# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001478482-26-000165
**Filing Date:** 2026-5
**Character Count:** 305242
**Document Hash:** 8214911eed066d266853322267d187ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001478482-26-000165.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001478482-26-000165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 261039519

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

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

## Series and Classes Contracts Data

### John Hancock Core Plus Bond ETF (Series ID: S000089153)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000255662 | John Hancock Core Plus Bond ETF | JHCP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Exchange-Traded Fund Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000089153

- **c. LEI of Series:** 254900YYHN1WA9BYE324

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $99935761.54

**Total Liabilities:** $5950171.74

**Net Assets:** $93985589.80

**Delayed Delivery Securities:** $5741482.14

**Cash Not Reported:** $10598.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -157.879392000000 | **1-Year:** -3684.382582000000 | **5-Year:** -14418.599105000000 | **10-Year:** -13840.703835000000 | **30-Year:** -2961.680892000000

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

- **3-Month:** -31.814041000000 | **1-Year:** -778.543422000000 | **5-Year:** -2880.336308000000 | **10-Year:** -966.035922000000 | **30-Year:** -48.542427000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255662 | 0.37%                | 1.57%                | -2.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $45530.35                | $-67745.56                                 |
| Month 2  | $17853.37                | $860906.16                                 |
| Month 3  | $-254834.84              | $-1945702.86                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |     30000 | PA      | $29814.11     | 0.03%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                         | COMSTOCK RESOURCES INC COMPANY GUAR 144A 01/30 5.875          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57086.59     | 0.06%             | 2030-01-15      | Fixed         | 5.88%                 | 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        |    189000 | PA      | $200579.23    | 0.21%             | 2053-10-01      | Fixed         | 6.50%                 | 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        |     63480 | PA      | $62846.50     | 0.07%             | 2047-11-20      | Fixed         | 4.03%                 | 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        |    143625 | PA      | $135222.99    | 0.14%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $213028.96    | 0.23%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 01/33 4.95                  | CUSIP: 23371DAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    200000 | PA      | $189626.59    | 0.20%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                          | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149120.81    | 0.16%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A A2 144A                                            | DATABANK ISSUER COLO 2026 1A A2 144A                          | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42000 | PA      | $41737.14     | 0.04%             | 2056-02-25      | Fixed         | 5.81%                 | 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        |    103000 | PA      | $103927.18    | 0.11%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $135380.63    | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | 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        |    121000 | PA      | $124529.63    | 0.13%             | 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        |    121000 | PA      | $127980.49    | 0.14%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42725.96     | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | 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        |     71000 | PA      | $73072.60     | 0.08%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4                             | JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4           | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21530 | PA      | $20396.62     | 0.02%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 07/32 4.65                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33146.42     | 0.04%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    202000 | PA      | $186239.66    | 0.20%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC COMPANY GUAR 03/33 4.9                             | CUSIP: 49177JAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33265.56     | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 05/33 4.5          | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25121.65     | 0.03%             | 2033-05-01      | Fixed         | 4.50%                 | 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        |     24000 | PA      | $25398.73     | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                                | MEDTRONIC GLOBAL HOLDINGS SCA COMPANY GUAR 03/33 4.5          | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     33000 | PA      | $32583.99     | 0.03%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                       | CUSIP: 58733RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |     50000 | PA      | $48510.00     | 0.05%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/31 4.4         | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30595.83     | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | 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        |     91000 | PA      | $92743.62     | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | 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        |     26000 | PA      | $25263.14     | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33303.16     | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $136547.66    | 0.15%             | 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        |    274000 | PA      | $257062.13    | 0.27%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A                          | CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A        | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98411 | PA      | $97387.70     | 0.10%             | 2061-02-25      | Variable      | 4.70%                 | 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        |     92000 | PA      | $90306.17     | 0.10%             | 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        |     75000 | PA      | $72904.70     | 0.08%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $100800.65    | 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        |    229000 | PA      | $257642.63    | 0.27%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3.5                            | CUSIP: 3140QB4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92250 | PA      | $85349.49     | 0.09%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3                              | CUSIP: 3140QCQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266637 | PA      | $237589.88    | 0.25%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3.5                            | CUSIP: 3140QCQD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435929 | PA      | $406452.69    | 0.43%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                  | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                    | CUSIP: 808513BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $159106.39    | 0.17%             | 2030-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC SERV 2021 1 A2II 144A               | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36913 | PA      | $31737.50     | 0.03%             | 2051-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/32 VAR                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320413.41    | 0.34%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM2 ADMT 2026 NQM2 A1 144A                           | AandD MORTGAGE TRUST 2026-NQM2 ADMT 2026 NQM2 A1 144A         | CUSIP: 00038TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71638 | PA      | $70874.62     | 0.08%             | 2071-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A                           | AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A         | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98761 | PA      | $97849.16     | 0.10%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 3.5                           | CUSIP: 3132DUQG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168803 | PA      | $156598.13    | 0.17%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/53 FIXED 4                                               | FREDDIE MAC POOL FR 05/53 FIXED 4                             | CUSIP: 3132DURG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316940 | PA      | $300811.99    | 0.32%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/50 FIXED 3                                               | FREDDIE MAC POOL FR 04/50 FIXED 3                             | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180248 | PA      | $160330.55    | 0.17%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/50 FIXED 2                                               | FREDDIE MAC POOL FR 06/50 FIXED 2                             | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73821 | PA      | $60143.26     | 0.06%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169259 | PA      | $172424.72    | 0.18%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3                                               | FREDDIE MAC POOL FR 03/52 FIXED 3                             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113071 | PA      | $101070.97    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4                                               | FREDDIE MAC POOL FR 02/53 FIXED 4                             | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142251 | PA      | $135679.06    | 0.14%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                           | CUSIP: 3132E0J60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144679 | PA      | $140246.05    | 0.15%             | 2053-02-01      | 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: 3132E0QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208994 | PA      | $207662.00    | 0.22%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9176.06      | 0.01%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2                              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156782 | PA      | $128173.43    | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | AT+T INC SR UNSECURED 05/35 4.5                               | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34123.08     | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112659.97    | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     11000 | PA      | $11418.70     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78605 | PA      | $79777.64     | 0.08%             | 2055-08-16      | Fixed         | 5.61%                 | 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        |     69078 | PA      | $61219.40     | 0.07%             | 2032-05-15      | Fixed         | 2.75%                 | 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        |    143000 | PA      | $132287.02    | 0.14%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |     24000 | PA      | $23576.16     | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39953.63     | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 5                                               | FREDDIE MAC POOL FR 10/53 FIXED 5                             | CUSIP: 3132E0R46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211519 | PA      | $211559.35    | 0.23%             | 2053-10-01      | 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        |    216900 | PA      | $216399.34    | 0.23%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                  | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/32 4.279        | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25665.00     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                  | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/42 5.05         | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $38869.54     | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | 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        |    180000 | PA      | $188695.95    | 0.20%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/35 5.55           | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25458.71     | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | 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        |    200000 | PA      | $177129.42    | 0.19%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                 | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 10/33 6.5    | CUSIP: 57164PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35181.02     | 0.04%             | 2033-10-01      | Fixed         | 6.50%                 | 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        |    125000 | PA      | $126484.26    | 0.13%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230241 | PA      | $187437.01    | 0.20%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED VAR                            | CUSIP: 3140XKTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188062 | PA      | $178492.44    | 0.19%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XNED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62580 | PA      | $57447.12     | 0.06%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XNX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235712 | PA      | $218006.26    | 0.23%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239209 | PA      | $221090.82    | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED VAR                            | CUSIP: 3140XQKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215192 | PA      | $208866.77    | 0.22%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/32 VAR         | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104344.88    | 0.11%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 09/35 VAR         | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48868.73     | 0.05%             | 2035-09-05      | Variable      | 5.60%                 | 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        |     29000 | PA      | $29382.81     | 0.03%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                                       | FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                     | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24828.89     | 0.03%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 08/32 6.1                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    371000 | PA      | $374039.87    | 0.40%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/35 6.25              | CUSIP: 350930AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $213666.40    | 0.23%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1               | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206024.71    | 0.22%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY GGP 2026 TY A 144A                                                  | GGP 2026-TY GGP 2026 TY A 144A                                | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $55320.05     | 0.06%             | 2043-03-05      | Variable      | 4.67%                 | 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        |     21000 | PA      | $21702.45     | 0.02%             | 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        |      7000 | PA      | $7057.14      | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $121320.60    | 0.13%             | 2054-10-15      | Variable      | 7.95%                 | 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        |    180000 | PA      | $177788.10    | 0.19%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/34 4.95                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77557.46     | 0.08%             | 2034-06-25      | Fixed         | 4.95%                 | 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        |     76000 | PA      | $71147.37     | 0.08%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SUBORDINATED 01/36 VAR           | CUSIP: 174610BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11891.97     | 0.01%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A                              | COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A            | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123863 | PA      | $118157.40    | 0.13%             | 2067-02-25      | Variable      | 3.99%                 | 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        |    200000 | PA      | $205201.48    | 0.22%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Industrial FandB Investments III Inc.                                           | INDUSTRIAL FandB INVESTMENTS III SR SECURED 144A 02/33 7.75   | CUSIP: 456142AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27279.53     | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32539.91     | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | 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        |    138000 | PA      | $130280.42    | 0.14%             | 2032-07-15      | Fixed         | 5.00%                 | 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        |    115000 | PA      | $114769.24    | 0.12%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28651.39     | 0.03%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/33 4.4                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121728.04    | 0.13%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2025-NQM4 ADMT 2025 NQM4 A1 144A                           | AandD MORTGAGE TRUST 2025-NQM4 ADMT 2025 NQM4 A1 144A         | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118717 | PA      | $118461.95    | 0.13%             | 2070-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3.5                            | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239763 | PA      | $221977.16    | 0.24%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 2.5                            | CUSIP: 3140QNUW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217507 | PA      | $185885.05    | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                              | CUSIP: 3140QPH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206968 | PA      | $197730.09    | 0.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308022 | PA      | $301856.28    | 0.32%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3.5                            | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124631 | PA      | $114411.86    | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328572 | PA      | $310414.64    | 0.33%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218353 | PA      | $211730.35    | 0.23%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33393.36     | 0.04%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30475.13     | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/36 5.7                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38459.53     | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250597.19    | 0.27%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 09/56 VAR                            | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38537.00     | 0.04%             | 2056-09-15      | Variable      | 6.85%                 | 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        |     60000 | PA      | $60526.44     | 0.06%             | 2030-03-15      | Variable      | 6.25%                 | 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        |    162000 | PA      | $161461.17    | 0.17%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A           | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38000 | PA      | $37823.81     | 0.04%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 01/36 5.375          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26526.08     | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | 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        |    129000 | PA      | $131323.04    | 0.14%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2026 1A A2 144A           | CUSIP: 59170JBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45019.70     | 0.05%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5                | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63277.11     | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                               | S+P GLOBAL INC COMPANY GUAR 03/32 2.9                         | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30093.07     | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2026-OMA SLG 2026 OMA A 144A                                   | SLG OFFICE TRUST 2026-OMA SLG 2026 OMA A 144A                 | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100019.85    | 0.11%             | 2041-04-15      | Variable      | 4.97%                 | 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        |    124000 | PA      | $131989.58    | 0.14%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218068 | PA      | $216337.84    | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY OWNER 1 LLC SR SECURED 144A 03/31 5.875       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38551.21     | 0.04%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2026 1 A2 144A              | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39687.37     | 0.04%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 5                                               | FREDDIE MAC POOL FR 03/54 FIXED 5                             | CUSIP: 3132DS3T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109770 | PA      | $109345.03    | 0.12%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4                                               | FREDDIE MAC POOL FR 10/52 FIXED 4                             | CUSIP: 3132DSB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364299 | PA      | $345761.13    | 0.37%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74949.74     | 0.08%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/35 6.05                 | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     68000 | PA      | $73374.89     | 0.08%             | 2035-11-01      | Fixed         | 6.05%                 | 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        |    120000 | PA      | $119128.76    | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas and Electric Company                                              | SAN DIEGO GAS and ELECTRIC CO 1ST MORTGAGE 03/36 5.2          | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25927.24     | 0.03%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A                              | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29498.15     | 0.03%             | 2055-07-25      | Fixed         | 5.67%                 | 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        |    129000 | PA      | $130750.53    | 0.14%             | 2031-12-15      | Fixed         | 8.75%                 | 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        |    269000 | PA      | $277249.15    | 0.29%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                       | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18912.85     | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                       | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33624.43     | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 BANK5 2026 5YR20 A3                                            | BANK5 2026-5YR20 BANK5 2026 5YR20 A3                          | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22000 | PA      | $22318.30     | 0.02%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A                             | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106083 | PA      | $98686.49     | 0.11%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5                                | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139556.39    | 0.15%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3                                | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3              | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $164890.97    | 0.18%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49727.33     | 0.05%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54267.36     | 0.06%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27634.12     | 0.03%             | 2056-06-15      | Variable      | 6.10%                 | 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        |    107000 | PA      | $106045.95    | 0.11%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3               | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $37586.43     | 0.04%             | 2058-10-15      | Fixed         | 5.19%                 | 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        |    185000 | PA      | $179648.80    | 0.19%             | 2030-02-01      | Fixed         | 4.05%                 | 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        |    126000 | PA      | $129424.69    | 0.14%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16906.88     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | 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        |     94500 | PA      | $92194.64     | 0.10%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $133425.54    | 0.14%             | 2029-08-15      | Fixed         | 6.35%                 | 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        |    133000 | PA      | $130354.42    | 0.14%             | 2032-03-21      | Fixed         | 6.20%                 | 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        |    207000 | PA      | $210205.10    | 0.22%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18648.52     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70052.52     | 0.07%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    281000 | PA      | $290868.27    | 0.31%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                                        | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                      | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100282.37    | 0.11%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/30 4.2                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75262.56     | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40597.76     | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22497.37     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                          | FAIR ISAAC CORP COMPANY GUAR 144A 09/34 6.25                  | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124908.64    | 0.13%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/30 FIXED 3                                               | FREDDIE MAC POOL FR 09/30 FIXED 3                             | CUSIP: 3132CX4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46291 | PA      | $45682.57     | 0.05%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                             | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215179 | PA      | $202884.26    | 0.22%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 5                                               | FREDDIE MAC POOL FR 03/54 FIXED 5                             | CUSIP: 3132DSU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102517 | PA      | $101764.43    | 0.11%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                             | CUSIP: 3132DTCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73431 | PA      | $73123.51     | 0.08%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                           | CUSIP: 3132DTDS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209770 | PA      | $204325.32    | 0.22%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2026 2 A1 144A           | CUSIP: 92490GAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99325 | PA      | $98347.63     | 0.10%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-11                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A          | CUSIP: 924935AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120325 | PA      | $119753.42    | 0.13%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     43000 | PA      | $26005.01     | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/37 FIXED 3.5                                             | FREDDIE MAC POOL FR 10/37 FIXED 3.5                           | CUSIP: 3132CXA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159636 | PA      | $154398.49    | 0.16%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/35 FIXED 2                                               | FREDDIE MAC POOL FR 08/35 FIXED 2                             | CUSIP: 3132D6NU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166390 | PA      | $154310.58    | 0.16%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 3.5                           | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259131 | PA      | $240799.24    | 0.26%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 10/51 FIXED 2.5                           | CUSIP: 3132DMXR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83689 | PA      | $71535.11     | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    104000 | PA      | $62084.81     | 0.07%             | 2050-05-19      | Fixed         | 4.95%                 | 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        |    145000 | PA      | $142891.58    | 0.15%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 3.5                           | CUSIP: 3132DNAT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84186 | PA      | $77888.55     | 0.08%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC SR SECURED 144A 11/32 6.75                        | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29220.16     | 0.03%             | 2032-11-15      | Fixed         | 6.75%                 | 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        |    110000 | PA      | $109200.18    | 0.12%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corporation                                      | VIKING BAKED GOODS ACQUISITION SR SECURED 144A 11/31 8.625    | CUSIP: 92676AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29685.43     | 0.03%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 09/35 VAR                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19296.26     | 0.02%             | 2035-09-11      | Variable      | 5.78%                 | 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        |     30000 | PA      | $30980.27     | 0.03%             | 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        |    229000 | PA      | $210264.53    | 0.22%             | 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        |    112000 | PA      | $121268.43    | 0.13%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD COMPANY GUAR 144A 10/33 5.875              | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43441.72     | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9              | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36975.58     | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/30 VAR                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    264000 | PA      | $268138.24    | 0.29%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30581.44     | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30318.00     | 0.03%             | 2026-10-15      | Variable      | 8.00%                 | 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        |    123000 | PA      | $126512.45    | 0.13%             | 2079-04-04      | Variable      | 7.00%                 | 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        |     47579 | PA      | $44004.83     | 0.05%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 04/34 5.5            | CUSIP: 95081QAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31515.17     | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM3 A1 144A          | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100065 | PA      | $100551.31    | 0.11%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                                           | NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                         | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101061 | PA      | $100811.66    | 0.11%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-NQM1                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A          | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97020 | PA      | $96122.98     | 0.10%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75         | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     33000 | PA      | $32874.27     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | 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        |    150000 | PA      | $157077.00    | 0.17%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/31 4.7         | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18942.18     | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                             | Sitios Latinoamerica SAB de CV COMPANY GUAR 144A 11/29 6      | CUSIP: 82983PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201400.00    | 0.21%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 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        |     69000 | PA      | $59071.85     | 0.06%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| 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        |     11525 | PA      | $11266.17     | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110963.90    | 0.12%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40704.05     | 0.04%             | 2029-05-01      | Fixed         | 5.12%                 | 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        |     51000 | PA      | $49591.76     | 0.05%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15       | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51945.84     | 0.06%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                 | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31715.46     | 0.03%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-Nqm2                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 A1 144A          | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98945 | PA      | $97944.45     | 0.10%             | 2065-12-25      | Variable      | 4.74%                 | 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        |    193000 | PA      | $186578.97    | 0.20%             | 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        |    373000 | PA      | $372654.64    | 0.40%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |     34000 | PA      | $32812.53     | 0.03%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21509.71     | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625                    | ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16274.75     | 0.02%             | 2033-07-15      | 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        |    200000 | PA      | $201950.91    | 0.21%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                             | NEXTERA ENERGY INC PREFFERD STOCK                             | CUSIP: 65339F655<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1390 | NS      | $69819.70     | 0.07%             |  |  |  | No            |                  1 | 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        |     26000 | PA      | $26487.55     | 0.03%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10319.25     | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                       | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 09/27 4.5     | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $132668.36    | 0.14%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14999.66     | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79969.11     | 0.09%             | 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        |    200000 | PA      | $205391.00    | 0.22%             | 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        |    284000 | PA      | $287746.81    | 0.31%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     53000 | PA      | $49093.38     | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 BANK5 2024 5YR8 A3                                              | BANK5 2024-5YR8 BANK5 2024 5YR8 A3                            | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $39400.06     | 0.04%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18 BANK5 2025 5YR18 A3                                            | BANK5 2025-5YR18 BANK5 2025 5YR18 A3                          | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $40658.33     | 0.04%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    121000 | PA      | $124901.08    | 0.13%             | 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        |     10000 | PA      | $9916.91      | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR21 BANK5 2026 5YR21 A3                                            | BANK5 2026-5YR21 BANK5 2026 5YR21 A3                          | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $45347.55     | 0.05%             | 2059-04-15      | Fixed         | 5.53%                 | 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        |     37000 | PA      | $36852.55     | 0.04%             | 2032-07-31      | Fixed         | 6.12%                 | 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        |     51000 | PA      | $52637.51     | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | 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        |    121000 | PA      | $119211.96    | 0.13%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/30 5.05        | CUSIP: 09261HBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42426.12     | 0.05%             | 2030-09-10      | Fixed         | 5.05%                 | 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        |     75000 | PA      | $72742.21     | 0.08%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/33 4.25                     | CUSIP: 91282CQF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    482000 | PA      | $485313.75    | 0.52%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/31 3.875                    | CUSIP: 91282CQG9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1250000 | PA      | $1245996.10   | 1.33%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25382.91     | 0.03%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 2A A2 144A               | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24922.80     | 0.03%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     44372 | NS      | $443791.51    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 03/32 VAR                         | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107272.83    | 0.11%             | 2032-03-12      | Variable      | 4.71%                 | 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        |    123000 | PA      | $110866.36    | 0.12%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37823.99     | 0.04%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |    146000 | PA      | $134444.30    | 0.14%             | 2031-02-15      | Fixed         | 3.62%                 | 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        |     34000 | PA      | $34710.77     | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | 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        |    138000 | PA      | $141407.14    | 0.15%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 03/33 5.625  | CUSIP: 98311AAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19679.54     | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A                | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $181722.65    | 0.19%             | 2054-10-20      | Fixed         | 6.37%                 | 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        |    200000 | PA      | $206465.19    | 0.22%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231602.20    | 0.25%             | 2033-03-15      | Variable      | 9.12%                 | 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        |    370000 | PA      | $376595.25    | 0.40%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 02/34 8.375                      | ASURION LLC/ ASURION CO-ISSUER SR SECURED 144A 02/34 8.375    | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56310.02     | 0.06%             | 2034-02-01      | Fixed         | 8.38%                 | 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        |    266000 | PA      | $262975.34    | 0.28%             | 2031-11-13      | Fixed         | 5.32%                 | 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        |     45000 | PA      | $41563.22     | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corporation                                                      | AUGUSTA SPINCO CORP COMPANY GUAR 03/33 4.945                  | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33882.37     | 0.04%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102039.33    | 0.11%             | 2041-12-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC JR SUBORDINA 07/56 VAR                           | CUSIP: 65473PAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42345.79     | 0.05%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                    | NOVARTIS CAPITAL CORP COMPANY GUAR 03/33 4.6                  | CUSIP: 66989HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89617.55     | 0.10%             | 2033-03-18      | Fixed         | 4.60%                 | 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        |    192000 | PA      | $181646.93    | 0.19%             | 2030-01-30      | Fixed         | 4.75%                 | 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        |    106172 | PA      | $87362.49     | 0.09%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                             | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/30 5.204 | CUSIP: 76026AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201691.65    | 0.21%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119000 | PA      | $118662.15    | 0.13%             | 2048-09-15      | Fixed         | 5.00%                 | 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        |    261000 | PA      | $268450.25    | 0.29%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15911.59     | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | 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        |     30000 | PA      | $29774.15     | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 10/30 6.25     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29924.29     | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/33 6                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19669.67     | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/33 6.25   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32628.93     | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                    | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24688 | PA      | $24370.51     | 0.03%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39000 | PA      | $38902.09     | 0.04%             | 2055-11-20      | Fixed         | 5.21%                 | 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        |    123000 | PA      | $127264.29    | 0.14%             | 2032-05-01      | Fixed         | 7.25%                 | 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        |     49000 | PA      | $47237.90     | 0.05%             | 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        |     25000 | PA      | $24505.97     | 0.03%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                                    | SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24414.74     | 0.03%             | 2055-10-25      | Fixed         | 5.12%                 | 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        |     21000 | PA      | $21442.60     | 0.02%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR                  | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    404000 | PA      | $427112.98    | 0.45%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     76000 | PA      | $77825.29     | 0.08%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    221000 | PA      | $240744.71    | 0.26%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DTFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210273 | PA      | $199375.92    | 0.21%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 3132DTMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202273 | PA      | $196391.21    | 0.21%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37266.02     | 0.04%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 08/56 VAR                             | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56680.71     | 0.06%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | AT+T INC SR UNSECURED 06/31 2.75                              | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149052.79    | 0.16%             | 2031-06-01      | Fixed         | 2.75%                 | 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        |    100000 | PA      | $102228.48    | 0.11%             | 2040-07-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | AT+T INC SR UNSECURED 04/33 4.75                              | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31696.87     | 0.03%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2025-NQM1 ADMT 2025 NQM1 A1 144A                           | AandD MORTGAGE TRUST 2025-NQM1 ADMT 2025 NQM1 A1 144A         | CUSIP: 00250DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92800 | PA      | $92911.81     | 0.10%             | 2070-03-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/33 4.3                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    308000 | PA      | $301426.14    | 0.32%             | 2033-03-15      | Fixed         | 4.30%                 | 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        |     84000 | PA      | $84980.95     | 0.09%             | 2031-07-29      | Fixed         | 6.70%                 | 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        |    259130 | PA      | $231541.98    | 0.25%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29634.45     | 0.03%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12883.97     | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | 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        |     35000 | PA      | $36147.97     | 0.04%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140W05Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190043 | PA      | $175767.08    | 0.19%             | 2051-07-01      | Fixed         | 3.50%                 | 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        |     35000 | PA      | $35967.14     | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140W0AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349038 | PA      | $298021.17    | 0.32%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED VAR                            | CUSIP: 3140W0MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265037 | PA      | $268039.79    | 0.29%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140W1EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67964 | PA      | $62901.05     | 0.07%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                      | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98550.05     | 0.10%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |    147000 | PA      | $153163.35    | 0.16%             | 2034-06-08      | Variable      | 5.87%                 | 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        |     91000 | PA      | $92195.93     | 0.10%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                    | UNILEVER CAPITAL CORP COMPANY GUAR 11/32 5.9                  | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35718.50     | 0.04%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30009.82     | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625  | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21079.84     | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | 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        |    263000 | PA      | $266985.89    | 0.28%             | 2031-01-15      | Variable      | 5.27%                 | 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        |    259529 | PA      | $267127.82    | 0.28%             | 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        |    242454 | PA      | $247048.55    | 0.26%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XKV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209462 | PA      | $203043.58    | 0.22%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XLAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453381 | PA      | $405548.90    | 0.43%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/33 4.812       | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34110.02     | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $46277.91     | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                                | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75   | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8007.00      | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR SECURED 144A 11/32 5.5               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57465.05     | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/56 4.75                     | CUSIP: 912810UR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4069000 | PA      | $3968546.56   | 4.22%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/46 4.625                    | CUSIP: 912810UT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2787000 | PA      | $2686842.19   | 2.86%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4                                               | FREDDIE MAC POOL FR 12/52 FIXED 4                             | CUSIP: 3132DTNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208954 | PA      | $198517.25    | 0.21%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5                                               | FREDDIE MAC POOL FR 11/54 FIXED 5                             | CUSIP: 3132DU3D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222899 | PA      | $221269.35    | 0.24%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/36 4.125                    | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1469000 | PA      | $1446046.88   | 1.54%             | 2036-02-15      | Fixed         | 4.12%                 | 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        |    162000 | PA      | $145843.87    | 0.16%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XMM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197388 | PA      | $199009.25    | 0.21%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED VAR                            | CUSIP: 3140XNA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157726 | PA      | $153287.34    | 0.16%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/29 3.5                      | CUSIP: 91282CQA2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    935000 | PA      | $926891.79    | 0.99%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/28 3.375                    | CUSIP: 91282CQB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1006000 | PA      | $998062.04    | 1.06%             | 2028-02-29      | Fixed         | 3.38%                 | 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        |    130000 | PA      | $120098.59    | 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        |    193000 | PA      | $174900.18    | 0.19%             | 2032-04-22      | Variable      | 2.69%                 | 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        |    117000 | PA      | $126210.36    | 0.13%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 10/35 5.407                    | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53950.86     | 0.06%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE SR UNSECURED 03/32 8           | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9255.76      | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A                              | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A            | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98873.02     | 0.11%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/29 3.5                      | CUSIP: 91282CQE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1369000 | PA      | $1356914.30   | 1.44%             | 2029-03-15      | Fixed         | 3.50%                 | 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        |     47000 | PA      | $46189.15     | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH JR SUBORDINA 12/99 VAR           | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23647.21     | 0.03%             | 2030-10-15      | Variable      | 6.25%                 | 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        |    100000 | PA      | $102326.76    | 0.11%             | 2040-01-13      | Variable      | 5.47%                 | 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        |    144000 | PA      | $135667.17    | 0.14%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 Trust                                                             | OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A                     | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98433 | PA      | $97671.70     | 0.10%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    363000 | PA      | $312320.76    | 0.33%             | 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        |    289000 | PA      | $293064.70    | 0.31%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                        | OAK-EAGLE ACQUIRECO INC SR SECURED 144A 07/33 7.25            | CUSIP: 67124CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31082.83     | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM3 Trust                                                             | OBX 2026-NQM3 TRUST OBX 2026 NQM3 A1 144A                     | CUSIP: 67449MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98855 | PA      | $97884.41     | 0.10%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119412.72    | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | 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        |     20000 | PA      | $20087.14     | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | 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        |    100000 | PA      | $106849.90    | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                      | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $109258.59    | 0.12%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/34 4.7                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33766.93     | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/54 5.375                          | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88955.17     | 0.09%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                         | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59219.51     | 0.06%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 10/29 4.5                         | CUSIP: 86765KAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $131414.41    | 0.14%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |     52000 | PA      | $50099.11     | 0.05%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 10/35 5.3                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49410.03     | 0.05%             | 2035-10-10      | Fixed         | 5.30%                 | 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        |    145208 | PA      | $132468.15    | 0.14%             | 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        |    212000 | PA      | $206460.64    | 0.22%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/36 FIXED 2                              | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120169 | PA      | $110731.46    | 0.12%             | 2036-07-01      | Fixed         | 2.00%                 | 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        |    100000 | PA      | $101856.97    | 0.11%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US) Inc.                                            | GFL ENVIRONMENTAL HOLDINGS US COMPANY GUAR 144A 02/34 5.5     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20596.71     | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR SECURED 144A 01/31 6.5           | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29401.85     | 0.03%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                  | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34000 | PA      | $33204.73     | 0.04%             | 2055-08-25      | Fixed         | 5.05%                 | 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        |    124000 | PA      | $129189.60    | 0.14%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                  | TOPBUILD CORP COMPANY GUAR 144A 01/34 5.625                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37193.32     | 0.04%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                                          | VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                        | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33000 | PA      | $32423.98     | 0.03%             | 2056-03-15      | Fixed         | 4.69%                 | 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        |    138000 | PA      | $124716.15    | 0.13%             | 2031-06-15      | Fixed         | 3.62%                 | 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        |    200000 | PA      | $182283.82    | 0.19%             | 2033-01-07      | Variable      | 3.74%                 | 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        |    100000 | PA      | $101929.99    | 0.11%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15                | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127544.79    | 0.14%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2I 144A         | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24896.41     | 0.03%             | 2055-07-25      | Fixed         | 4.93%                 | 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        |     36000 | PA      | $36428.84     | 0.04%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/33 4.75                             | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29211.10     | 0.03%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A        | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26000 | PA      | $25848.20     | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48938 | PA      | $49492.66     | 0.05%             | 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        |    107872 | PA      | $107117.63    | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140W34F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118020 | PA      | $105310.30    | 0.11%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140W35C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25477 | PA      | $22613.77     | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/56 FIXED VAR                            | CUSIP: 3140W42J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301977 | PA      | $300335.63    | 0.32%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/56 FIXED VAR                            | CUSIP: 3140W4LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312270 | PA      | $310053.36    | 0.33%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/56 FIXED VAR                            | CUSIP: 3140W5AM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309832 | PA      | $300217.32    | 0.32%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED VAR                            | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120716 | PA      | $111573.18    | 0.12%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239987 | PA      | $220085.03    | 0.23%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 2.5                            | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231557 | PA      | $197566.57    | 0.21%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED 2                              | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230370 | PA      | $187685.52    | 0.20%             | 2050-06-01      | Fixed         | 2.00%                 | 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        |     94000 | PA      | $102282.15    | 0.11%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6              | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119244.17    | 0.13%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                             | VORNADO REALTY LP SR UNSECURED 02/33 5.75                     | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57857.03     | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75                     | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75   | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107618.09    | 0.11%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                                     | GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                   | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92038 | PA      | $91528.18     | 0.10%             | 2070-08-25      | Variable      | 4.98%                 | 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        |    153000 | PA      | $145508.23    | 0.15%             | 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        |    199000 | PA      | $204474.99    | 0.22%             | 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        |     21000 | PA      | $21596.61     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | 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        |    224000 | PA      | $254770.31    | 0.27%             | 2032-11-15      | Fixed         | 8.00%                 | 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        |     24000 | PA      | $24799.01     | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75                          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75        | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6966.93      | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/32 3.25                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30802.77     | 0.03%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 03/34 5.625      | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36650.71     | 0.04%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 02/33 6.25   | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $34633.62     | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875                    | PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875  | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $49211.75     | 0.05%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5                | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     33000 | PA      | $33671.45     | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                              | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $120292.20    | 0.13%             | 2030-05-01      | Fixed         | 3.88%                 | 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        |     99000 | PA      | $100120.40    | 0.11%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2I 144A              | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56000 | PA      | $55233.06     | 0.06%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED 2                              | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152574 | PA      | $124304.52    | 0.13%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/35 FIXED 2.5                            | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114602 | PA      | $108551.78    | 0.12%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90987 | PA      | $90094.59     | 0.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5                                               | FREDDIE MAC POOL FR 01/55 FIXED 5                             | CUSIP: 31427MGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64299 | PA      | $64029.53     | 0.07%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66419 | PA      | $59391.06     | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XFQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214118 | PA      | $190525.14    | 0.20%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XG2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312164 | PA      | $297157.65    | 0.32%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211765 | PA      | $200380.40    | 0.21%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |    100000 | PA      | $100944.22    | 0.11%             | 2048-11-16      | Fixed         | 6.50%                 | 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        |     25000 | PA      | $25389.89     | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                     | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52060.77     | 0.06%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/33 4.4                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125418.24    | 0.13%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45483.48     | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/85 VAR                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $193327.02    | 0.21%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 4.75                     | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    875000 | PA      | $859755.86    | 0.91%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                    | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    988000 | PA      | $984758.13    | 1.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/55 4.625                    | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    590000 | PA      | $563726.56    | 0.60%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                           | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $172494.45    | 0.18%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 04/33 3.419                         | CUSIP: 11135FCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $155452.02    | 0.17%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/36 4.8                           | CUSIP: 11135FCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51671.59     | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | 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        |     82653 | PA      | $83950.63     | 0.09%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 5                                               | FREDDIE MAC POOL FR 10/54 FIXED 5                             | CUSIP: 31427MYM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219618 | PA      | $217807.28    | 0.23%             | 2054-10-01      | Fixed         | 5.00%                 | 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        |     58955 | PA      | $57296.09     | 0.06%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4                                               | FREDDIE MAC POOL FR 09/52 FIXED 4                             | CUSIP: 31427NEB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288845 | PA      | $272341.27    | 0.29%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231538 | PA      | $213421.95    | 0.23%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XH3J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155989 | PA      | $138654.74    | 0.15%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XHCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134694 | PA      | $119694.35    | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87714 | PA      | $83333.25     | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED VAR                            | CUSIP: 3140XR2N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48351 | PA      | $49165.30     | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214050 | PA      | $217946.46    | 0.23%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 03/33 4.55                        | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89133.79     | 0.09%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9                           | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9         | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $46704.06     | 0.05%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52981 | PA      | $53676.41     | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76829 | PA      | $77729.48     | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87749 | PA      | $89298.27     | 0.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/55 FIXED 5.5                            | CUSIP: 3140Y73L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241526 | PA      | $244507.67    | 0.26%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/55 FIXED 5                              | CUSIP: 3140Y7RX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294309 | PA      | $291514.03    | 0.31%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/56 FIXED 4.5                            | CUSIP: 3140Y8AH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383360 | PA      | $371703.39    | 0.40%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/34 FIXED 3.5                            | CUSIP: 31418DGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169510 | PA      | $164849.37    | 0.18%             | 2034-10-01      | Fixed         | 3.50%                 | 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        |    104000 | PA      | $111834.46    | 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        |    159000 | PA      | $161382.26    | 0.17%             | 2032-01-01      | Fixed         | 5.38%                 | 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        |    100000 | PA      | $95220.43     | 0.10%             | 2042-06-17      | Fixed         | 3.65%                 | 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        |    182000 | PA      | $186225.77    | 0.20%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                            | OLD NATIONAL BANCORP/IN SUBORDINATED 02/36 VAR                | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23884.06     | 0.03%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49869.89     | 0.05%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 11/32 4.999   | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37749.72     | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $174908.43    | 0.19%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corporation                                               | FIFTH THIRD FINANCIAL CORP SR UNSECURED 01/30 VAR             | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $187798.06    | 0.20%             | 2030-01-30      | Variable      | 5.98%                 | 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        |     33000 | PA      | $32968.31     | 0.04%             | 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        |     25000 | PA      | $25182.10     | 0.03%             | 2050-02-25      | Fixed         | 5.83%                 | 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        |     94417 | PA      | $93486.75     | 0.10%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 04/32 4.15                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32367.44     | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | 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        |    196000 | PA      | $180464.53    | 0.19%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $193228.38    | 0.21%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                             | CUSIP: 31427NED7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160813 | PA      | $151775.21    | 0.16%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A            | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99238.99     | 0.11%             | 2038-08-15      | Variable      | 4.32%                 | 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        |    220000 | PA      | $204731.60    | 0.22%             | 2030-11-13      | Fixed         | 4.00%                 | 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        |    224000 | PA      | $221837.44    | 0.24%             | 2034-03-08      | Fixed         | 6.12%                 | 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        |    200000 | PA      | $198099.78    | 0.21%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 03/35 VAR                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20144.60     | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53522.84     | 0.06%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 01/37 VAR                                | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24483.89     | 0.03%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                                    | KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $117663.83    | 0.13%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                     | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/33 6.625            | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205564.97    | 0.22%             | 2033-07-24      | Fixed         | 6.62%                 | 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        |     94000 | PA      | $92904.58     | 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        |    117000 | PA      | $119143.57    | 0.13%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65                          | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17074.34     | 0.02%             | 2034-11-11      | Fixed         | 5.65%                 | 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        |    240095 | PA      | $221416.77    | 0.24%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3.5                            | CUSIP: 3140QCSK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120722 | PA      | $111502.47    | 0.12%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 12/32 4.7                    | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43235.00     | 0.05%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    672000 | PA      | $689625.18    | 0.73%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED 3                              | CUSIP: 3140QDAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266543 | PA      | $237089.74    | 0.25%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED 3                              | CUSIP: 3140QEK43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236185 | PA      | $209864.94    | 0.22%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231367 | PA      | $194946.79    | 0.21%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 3.5                            | CUSIP: 3140QEZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436730 | PA      | $406517.25    | 0.43%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41641.86     | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30424.28     | 0.03%             | 2032-02-15      | Fixed         | 8.75%                 | 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        |    296000 | PA      | $293563.09    | 0.31%             | 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        |     25000 | PA      | $25261.99     | 0.03%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                        | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47845.61     | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 12/32 4.45                      | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32774.03     | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | 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        |     76000 | PA      | $74244.88     | 0.08%             | 2051-12-15      | Variable      | 4.12%                 | 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        |    140000 | PA      | $131575.00    | 0.14%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29397.91     | 0.03%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                        | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47985.07     | 0.05%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 07/30 6.125        | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15906.26     | 0.02%             | 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        |     74196 | PA      | $74815.57     | 0.08%             | 2056-03-15      | Fixed         | 5.24%                 | 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        |     25000 | PA      | $22331.76     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $129282.67    | 0.14%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A            | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92058 | PA      | $93865.85     | 0.10%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP SR UNSECURED 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $127220.24    | 0.14%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42821.41     | 0.05%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $268283.75    | 0.29%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 12/30 4.7                     | CUSIP: 18977W2J8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23677.89     | 0.03%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52533.83     | 0.06%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101696.93    | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                            | AMPHENOL CORP SR UNSECURED 02/33 4.4                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32207.28     | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/36 FIXED 2.5                            | CUSIP: 3140QHP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80593 | PA      | $76220.06     | 0.08%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED 2.5                            | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118455 | PA      | $100882.14    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | 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        |    298000 | PA      | $292789.58    | 0.31%             | 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        |    303000 | PA      | $302291.93    | 0.32%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED 3                              | CUSIP: 3140QKY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150241 | PA      | $134108.68    | 0.14%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A1 144A                 | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187667 | PA      | $187567.64    | 0.20%             | 2054-05-15      | Fixed         | 4.90%                 | 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        |    131000 | PA      | $130798.74    | 0.14%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/54 FIXED VAR                            | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210489 | PA      | $204762.54    | 0.22%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQVD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135296 | PA      | $134729.71    | 0.14%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90872.38     | 0.10%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A A2 144A           | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93000 | PA      | $93798.02     | 0.10%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/35 5.8                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     88000 | PA      | $93696.89     | 0.10%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Moog Inc.                                                                       | MOOG INC SR UNSECURED 144A 10/34 5.5                          | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33103.67     | 0.04%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                             | CUSIP: 3132DNHF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144441 | PA      | $136967.17    | 0.15%             | 2052-07-01      | 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: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58248 | PA      | $56645.55     | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 3                                               | FREDDIE MAC POOL FR 05/52 FIXED 3                             | CUSIP: 3132DNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251404 | PA      | $224723.87    | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4                                               | FREDDIE MAC POOL FR 10/52 FIXED 4                             | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104481 | PA      | $99066.24     | 0.11%             | 2052-10-01      | Fixed         | 4.00%                 | 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        |    118464 | PA      | $109625.10    | 0.12%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2024 1A A 144A                        | CUSIP: 12571WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177678 | PA      | $178217.33    | 0.19%             | 2049-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/54 FIXED 5.5                           | CUSIP: 3142GSFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51408 | PA      | $51994.13     | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | 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        |     69620 | PA      | $70866.22     | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | 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        |    101000 | PA      | $92592.67     | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | 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        |     29000 | PA      | $31395.11     | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | 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        |     82000 | PA      | $82159.53     | 0.09%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/32 5                          | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68054.53     | 0.07%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                                  | CABLE ONE INC COMPANY GUAR 144A 11/30 4                       | CUSIP: 12685JAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $18796.53     | 0.02%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR         | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195494.58    | 0.21%             | 2086-07-28      | Variable      | 6.50%                 | 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        |     68313 | PA      | $67920.35     | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3                                               | FREDDIE MAC POOL FR 03/52 FIXED 3                             | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146510 | PA      | $130549.68    | 0.14%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133BBF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141039 | PA      | $134369.33    | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3133BD2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207534 | PA      | $196376.59    | 0.21%             | 2052-06-01      | 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: 3133BGCZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208669 | PA      | $202803.45    | 0.22%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/50 FIXED 3.5                           | CUSIP: 3133KHG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231293 | PA      | $213919.13    | 0.23%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3142GTKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193603 | PA      | $192672.15    | 0.21%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/55 FIXED 5.5                           | CUSIP: 3142GVK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277577 | PA      | $280893.32    | 0.30%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/55 FIXED 5.5                           | CUSIP: 3142GWDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276179 | PA      | $281228.65    | 0.30%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/56 FIXED 5                                               | FREDDIE MAC POOL FR 01/56 FIXED 5                             | CUSIP: 3142GWMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258249 | PA      | $256845.22    | 0.27%             | 2056-01-01      | Fixed         | 5.00%                 | 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        |    184000 | PA      | $184027.69    | 0.20%             | 2030-07-28      | Variable      | 4.77%                 | 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        |     46000 | PA      | $45612.49     | 0.05%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ JR SUBORDINA 12/99 VAR         | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35033.50     | 0.04%             | 2030-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20119.09     | 0.02%             | 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        |     34000 | PA      | $34814.35     | 0.04%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 06/31 5.875                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47577.68     | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A                | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28928 | PA      | $25890.36     | 0.03%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                                           | EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                         | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98719 | PA      | $97758.47     | 0.10%             | 2071-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                        | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33410.61     | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                                            | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                          | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30639.84     | 0.03%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3                               | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3             | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $170626.71    | 0.18%             | 2058-11-15      | Fixed         | 5.15%                 | 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        |     51686 | PA      | $53104.90     | 0.06%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/31 5.375         | CUSIP: 910047AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30358.82     | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/29 4.875         | CUSIP: 910047AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $43035.59     | 0.05%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110687.04    | 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        |    286000 | PA      | $298506.88    | 0.32%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35502.50     | 0.04%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    133000 | PA      | $77430.94     | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1818000 | PA      | $948555.70    | 1.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                           | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217291 | PA      | $184953.68    | 0.20%             | 2052-02-01      | 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: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62432 | PA      | $57644.67     | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/50 FIXED 3                                               | FREDDIE MAC POOL FR 07/50 FIXED 3                             | CUSIP: 3133KJMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206168 | PA      | $183193.13    | 0.19%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/50 FIXED 2.5                           | CUSIP: 3133KKRQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127074 | PA      | $108261.63    | 0.12%             | 2050-11-01      | 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: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121397 | PA      | $112164.15    | 0.12%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 3                                               | FREDDIE MAC POOL FR 05/52 FIXED 3                             | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458871 | PA      | $405763.33    | 0.43%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                             | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214674 | PA      | $203012.44    | 0.22%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3133KPYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209089 | PA      | $202573.55    | 0.22%             | 2052-09-01      | 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: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138416 | PA      | $137923.00    | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 3                              | CUSIP: 3140M2QA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91540 | PA      | $81367.29     | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/51 FIXED 2                                               | FREDDIE MAC POOL FR 05/51 FIXED 2                             | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47073 | PA      | $38498.22     | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                         | TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15        | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8242.51      | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1         | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    116000 | PA      | $85988.61     | 0.09%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/32 4.473         | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32653.84     | 0.03%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3                              | CUSIP: 3140MEAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269281 | PA      | $237274.21    | 0.25%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                              | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137268 | PA      | $136951.47    | 0.15%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A            | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60069 | PA      | $57977.57     | 0.06%             | 2060-01-25      | Variable      | 2.71%                 | 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        |     35531 | PA      | $32382.31     | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140W1WJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88763 | PA      | $86251.60     | 0.09%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140W1YY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101415 | PA      | $95620.54     | 0.10%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125               | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42440.98     | 0.05%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140W1ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107645 | PA      | $99390.72     | 0.11%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/55 FIXED VAR                            | CUSIP: 3140W27J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65200 | PA      | $66223.02     | 0.07%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3                               | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $34697.99     | 0.04%             | 2059-02-15      | Fixed         | 5.25%                 | 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        |     97000 | PA      | $91580.85     | 0.10%             | 2041-12-09      | Fixed         | 3.20%                 | 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        |    200000 | PA      | $230934.60    | 0.25%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/30 4.551                                | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197135.05    | 0.21%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/32 4.6                                | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25289.76     | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39612.75     | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                              | POST HOLDINGS INC COMPANY GUAR 144A 10/34 6.25                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8812.86      | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                                   | PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                 | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99510 | PA      | $98461.98     | 0.10%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A          | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97602.03     | 0.10%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A          | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95316.81     | 0.10%             | 2043-02-17      | Fixed         | 3.85%                 | 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        |     99494 | PA      | $94700.75     | 0.10%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25   | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30327.43     | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 03/33 4.625  | CUSIP: 74350LAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $67100.48     | 0.07%             | 2033-03-15      | Fixed         | 4.62%                 | 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        |    149000 | PA      | $134767.73    | 0.14%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 10/30 2.9                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139132.48    | 0.15%             | 2030-10-01      | Fixed         | 2.90%                 | 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        |     28000 | PA      | $28392.08     | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24597.49     | 0.03%             | 2031-01-31      | Fixed         | 4.70%                 | 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        |     78000 | PA      | $73312.33     | 0.08%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc.                                                                 | WSP GLOBAL INC COMPANY GUAR 144A 09/36 5.714                  | CUSIP: 92938WAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     94000 | PA      | $93154.34     | 0.10%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC JR SUBORDINA 05/56 VAR                   | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26455.41     | 0.03%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101658.78    | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 03/34 5.75                      | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 03/34 5.75    | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15789.66     | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED VAR                            | CUSIP: 3140W2FU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73383 | PA      | $74348.34     | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43397.54     | 0.05%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                     | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129923.72    | 0.14%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED VAR                            | CUSIP: 3140W2LR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292017 | PA      | $290613.14    | 0.31%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FIXED VAR                            | CUSIP: 3140W33V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277470 | PA      | $270528.22    | 0.29%             | 2055-04-01      | Fixed         | 4.50%                 | 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        |    131000 | PA      | $131178.42    | 0.14%             | 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        |     42000 | PA      | $41813.03     | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 144 IO                | CUSIP: 38381HPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1950570 | PA      | $92910.33     | 0.10%             | 2064-10-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 35 IO                 | CUSIP: 38381L7W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1565106 | PA      | $88872.53     | 0.09%             | 2066-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN COMPANY GUAR 144A 03/34 5.875  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41460.13     | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/29 7.25      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127674.00    | 0.14%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 3 IO                  | CUSIP: 38381LU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1021895 | PA      | $68560.36     | 0.07%             | 2067-04-16      | Variable      | 0.85%                 | 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        |   1360544 | PA      | $93787.72     | 0.10%             | 2066-12-16      | Variable      | 0.83%                 | 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        |    128000 | PA      | $127751.76    | 0.14%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                       | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125       | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44446.61     | 0.05%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO                | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425838 | PA      | $33689.45     | 0.04%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 73 IO                 | CUSIP: 38381MJE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1553689 | PA      | $92060.43     | 0.10%             | 2067-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 126 IO                | CUSIP: 38381PYF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    734142 | PA      | $50638.53     | 0.05%             | 2067-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 11/30 5.45       | CUSIP: 40440VAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119529.48    | 0.13%             | 2030-11-15      | Fixed         | 5.45%                 | 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        |    102700 | PA      | $103362.77    | 0.11%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |     69125 | PA      | $69725.52     | 0.07%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 04/29 5.15       | CUSIP: 40440VAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19432.99     | 0.02%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 03/34 5.5    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31263.26     | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | 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        |     77025 | PA      | $75021.36     | 0.08%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 3                                               | FREDDIE MAC POOL FR 09/51 FIXED 3                             | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220482 | PA      | $196738.73    | 0.21%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 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        |    222000 | PA      | $201626.12    | 0.21%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75        | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $68019.55     | 0.07%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122466 | PA      | $121934.67    | 0.13%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A           | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228665 | PA      | $227478.67    | 0.24%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                                  | ADVANCED DRAINAGE SYSTEMS INC SR UNSECURED 144A 03/34 5.375   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18489.30     | 0.02%             | 2034-03-01      | Fixed         | 5.38%                 | 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        |    103000 | PA      | $104599.18    | 0.11%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED VAR                            | CUSIP: 3140XHKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140605 | PA      | $124848.39    | 0.13%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125253 | PA      | $121712.67    | 0.13%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155196 | PA      | $151022.16    | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A            | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62986 | PA      | $62409.12     | 0.07%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75                     | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36589.53     | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75                     | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75   | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $374464.06    | 0.40%             | 2034-07-01      | Fixed         | 5.75%                 | 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        |    116000 | PA      | $118690.22    | 0.13%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XJ7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131555 | PA      | $127788.65    | 0.14%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156853 | PA      | $152781.95    | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875   | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18751.46     | 0.02%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875   | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $45810.50     | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | 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        |    152928 | PA      | $135981.12    | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130505 | PA      | $127117.92    | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                           | CUSIP: 31427PAL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89717 | PA      | $91210.62     | 0.10%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/54 FIXED 5                                               | FREDDIE MAC POOL FR 05/54 FIXED 5                             | CUSIP: 31427RK82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418653 | PA      | $417163.16    | 0.44%             | 2054-05-01      | Fixed         | 5.00%                 | 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        |    136000 | PA      | $137995.32    | 0.15%             | 2034-11-14      | Fixed         | 5.40%                 | 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        |    150000 | PA      | $132963.50    | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | 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        |     33000 | PA      | $33260.25     | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | 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        |    199000 | PA      | $178752.37    | 0.19%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5                | CUSIP: 36143L2V6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144382.76    | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                                          | GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A                    | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99900 | PA      | $99210.83     | 0.11%             | 2056-02-20      | Fixed         | 5.13%                 | 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        |     48000 | PA      | $42613.46     | 0.05%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO                 | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    592563 | PA      | $42451.30     | 0.05%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                                     | GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                   | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60904 | PA      | $58611.63     | 0.06%             | 2065-04-25      | Variable      | 2.56%                 | 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        |     54000 | PA      | $52259.59     | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |    135000 | PA      | $149691.63    | 0.16%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |    112000 | PA      | $113386.85    | 0.12%             | 2035-07-22      | Variable      | 5.29%                 | 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        |     38000 | PA      | $40380.72     | 0.04%             | 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        |    140000 | PA      | $143499.67    | 0.15%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/30 4.3                                | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16719.20     | 0.02%             | 2030-11-15      | Fixed         | 4.30%                 | 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        |     40000 | PA      | $35281.74     | 0.04%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/36 VAR                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92118.48     | 0.10%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $204566.67    | 0.22%             | 2036-07-23      | Variable      | 5.58%                 | 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        |     26000 | PA      | $26249.73     | 0.03%             | 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        |     61000 | PA      | $61558.19     | 0.07%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/50 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/50 FIXED 3.5                           | CUSIP: 3132DNWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237100 | PA      | $220178.79    | 0.23%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 3.5                           | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230210 | PA      | $212557.91    | 0.23%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3132DQAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145410 | PA      | $144664.91    | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/33 5.35         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34037.45     | 0.04%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3132DNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184060 | PA      | $169815.11    | 0.18%             | 2052-04-01      | 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: 3132DNEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121486 | PA      | $115342.00    | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                             | CUSIP: 3132DNET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207841 | PA      | $197459.61    | 0.21%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3132DNEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186935 | PA      | $176955.75    | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED 2.5                            | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475108 | PA      | $404401.50    | 0.43%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED 2.5                            | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233228 | PA      | $198409.29    | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2                              | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219073 | PA      | $179098.35    | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR3 T TCN 2024 SFR3 A 144A                             | TRICON RESIDENTIAL 2024-SFR3 T TCN 2024 SFR3 A 144A           | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99012 | PA      | $97592.75     | 0.10%             | 2041-08-17      | Fixed         | 4.50%                 | 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        |    200000 | PA      | $206329.48    | 0.22%             | 2030-05-22      | Fixed         | 5.88%                 | 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        |    260000 | PA      | $265473.78    | 0.28%             | 2030-01-15      | Fixed         | 7.00%                 | 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        |    165000 | PA      | $149798.21    | 0.16%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                                  | VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34881.15     | 0.04%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                              | CUSIP: 3140QNLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269679 | PA      | $238699.82    | 0.25%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                           | CUSIP: 3133B2YC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162572 | PA      | $138783.89    | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3                                               | FREDDIE MAC POOL FR 02/52 FIXED 3                             | CUSIP: 3133B4ZZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150467 | PA      | $133746.51    | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2                                               | FREDDIE MAC POOL FR 02/52 FIXED 2                             | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29488 | PA      | $24061.15     | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316835 | PA      | $301009.93    | 0.32%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57397 | PA      | $56122.88     | 0.06%             | 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        |     57263 | PA      | $57059.23     | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201836 | PA      | $195967.18    | 0.21%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 5.5                            | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198994 | PA      | $202135.18    | 0.22%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED 5                              | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107394 | PA      | $106401.23    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 4.5                            | CUSIP: 3140QSPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128317 | PA      | $124626.15    | 0.13%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED 5.5                            | CUSIP: 3140QUPY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179899 | PA      | $181726.25    | 0.19%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/54 FIXED 4.5                            | CUSIP: 3140QUTN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452006 | PA      | $438156.18    | 0.47%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5                              | CUSIP: 3140QV2J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346348 | PA      | $344427.96    | 0.37%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                            | CUSIP: 3140QV3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49692 | PA      | $50643.54     | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29871 | PA      | $30349.21     | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer