532758.62    | 0.10%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1606394.24   | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                                           | TAL ADVANTAGE VII LLC TAL 2020 1A B 144A                      | CUSIP: 87407RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250625 | PA      | $238026.08    | 0.04%             | 2045-09-20      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/29 9                     | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54264.79     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                 | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67383.34     | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $487429.89    | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    418000 | PA      | $439591.22    | 0.08%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    564000 | PA      | $565975.80    | 0.10%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    629000 | PA      | $510631.31    | 0.09%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A            | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175266 | PA      | $165870.47    | 0.03%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121398 | PA      | $118098.64    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103819 | PA      | $99629.52     | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266997 | PA      | $241837.77    | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206783 | PA      | $207732.69    | 0.04%             | 2064-10-27      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 D 144A                             | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 D 144A           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $470083.10    | 0.09%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                  | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $97734.31     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395314 | PA      | $367211.96    | 0.07%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $285453.92    | 0.05%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                          | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7         | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |    300000 | PA      | $312279.00    | 0.06%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                     | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    548000 | PA      | $576150.76    | 0.10%             | 2026-07-15      | Fixed         | 10.50%                | 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        |    235000 | PA      | $214233.97    | 0.04%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125      | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    128000 | PA      | $134334.46    | 0.02%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122000 | PA      | $117917.03    | 0.02%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $196939.21    | 0.04%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875       | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    699000 | PA      | $730239.71    | 0.13%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875     | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $267580.90    | 0.05%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    358000 | PA      | $365152.24    | 0.07%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213738.63    | 0.04%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75             | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $194829.71    | 0.04%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                       | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    209000 | PA      | $209046.19    | 0.04%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corporation                                                     | AMBAC ASSURANCE CORP SUBORDINATED 144A 06/20 5.1              | CUSIP: 023138AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       131 | PA      | $177.28       | 0.00%             | 2025-08-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    684000 | PA      | $797695.85    | 0.14%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    792000 | PA      | $724046.88    | 0.13%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1284214.93   | 0.23%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    477000 | PA      | $469401.87    | 0.09%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1260628.07   | 0.23%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    818000 | PA      | $847164.15    | 0.15%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    717000 | PA      | $740362.73    | 0.13%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336985.63    | 0.06%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34 BANK 2021 BN34 XA                                               | BANK 2021-BNK34 BANK 2021 BN34 XA                             | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12625528 | PA      | $510653.35    | 0.09%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    659000 | PA      | $691242.89    | 0.13%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                           | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    488000 | PA      | $498485.43    | 0.09%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                           | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200858.60    | 0.04%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216536 | PA      | $197671.61    | 0.04%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                   | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    235000 | PA      | $244015.31    | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1253628.01   | 0.23%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    265000 | PA      | $286647.10    | 0.05%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570884.33    | 0.10%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375                 | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    554000 | PA      | $563886.13    | 0.10%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    467000 | PA      | $540043.94    | 0.10%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    452000 | PA      | $464203.80    | 0.08%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $149482.44    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625731 | PA      | $638249.74    | 0.12%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493666 | PA      | $498217.69    | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454014 | PA      | $451901.05    | 0.08%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $646759.73    | 0.12%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    604000 | PA      | $634449.84    | 0.12%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    364000 | PA      | $374780.93    | 0.07%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397816.20    | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | 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        |   4687000 | PA      | $3299574.79   | 0.60%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/47 3                        | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3420000 | PA      | $2567538.29   | 0.47%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2434000 | PA      | $1925427.12   | 0.35%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                    | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2482000 | PA      | $2083231.80   | 0.38%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1333000 | PA      | $1216102.15   | 0.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/43 3.875                    | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    560000 | PA      | $500193.75    | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 4.75                     | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1859000 | PA      | $1857039.33   | 0.34%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1658000 | PA      | $1623026.56   | 0.29%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                    | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8929000 | PA      | $8691823.44   | 1.58%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424350 | PA      | $410206.12    | 0.07%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552104 | PA      | $533732.16    | 0.10%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25        | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34678 | PA      | $32498.52     | 0.01%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                          | AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25              | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    198000 | PA      | $202207.30    | 0.04%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264607 | PA      | $244153.84    | 0.04%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488237 | PA      | $448345.99    | 0.08%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324720 | PA      | $310581.33    | 0.06%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654383 | PA      | $591102.24    | 0.11%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2004-HYB2                                       | CHL MORTGAGE PASS-THROUGH TRUS CWHL 2004 HYB2 4A              | CUSIP: 12669FTK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240121 | PA      | $236036.79    | 0.04%             | 2034-07-20      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/32 6           | CUSIP: 12769GAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $579600.73    | 0.11%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79461 | PA      | $76643.37     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482330 | PA      | $424599.18    | 0.08%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $218925.84    | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $376639.31    | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    218000 | PA      | $226620.07    | 0.04%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    342000 | PA      | $356437.39    | 0.06%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                           | CAPSTONE COPPER CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 14071LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    112000 | PA      | $114683.41    | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 06/31 5.875                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    456000 | PA      | $464550.00    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    342000 | PA      | $352786.49    | 0.06%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 05/30 2.8                            | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    371000 | PA      | $344517.55    | 0.06%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/30 5.25                             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    609000 | PA      | $627502.56    | 0.11%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1262619.98   | 0.23%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 09/30 5.2                   | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    391000 | PA      | $390081.66    | 0.07%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    486000 | PA      | $448031.74    | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    273000 | PA      | $251442.15    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    478000 | PA      | $427103.05    | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    656000 | PA      | $640515.73    | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC SR SECURED 144A 02/29 6.375                  | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $207924.14    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                                               | AMWINS GROUP INC 2025 TERM LOAN B                             | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311298 | PA      | $311353.87    | 0.06%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192446 | PA      | $162237.16    | 0.03%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    587000 | PA      | $614366.10    | 0.11%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129320.25    | 0.02%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust 2005-A                                            | CENTEX HOME EQUITY LOAN TRUST CXHE 2005 A M4                  | CUSIP: 152314ML1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156736 | PA      | $150773.87    | 0.03%             | 2035-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184572 | PA      | $182601.12    | 0.03%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $827781.73    | 0.15%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $469689.42    | 0.09%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082192 | PA      | $1043086.89   | 0.19%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517548 | PA      | $487346.00    | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1048465 | PA      | $989574.91    | 0.18%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29831 | PA      | $28052.78     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XHVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120942 | PA      | $116874.35    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1934321 | PA      | $112661.64    | 0.02%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO                 | CUSIP: 38381H2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1220427 | PA      | $83393.59     | 0.02%             | 2064-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299024 | PA      | $17341.12     | 0.00%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 177 IO                | CUSIP: 38381JG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1986726 | PA      | $121714.01    | 0.02%             | 2065-06-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI                | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4509235 | PA      | $329253.53    | 0.06%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922018 | PA      | $56468.55     | 0.01%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    601500 | PA      | $51263.48     | 0.01%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    198000 | PA      | $186748.31    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135136.69    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6044673 | PA      | $95896.32     | 0.02%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6222152 | PA      | $98155.07     | 0.02%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6689779 | PA      | $110492.41    | 0.02%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $74994.88     | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                                   | AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A                 | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62641 | PA      | $57641.86     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                                              | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452438 | PA      | $431561.76    | 0.08%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31137.33     | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107982.95    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 03/29 5.875                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239619.51    | 0.04%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $182490.67    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A                     | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $150221.81    | 0.03%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $67308.67     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $432687.13    | 0.08%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108872.86    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    249000 | PA      | $261280.08    | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338117.01    | 0.06%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $382108.40    | 0.07%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8        | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $533858.77    | 0.10%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172278.40    | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $490685.31    | 0.09%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                                         | ARIS MINING CORP COMPANY GUAR 144A 10/29 8                    | CUSIP: 04040YAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    293000 | PA      | $298860.00    | 0.05%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125816 | PA      | $113420.21    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    341000 | PA      | $341760.27    | 0.06%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                  | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    542000 | PA      | $546733.29    | 0.10%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8                | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $225177.09    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    344000 | PA      | $333070.60    | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123582.41    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $433736.10    | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/31 8.5                  | CUSIP: 449691AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213925.00    | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/32 7                    | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    465000 | PA      | $476430.17    | 0.09%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625  | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147572.74    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $403970.63    | 0.07%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six Designated Activity Company                                | ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849               | CUSIP: 45115AAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    305000 | PA      | $316407.91    | 0.06%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101893 | PA      | $88644.45     | 0.02%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                           | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212615.01    | 0.04%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $226797.77    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/32 5.5               | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202546.29    | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc.                                                                 | AUTONATION INC SR UNSECURED 06/30 4.75                        | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $445444.76    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $438487.43    | 0.08%             | 2029-04-16      | Fixed         | 4.62%                 | 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        |    827000 | PA      | $819910.05    | 0.15%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $90689.24     | 0.02%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72229 | PA      | $67726.03     | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625                      | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $334431.73    | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121289.84    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554000 | PA      | $573521.30    | 0.10%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $153995.24    | 0.03%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 09/31 5.625     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    209000 | PA      | $210276.80    | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $279606.62    | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | 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        |    154000 | PA      | $161980.09    | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/50 1.25                     | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $960625.00    | 0.17%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $246429.13    | 0.04%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/30 VAR                                        | CUSIP: 05571AAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    396000 | PA      | $407708.50    | 0.07%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $213516.44    | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    157000 | PA      | $167083.95    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875    | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $342463.03    | 0.06%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A            | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173233 | PA      | $145538.10    | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/50 1.375                    | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14529000 | PA      | $7163478.12   | 1.30%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                   | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340263 | PA      | $293180.20    | 0.05%             | 2065-01-25      | Variable      | 1.39%                 | 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        |    413000 | PA      | $418076.81    | 0.08%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927  | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110841.14    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $688329.54    | 0.12%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $382028.33    | 0.07%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176925.18    | 0.03%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322000 | PA      | $326591.85    | 0.06%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5     | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $143266.51    | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392000 | PA      | $404222.68    | 0.07%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125       | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $141075.86    | 0.03%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    261000 | PA      | $280088.34    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5209 | PA      | $3502.36      | 0.00%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    334000 | PA      | $262409.79    | 0.05%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    616000 | PA      | $621903.63    | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    330000 | PA      | $277425.18    | 0.05%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $282164.00    | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607000 | PA      | $592260.34    | 0.11%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571000 | PA      | $556028.95    | 0.10%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A                  | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $893524.96    | 0.16%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust 2004-AR3                                               | DSLA MORTGAGE LOAN TRUST 2004- DSLA 2004 AR3 2A2B             | CUSIP: 23332UBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197083 | PA      | $187448.41    | 0.03%             | 2044-07-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1031318.51   | 0.19%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $217940.17    | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    564000 | PA      | $570391.88    | 0.10%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                            | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $220092.39    | 0.04%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    294000 | PA      | $281687.75    | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                        | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $107212.17    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $873800.67    | 0.16%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3         | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $578512.34    | 0.10%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                  | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298378.07    | 0.05%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    410000 | PA      | $437314.77    | 0.08%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426053.57    | 0.08%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    185000 | PA      | $198492.42    | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1302178 | PA      | $1214983.17   | 0.22%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277479 | PA      | $265162.70    | 0.05%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407709 | PA      | $381020.92    | 0.07%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    596000 | PA      | $625978.17    | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    651000 | PA      | $675381.53    | 0.12%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 04/29 6.375                        | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $265094.12    | 0.05%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 06/30 7.5                          | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126386.48    | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5                        | EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5      | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    332000 | PA      | $336152.03    | 0.06%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    621000 | PA      | $700441.43    | 0.13%             | 2033-03-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                | EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 144A 07/30 7      | CUSIP: 29082HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    405000 | PA      | $437282.55    | 0.08%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625                      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625    | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $535618.13    | 0.10%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $591450.92    | 0.11%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $502794.64    | 0.09%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $491940.89    | 0.09%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    629000 | PA      | $627239.62    | 0.11%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $190385.93    | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 22 B                                                 | FANNIE MAE REMICS FNR 2022 22 B                               | CUSIP: 3136BMH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1007717 | PA      | $595678.45    | 0.11%             | 2054-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/29 FIXED 7.5                            | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       774 | PA      | $807.08       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/29 FIXED VAR                            | CUSIP: 31384VL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       807 | PA      | $842.16       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | 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        |   1590000 | PA      | $1402305.46   | 0.25%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/31 1.375                    | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4000000 | PA      | $3422343.76   | 0.62%             | 2031-11-15      | Fixed         | 1.38%                 | 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        |   5180000 | PA      | $5101085.91   | 0.93%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/31 4.25                     | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12522000 | PA      | $12753363.48  | 2.31%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/35 4.25                     | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12562000 | PA      | $12581628.13  | 2.28%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    503000 | PA      | $448484.17    | 0.08%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A                              | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A            | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $324000.00    | 0.06%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VR FUNDING LLC VINE 2020 1A A 144A                                              | VR FUNDING LLC VINE 2020 1A A 144A                            | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221316 | PA      | $209109.13    | 0.04%             | 2050-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    424000 | PA      | $383909.72    | 0.07%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $292945.79    | 0.05%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                            | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875               | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    305000 | PA      | $288245.27    | 0.05%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 D 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 D 144A                        | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $280442.55    | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $270264.88    | 0.05%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125                      | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125    | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $161136.61    | 0.03%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $343376.72    | 0.06%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $444996.05    | 0.08%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/32 6           | CUSIP: 09261HBX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $381095.42    | 0.07%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | BLACKSTONE SECURED LENDING FUN SR UNSECURED 04/28 5.35        | CUSIP: 09261XAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $377662.85    | 0.07%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $203010.93    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $182267.00    | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55                              | CDW LLC / CDW FINANCE CORP COMPANY GUAR 08/34 5.55            | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $186482.98    | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | 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        |    393061 | PA      | $388854.39    | 0.07%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC SR UNSECURED 01/30 VAR                           | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312408.91    | 0.06%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484646.61    | 0.09%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    761000 | PA      | $775203.30    | 0.14%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    964000 | PA      | $968307.08    | 0.18%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255971 | PA      | $246721.01    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946734 | PA      | $887048.57    | 0.16%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746412 | PA      | $720373.32    | 0.13%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620626 | PA      | $598974.94    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DQH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826673 | PA      | $795637.94    | 0.14%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351931 | PA      | $355558.16    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQX68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439623 | PA      | $1422968.30   | 0.26%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392264 | PA      | $396306.94    | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/31 6.054             | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    584000 | PA      | $580987.49    | 0.11%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    728000 | PA      | $711830.61    | 0.13%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/34 5.875             | CUSIP: 350930AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877000 | PA      | $891144.26    | 0.16%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $461099.65    | 0.08%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/29 FIXED 6.5                                            | GINNIE MAE I POOL GN 09/29 FIXED 6.5                          | CUSIP: 36225BKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1644 | PA      | $1687.72      | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/33 FIXED 6                                              | GINNIE MAE I POOL GN 06/33 FIXED 6                            | CUSIP: 36225BZS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11194 | PA      | $11515.19     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                   | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228000 | PA      | $227810.76    | 0.04%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79195 | PA      | $71006.23     | 0.01%             | 2061-07-25      | Variable      | 1.02%                 | 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        |   1523000 | PA      | $1353723.07   | 0.25%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    539000 | PA      | $476287.53    | 0.09%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     83032 | PA      | $82666.75     | 0.01%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    229874 | PA      | $228710.90    | 0.04%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 81 IO                 | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262713 | PA      | $10872.94     | 0.00%             | 2060-01-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    597840 | PA      | $15242.17     | 0.00%             | 2059-06-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1619460 | PA      | $45544.56     | 0.01%             | 2060-01-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1560003 | PA      | $46010.26     | 0.01%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870048 | PA      | $53703.97     | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2829031 | PA      | $183309.64    | 0.03%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3543365 | PA      | $227082.94    | 0.04%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    853428 | PA      | $47973.04     | 0.01%             | 2063-10-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    817000 | PA      | $815633.19    | 0.15%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317625 | PA      | $289972.62    | 0.05%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 06/33 5.2                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202471.88    | 0.04%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    490000 | PA      | $512036.75    | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    326000 | PA      | $329730.42    | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A                               | STORE MASTER FUNDING I-VII AND STR 2019 1 A2 144A             | CUSIP: 86212XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282275 | PA      | $244456.75    | 0.04%             | 2049-11-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                         | STRUCTURED ASSET SECURITIES CO SASC 1998 RF2 A 144A           | CUSIP: 863572TZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25641 | PA      | $25596.53     | 0.00%             | 2027-07-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263675 | PA      | $268130.50    | 0.05%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5925 | NS      | $114293.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 12/30 5.75        | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    369000 | PA      | $375617.99    | 0.07%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5                         | TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    384000 | PA      | $392531.61    | 0.07%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A            | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $984528.90    | 0.18%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc.                                                               | UNDER ARMOUR INC COMPANY GUAR 144A 07/30 7.25                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102283.27    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453886 | PA      | $425701.04    | 0.08%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541389 | PA      | $552432.96    | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485219 | PA      | $463620.55    | 0.08%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/32 4.125                    | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15470000 | PA      | $15600528.13  | 2.83%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/30 4                        | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4328000 | PA      | $4369927.50   | 0.79%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $229024.21    | 0.04%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5                      | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $173008.67    | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $163775.34    | 0.03%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171253 | PA      | $167982.04    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523000 | PA      | $544723.75    | 0.10%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $351943.22    | 0.06%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7                        | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $107496.87    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25                     | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $455652.51    | 0.08%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $368292.53    | 0.07%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    421000 | PA      | $432290.00    | 0.08%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $169145.15    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    924000 | PA      | $1003952.26   | 0.18%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc.                                                           | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625                 | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177010.83    | 0.03%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5    | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    243000 | PA      | $188045.41    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119162 | PA      | $111379.73    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                    | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375  | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     54813 | PA      | $57772.06     | 0.01%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     57431 | PA      | $54918.31     | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25                     | BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25   | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    201020 | PA      | $192733.32    | 0.03%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                    | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1208029.02   | 0.22%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $220936.87    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    540000 | PA      | $516752.73    | 0.09%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     94000 | PA      | $85547.39     | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    439000 | PA      | $406715.85    | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169581.72    | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    468000 | PA      | $476926.16    | 0.09%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150323.80    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361900 | PA      | $348192.40    | 0.06%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320472 | PA      | $297689.52    | 0.05%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251107 | PA      | $230206.26    | 0.04%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2022 1A A 144A                      | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589587 | PA      | $538003.80    | 0.10%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2025 1A A 144A                        | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354000 | PA      | $356783.79    | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4960315 | PA      | $52589.76     | 0.01%             | 2051-05-10      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    651000 | PA      | $656705.40    | 0.12%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    286000 | PA      | $299938.49    | 0.05%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    450000 | PA      | $353871.23    | 0.06%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-Nqm3 Trust                                                            | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129915 | PA      | $111759.82    | 0.02%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94311 | PA      | $84476.95     | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                            | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A1 144A                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369594 | PA      | $309415.58    | 0.06%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5           | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $240111.09    | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228624 | PA      | $204781.35    | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/48 FIXED VAR                            | CUSIP: 3140J8A60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117011 | PA      | $107792.55    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207241 | PA      | $184592.36    | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3.5                            | CUSIP: 3140JVSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181023 | PA      | $164951.29    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101310 | PA      | $1060567.32   | 0.19%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140MYAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740307 | PA      | $728038.43    | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N26Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784667 | PA      | $771371.57    | 0.14%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 3                              | CUSIP: 3140QNF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894921 | PA      | $777821.15    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3676543 | PA      | $3082799.75   | 0.56%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017163 | PA      | $1936707.19   | 0.35%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894682 | PA      | $860115.60    | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140QP3P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753526 | PA      | $746280.41    | 0.14%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443327 | PA      | $400918.65    | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6806943 | PA      | $6200464.87   | 1.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032971 | PA      | $931574.80    | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5926210 | PA      | $5565566.98   | 1.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500093 | PA      | $467002.62    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465024 | PA      | $448946.45    | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928618 | PA      | $892160.11    | 0.16%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                              | CUSIP: 3140QPKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356779 | PA      | $333171.71    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889361 | PA      | $857223.78    | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249117 | PA      | $233879.01    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399289 | PA      | $374116.53    | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912715 | PA      | $879733.97    | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 5                              | CUSIP: 3140QPTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771563 | PA      | $765590.54    | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597475 | PA      | $574950.94    | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702244 | PA      | $694120.11    | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248644 | PA      | $239969.78    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140QQMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545596 | PA      | $1522885.51   | 0.28%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5                              | CUSIP: 3140QR5J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2561434 | PA      | $2538205.50   | 0.46%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED 5                              | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1236516 | PA      | $1226461.57   | 0.22%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5                              | CUSIP: 3140QRWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783820 | PA      | $775242.13    | 0.14%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455135 | PA      | $460252.26    | 0.08%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1286186 | PA      | $1263971.44   | 0.23%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241933 | PA      | $239568.91    | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799389 | PA      | $1803313.21   | 0.33%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                              | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1105409 | PA      | $1088043.74   | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED VAR                            | CUSIP: 3140W0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1225531 | PA      | $1233565.35   | 0.22%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272747 | PA      | $243280.03    | 0.04%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377902 | PA      | $328335.83    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                            | CUSIP: 3140X4P91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129666 | PA      | $115252.35    | 0.02%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504226 | PA      | $446126.83    | 0.08%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541415 | PA      | $489285.51    | 0.09%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279155 | PA      | $245681.30    | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED VAR                            | CUSIP: 3140X5Q48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322411 | PA      | $305007.41    | 0.06%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510641 | PA      | $429292.35    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560657 | PA      | $473267.55    | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268795 | PA      | $253025.24    | 0.05%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588991 | PA      | $573910.00    | 0.10%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    249000 | PA      | $245594.20    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    307000 | PA      | $315659.24    | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $120817.44    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     86000 | PA      | $80022.37     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625                          | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    460000 | PA      | $420619.26    | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169317.09    | 0.03%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    401000 | PA      | $366632.40    | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR                  | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    767000 | PA      | $709245.00    | 0.13%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/30 VAR                  | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    568000 | PA      | $578483.58    | 0.10%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415342.74    | 0.08%             | 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        |    582000 | PA      | $592628.64    | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    582000 | PA      | $592256.13    | 0.11%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    586000 | PA      | $588001.64    | 0.11%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535599.11    | 0.10%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $230912.58    | 0.04%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    104000 | PA      | $100100.00    | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95                     | JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $137785.34    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    470000 | PA      | $491628.35    | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449872 | PA      | $456892.99    | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350400 | PA      | $306638.27    | 0.06%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199586.84    | 0.04%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    556000 | PA      | $562636.34    | 0.10%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    552000 | PA      | $545435.20    | 0.10%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875             | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $666477.58    | 0.12%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    176000 | PA      | $167848.51    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    228000 | PA      | $234406.59    | 0.04%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $334640.19    | 0.06%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $349021.14    | 0.06%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $115392.64    | 0.02%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $432492.49    | 0.08%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                        | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279555.45    | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | 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        |     63215 | PA      | $59151.49     | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    418704 | PA      | $330524.83    | 0.06%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612562.79    | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    289000 | PA      | $286327.17    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350060.62    | 0.06%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    307000 | PA      | $288466.11    | 0.05%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                           | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/30 5.15    | CUSIP: 55609NAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    130000 | PA      | $129912.64    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875      | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $233579.40    | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $178766.79    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $203068.69    | 0.04%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    449000 | PA      | $358976.31    | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $229250.00    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $449469.13    | 0.08%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-8                                    | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 5A1                | CUSIP: 576433QU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20267 | PA      | $19912.34     | 0.00%             | 2034-08-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $72473.96     | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    556000 | PA      | $582226.05    | 0.11%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2023 1A A2 144A           | CUSIP: 59170DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $209861.27    | 0.04%             | 2053-04-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703                | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    453000 | PA      | $394058.77    | 0.07%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75                 | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    840000 | PA      | $907963.81    | 0.16%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    422000 | PA      | $432153.76    | 0.08%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COMMUNICATIONS SR UNSECURED 144A 08/32 8         | CUSIP: 59565XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $547127.66    | 0.10%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $477780.13    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    304200 | PA      | $304887.80    | 0.06%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/32 7.375  | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205299.00    | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 L3 XA                 | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19927058 | PA      | $451883.91    | 0.08%             | 2052-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    203000 | PA      | $175787.36    | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    796000 | PA      | $676389.14    | 0.12%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    875000 | PA      | $893330.25    | 0.16%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708545.31    | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    786000 | PA      | $697728.23    | 0.13%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $450586.30    | 0.08%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    384000 | PA      | $392305.34    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    497000 | PA      | $545554.42    | 0.10%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    371000 | PA      | $411970.17    | 0.07%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                      | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    303000 | PA      | $306019.70    | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 11/34 6.25                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253693.16    | 0.05%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 07/29 5.75                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216277.52    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36480 | PA      | $35608.08     | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102226 | PA      | $95816.35     | 0.02%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98000 | PA      | $90310.14     | 0.02%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    441000 | PA      | $475686.41    | 0.09%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    566000 | PA      | $562779.04    | 0.10%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122242 | PA      | $107348.46    | 0.02%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    532800 | PA      | $498269.39    | 0.09%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246712 | PA      | $228786.67    | 0.04%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                                   | NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                 | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488750 | PA      | $498556.28    | 0.09%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503000 | PA      | $473568.41    | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389000 | PA      | $356651.34    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/54 VAR         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    262000 | PA      | $269980.00    | 0.05%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    299000 | PA      | $305325.56    | 0.06%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110397.65    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $330915.73    | 0.06%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128854.83    | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    459000 | PA      | $439807.70    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 6.875                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102359.16    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                     | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274298 | PA      | $226327.80    | 0.04%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279000 | PA      | $274175.53    | 0.05%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                     | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83915 | PA      | $71067.66     | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/33 6.05                             | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $592829.88    | 0.11%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                      | ONEOK INC COMPANY GUAR 09/53 6.625                            | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    527000 | PA      | $547692.40    | 0.10%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9                     | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    233000 | PA      | $244337.31    | 0.04%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    893000 | PA      | $839752.54    | 0.15%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    377000 | PA      | $386721.28    | 0.07%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/51 2                        | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    241000 | PA      | $138942.15    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XFA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316803 | PA      | $269467.39    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630251 | PA      | $528665.82    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52553 | PA      | $49470.27     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XGCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19322010 | PA      | $16968846.21  | 3.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XGLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6195356 | PA      | $5638044.00   | 1.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158816 | PA      | $150193.17    | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257338 | PA      | $216342.19    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6596253 | PA      | $6194834.32   | 1.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111124 | PA      | $104257.67    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1944685 | PA      | $1929632.11   | 0.35%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790293 | PA      | $779730.35    | 0.14%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571687 | PA      | $540648.10    | 0.10%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    377000 | PA      | $362570.21    | 0.07%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279413.92    | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $230607.85    | 0.04%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $234470.37    | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | 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        |    250000 | PA      | $254655.45    | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96833.55     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                          | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $219056.41    | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | 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        |    389000 | PA      | $397117.54    | 0.07%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                        | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270462 | PA      | $249962.28    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    666000 | PA      | $660364.31    | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    113000 | PA      | $111192.00    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    151000 | PA      | $143638.75    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8    | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    260000 | PA      | $239483.97    | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    315000 | PA      | $308214.54    | 0.06%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79976 | PA      | $78742.69     | 0.01%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                           | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    318003 | PA      | $290998.45    | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $168924.29    | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    324000 | PA      | $308736.27    | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $949319.80    | 0.17%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/55 3.55                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    954000 | PA      | $643709.46    | 0.12%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202614.36    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    197252 | PA      | $207646.59    | 0.04%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1610000 | PA      | $1458643.59   | 0.26%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 LTD AIMCO 2019 10A ARR 144A                                        | AIMCO CLO 10 LTD AIMCO 2019 10A ARR 144A                      | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250610.75    | 0.05%             | 2037-07-22      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $142831.88    | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/31 4                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    289000 | PA      | $274486.02    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818742 | PA      | $808502.68    | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5                                               | FREDDIE MAC POOL FR 11/54 FIXED 5                             | CUSIP: 3132DUNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314676 | PA      | $309732.40    | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVEF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496003 | PA      | $1504875.76   | 0.27%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732203 | PA      | $737552.84    | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724031 | PA      | $610950.23    | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    978899 | PA      | $947197.22    | 0.17%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BAUW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28381 | PA      | $26733.74     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 4                                               | FREDDIE MAC POOL FR 04/52 FIXED 4                             | CUSIP: 3133KN6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811176 | PA      | $760543.53    | 0.14%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658323 | PA      | $633865.52    | 0.12%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                            | CUSIP: 3140XL6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604400 | PA      | $556435.99    | 0.10%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/36 FIXED VAR                            | CUSIP: 3140XLJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620188 | PA      | $586240.39    | 0.11%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703665 | PA      | $613702.12    | 0.11%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLZ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191435 | PA      | $184920.83    | 0.03%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XM5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1195100 | PA      | $1080777.01   | 0.20%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266283 | PA      | $249246.04    | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XNL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297024 | PA      | $260664.65    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XP3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401005 | PA      | $402004.59    | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                            | CUSIP: 3140XPAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408437 | PA      | $412518.99    | 0.07%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400722 | PA      | $387243.39    | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XPFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622608 | PA      | $564411.94    | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/54 FIXED VAR                            | CUSIP: 3140XPLN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365830 | PA      | $368914.45    | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700772 | PA      | $704928.30    | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XQA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729703 | PA      | $734030.70    | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224296 | PA      | $1147494.85   | 0.21%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1825489 | PA      | $1599175.77   | 0.29%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815322 | PA      | $822425.62    | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED VAR                            | CUSIP: 3140XTBM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397211 | PA      | $317434.93    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XTCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838156 | PA      | $762430.99    | 0.14%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/37 FIXED VAR                            | CUSIP: 31410FUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47658 | PA      | $49256.10     | 0.01%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/36 FIXED VAR                            | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181374 | PA      | $186888.00    | 0.03%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/35 FIXED VAR                            | CUSIP: 31410FXB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160337 | PA      | $165422.75    | 0.03%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/37 FIXED VAR                            | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193174 | PA      | $199572.22    | 0.04%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/35 FIXED VAR                            | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250039 | PA      | $252598.54    | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993854 | PA      | $1001922.17   | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713934 | PA      | $687633.72    | 0.12%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GT2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245899 | PA      | $248663.71    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166329 | PA      | $138879.38    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47198 | PA      | $40440.31     | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357141.66    | 0.06%             | 2025-07-27      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227402.21    | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    343000 | PA      | $356954.14    | 0.06%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    539000 | PA      | $541848.85    | 0.10%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    323000 | PA      | $327654.23    | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246000 | PA      | $237187.39    | 0.04%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    379000 | PA      | $347990.24    | 0.06%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294844 | PA      | $239975.22    | 0.04%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    563000 | PA      | $576018.00    | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6              | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    219000 | PA      | $215812.00    | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    625000 | PA      | $660862.50    | 0.12%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227115.58    | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/54 6.05             | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    582000 | PA      | $533233.75    | 0.10%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $273596.75    | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    698000 | PA      | $661020.06    | 0.12%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452419.94    | 0.08%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    377000 | PA      | $398820.30    | 0.07%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561287.62    | 0.10%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    378000 | PA      | $389593.17    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95           | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    282000 | PA      | $227294.22    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429913.22    | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    399000 | PA      | $414784.59    | 0.08%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD PLMRS 2024 2A A1 144A                              | PALMER SQUARE CLO 2024-2 LTD PLMRS 2024 2A A1 144A            | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    271000 | PA      | $271808.94    | 0.05%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $59423.52     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 10/29 4.5                     | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    376000 | PA      | $361443.16    | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 D 144A                            | PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 D 144A          | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $931020.05    | 0.17%             | 2039-04-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $244776.45    | 0.04%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384000 | PA      | $363836.04    | 0.07%             | 2042-02-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A           | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231264 | PA      | $205667.44    | 0.04%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $301830.07    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $424729.57    | 0.08%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 08/34 5.25                   | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248000.05    | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    279300 | PA      | $278811.23    | 0.05%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    306000 | PA      | $314665.90    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 06/33 6.5                       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 06/33 6.5     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $75098.46     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446000 | PA      | $456251.40    | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $581703.51    | 0.11%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RIN XII LLC RIN 2025 1A A1 144A                                                 | RIN XII LLC RIN 2025 1A A1 144A                               | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291000 | PA      | $290664.77    | 0.05%             | 2038-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                              | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75                | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219075.75    | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    669000 | PA      | $581040.46    | 0.11%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RIN II Ltd.                                                                     | RIN II LTD RIN 2019 1A AR 144A                                | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    278000 | PA      | $278673.87    | 0.05%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC SR UNSECURED 144A 08/30 6.125                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $281252.28    | 0.05%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $356073.78    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                            | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                   | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $263886.10    | 0.05%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5                                               | FREDDIE MAC POOL FR 09/53 FIXED 5                             | CUSIP: 3132E0VM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276531 | PA      | $1262959.73   | 0.23%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132E0WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800887 | PA      | $724274.24    | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                           | CUSIP: 3132E0Z47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602794 | PA      | $609006.42    | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/41 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 09/41 FIXED 4.5                      | CUSIP: 3132GJCZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390427 | PA      | $386434.87    | 0.07%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/41 FIXED 4.5                                        | FREDDIE MAC GOLD POOL FG 10/41 FIXED 4.5                      | CUSIP: 3132GJWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552230 | PA      | $546688.28    | 0.10%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545912 | PA      | $500830.89    | 0.09%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                        | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274922 | PA      | $246652.83    | 0.04%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369577 | PA      | $338012.27    | 0.06%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                      | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650617 | PA      | $599725.79    | 0.11%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133KPGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1167010 | PA      | $1089791.47   | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31386XBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3718 | PA      | $3917.73      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1143 | PA      | $1202.23      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XXY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35182 | PA      | $37002.11     | 0.01%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/32 FIXED 7                              | CUSIP: 31389GSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1397 | PA      | $1477.23      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/36 FIXED VAR                            | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258502 | PA      | $261460.00    | 0.05%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/34 FIXED VAR                            | CUSIP: 31403DBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101236 | PA      | $102280.31    | 0.02%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/34 FLOATING VAR                         | CUSIP: 31405RM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32683 | PA      | $33463.61     | 0.01%             | 2034-08-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735840 | PA      | $679707.00    | 0.12%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $163829.80    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $586085.36    | 0.11%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $318437.59    | 0.06%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $960532.41    | 0.17%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    228000 | PA      | $238369.90    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    452000 | PA      | $471591.94    | 0.09%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112160.40    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A                             | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A           | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $228357.18    | 0.04%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer