# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-25-182815
**Filing Date:** 2025-7
**Character Count:** 6030860
**Document Hash:** fcddc5d8c9c2b116d57abcfc60a43b95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182815.hdr.sgml**: 20250730

**ACCESSION NUMBER**: 0001752724-25-182815

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250730

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251163411

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Strategic Advisers Core Income Fund (Series ID: S000029150)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000089632 | Strategic Advisers Core Income Fund | FPCIX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Strategic Advisers® Core Income Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**May 31, 2025**

SSC-NPRT1-0725

1.912894.114 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 4.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 4.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 4.9%** | &nbsp;&nbsp;**Asset-Backed Securities - 4.9%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.2%  |  |  |  |
| 37 Capital Clo II Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.5461% 7/15/2034 (b)(c)(d) |  | 4250000 | 4248734 |
| 522 Fdg Clo 2019-5 Ltd / 522 Fdg Clo 2019-5 Series 2022-5A Class AR, CME Term SOFR 3 month Index + 1.33%, 5.5861% 4/15/2035 (b)(c)(d) |  | 1000000 | 1000177 |
| Agl Clo 20 Ltd Series 2024-20A Class A1R, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d) |  | 16000000 | 16036000 |
| Agl Clo 23 Ltd Series 2025-23A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.4195% 4/20/2038 (b)(c)(d) |  | 1390000 | 1388591 |
| Aimco CLO 20 Ltd Series 2023-20A Class B1, CME Term SOFR 3 month Index + 2.2%, 6.4605% 10/16/2036 (b)(c)(d) |  | 500000 | 501282 |
| Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/19/2037 (b)(c)(d) |  | 1080000 | 1083181 |
| Ares Lxvii Clo Ltd Series 2025-67A Class A1R, CME Term SOFR 3 month Index + 1.19%, 5.4718% 1/25/2038 (b)(c)(d) |  | 250000 | 249625 |
| Atlas Senior Loan Fund XXIII Ltd Series 2024-23A Class B, CME Term SOFR 3 month Index + 2%, 6.2695% 7/20/2037 (b)(c)(d) |  | 14000000 | 14044338 |
| Benefit Street Partners Clo Xxix Series 2025-29A Class AR, CME Term SOFR 3 month Index + 1.18%, 5.4618% 1/25/2038 (b)(c)(d) |  | 500000 | 499750 |
| Benefit Street Partners Clo Xxvii Ltd Series 2024-27A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d) |  | 720000 | 720192 |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) |  | 4323000 | 4318335 |
| Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 7/18/2037 (b)(c)(d) |  | 8569000 | 8585932 |
| Goldentree Loan Management US Clo 16 Ltd Series 2025-16A Class ARR, CME Term SOFR 3 month Index + 1.12%, 5.3895% 1/20/2038 (b)(c)(d) |  | 250000 | 249475 |
| Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.7795% 7/20/2037 (b)(c)(d) |  | 4204000 | 4197576 |
| Midocean Cr Clo Xi Ltd / Midocean Cr Clo Xi LLC Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.21%, 5.4795% 1/18/2036 (b)(c)(d) |  | 250000 | 250053 |
| Midocean Credit Clo Xii Ltd Series 2024-12A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.6124% 4/18/2036 (b)(c)(d) |  | 250000 | 250017 |
| OCP CLO Ltd Series 2025-40A Class A, CME Term SOFR 3 month Index + 1.14%, 5.4573% 4/16/2038 (b)(c)(d) |  | 1080000 | 1076814 |
| OCP CLO Series 2024-37A Class A1, CME Term SOFR 3 month Index + 1.36%, 5.9291% 10/15/2037 (b)(c)(d) |  | 250000 | 251211 |
| OCP CLO Series 2024-37A Class B1, CME Term SOFR 3 month Index + 1.68%, 6.2491% 10/15/2037 (b)(c)(d) |  | 250000 | 249875 |
| Regatta XXVII Funding Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.53%, 5.8126% 4/26/2037 (b)(c)(d) |  | 250000 | 250496 |
| Renew 2023-1 Series 2023-1A Class A, 5.9% 11/20/2058 (c) |  | 2557674 | 2502725 |
| Valley Stream Park Clo Ltd Series 2024-1A Class E1RR, CME Term SOFR 3 month Index + 5.25%, 9.5195% 1/20/2037 (b)(c)(d) |  | 1000000 | 987297 |
| Vantage Data Centers Jersey Borrower Spv Ltd Series 2024-1X Class A2, 6.172% 5/28/2039 (e) | GBP | 200000 | 274995 |
| Verdelite Static CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.13%, 5.3995% 7/20/2032 (b)(c)(d) |  | 3994367 | 3994775 |
| Wildwood Park CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d) |  | 250000 | 249732 |
| TOTAL BAILIWICK OF JERSEY |  |  | 67461178 |
| BERMUDA - 0.0%  |  |  |  |
| SYMP Series 2022-32A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5993% 4/23/2035 (b)(c)(d) |  | 6667000 | 6668013 |
| Tstat 2022-1 Ltd Series 2024-1A Class A1RR, CME Term SOFR 3 month Index + 1.15%, 5.4195% 7/20/2037 (b)(c)(d) |  | 1964986 | 1966306 |
| TOTAL BERMUDA |  |  | 8634319 |
| CANADA - 0.0%  |  |  |  |
| CARDS II Trust Series 2023-2A Class A, U.S. SOFR Index + 0.85%, 5.1589% 7/15/2028 (b)(c)(d) |  | 2450000 | 2451280 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (c) |  | 1199542 | 1214057 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (c) |  | 2196286 | 2216260 |
| TOTAL CANADA |  |  | 5881597 |
| GERMANY - 0.0%  |  |  |  |
| Bmo Mortgage Trust Series 2025-1X Class A2, 4.292% 6/28/2050 (e) | EUR | 294000 | 336159 |
| SC Germany Consumer Series 2024-2 Class C, 1 month EURIBOR + 1.4%, 3.514% 5/14/2038 (b)(d)(e) | EUR | 100000 | 114283 |
| SC Germany Consumer Series 2024-2 Class D, 1 month EURIBOR + 1.7%, 3.814% 5/14/2038 (b)(d)(e) | EUR | 100000 | 113717 |
| TOTAL GERMANY |  |  | 564159 |
| GRAND CAYMAN (UK OVERSEAS TER) - 2.2%  |  |  |  |
| 1988 CLO 2 Ltd Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.2%, 5.492% 4/15/2038 (b)(c)(d) |  | 250000 | 249551 |
| 1988 Clo 5 Ltd / 1988 Clo 5 LLC Series 2024-5A Class A1, CME Term SOFR 3 month Index + 1.54%, 5.7961% 7/15/2037 (b)(c)(d) |  | 250000 | 250764 |
| 522 Funding CLO Ltd Series 2024-6A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 5.4793% 10/23/2034 (b)(c)(d) |  | 1500000 | 1497090 |
| Agl Clo 1 Ltd. Series 2021-13A Class A1, CME Term SOFR 3 month Index + 1.4216%, 5.6911% 10/20/2034 (b)(c)(d) |  | 600000 | 601597 |
| Agl Clo 32 Ltd Series 2024-32A Class A1, CME Term SOFR 3 month Index + 1.38%, 5.6495% 7/21/2037 (b)(c)(d) |  | 250000 | 250157 |
| AGL CLO 35 Ltd Series 2024-35A Class A1, CME Term SOFR 3 month Index + 1.34%, 5.6095% 1/21/2038 (b)(c)(d) |  | 250000 | 250073 |
| AGL CLO 37 Ltd Series 2025-37A Class A1, CME Term SOFR 3 month Index + 1.24%, 5.5361% 4/22/2038 (b)(c)(d) |  | 250000 | 250189 |
| Agl Core Clo 2 Ltd / Agl Core 2 LLC Series 2024-2A Class A1R, CME Term SOFR 3 month Index + 1.46%, 5.7295% 7/20/2037 (b)(c)(d) |  | 250000 | 250170 |
| Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 5.6824% 7/22/2037 (b)(c)(d) |  | 2821000 | 2821214 |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.6198% 7/17/2037 (b)(c)(d) |  | 4867000 | 4867458 |
| Aimco Clo 23 Ltd Series 2025-23A Class A, CME Term SOFR 3 month Index + 1.13%, 5.3938% 4/20/2038 (b)(c)(d) |  | 1117650 | 1113179 |
| AIMCO CLO Series 2024-AA Class AR3, CME Term SOFR 3 month Index + 1.25%, 5.5298% 10/17/2034 (b)(c)(d) |  | 11600000 | 11610695 |
| Allegro Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 7/20/2034 (b)(c)(d) |  | 4673000 | 4675355 |
| Alm Ltd/Ky Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 0.99%, 5.2461% 7/15/2037 (b)(c)(d) |  | 515000 | 512745 |
| Ammc Cdo Series 2024-24A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4695% 1/20/2035 (b)(c)(d) |  | 5200000 | 5187780 |
| Ammc Clo 18 Ltd Series 2018-18A Class AR, CME Term SOFR 3 month Index + 1.3616%, 5.6914% 5/26/2031 (b)(c)(d) |  | 15491 | 15505 |
| Ammc Clo 27 Ltd Series 2025-27A Class A2R, CME Term SOFR 3 month Index + 1.35%, 5.6195% 1/20/2037 (b)(c)(d) |  | 4820000 | 4791254 |
| Anchorage Cap Clo 7 Ltd / Anchorage Cap Clo 7 LLC Series 2024-7A Class BR3, CME Term SOFR 3 month Index + 2.05%, 6.3326% 4/28/2037 (b)(c)(d) |  | 700000 | 701683 |
| Anchorage Capital Clo 6 Ltd Series 2024-6A Class AR3, CME Term SOFR 3 month Index + 1.44%, 5.7124% 4/22/2034 (b)(c)(d) |  | 300000 | 300587 |
| Anchorage Capital CLO 8 Ltd Series 2021-8A Class AR2A, CME Term SOFR 3 month Index + 1.4616%, 5.7442% 10/27/2034 (b)(c)(d) |  | 250000 | 250133 |
| Anchorage Capital CLO Ltd Series 2024-29A Class A1, CME Term SOFR 3 month Index + 1.6%, 5.8695% 7/20/2037 (b)(c)(d) |  | 250000 | 250781 |
| Apidos CLO Series 2021-37A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.664% 10/22/2034 (b)(c)(d) |  | 1650000 | 1653932 |
| Apidos CLO Series 2021-37A Class D, CME Term SOFR 3 month Index + 3.3116%, 7.584% 10/22/2034 (b)(c)(d) |  | 250000 | 250929 |
| Apidos Clo Xxxiv Series 2021-34A Class A1R, CME Term SOFR 3 month Index + 1.4116%, 5.6811% 1/20/2035 (b)(c)(d) |  | 250000 | 250607 |
| Apidos Clo Xxxvi Series 2021-36A Class B, CME Term SOFR 3 month Index + 1.8616%, 6.1311% 7/20/2034 (b)(c)(d) |  | 1160000 | 1161029 |
| Arbor Realty Collateralized Loan Obligation Ltd Series 2025-BTR1 Class A, CME Term SOFR 1 month Index + 1.925%, 6.225% 1/18/2041 (b)(c)(d) |  | 408000 | 408255 |
| ARCLO Series 2022-FL1 Class A, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.7823% 1/15/2037 (b)(c)(d) |  | 165036 | 165036 |
| AREIT Ltd Series 2025-CRE10 Class A, CME Term SOFR 1 month Index + 1.3879%, 5.7146% 12/17/2029 (b)(c)(d) |  | 133000 | 132211 |
| AREIT Trust Series 2024-CRE9 Class A, CME Term SOFR 1 month Index + 1.6865%, 6.0152% 5/17/2041 (b)(c)(d) |  | 910000 | 911422 |
| Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d) |  | 4118965 | 4120085 |
| Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.6261% 10/15/2037 (b)(c)(d) |  | 4228000 | 4229120 |
| Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.5279% 4/15/2038 (b)(c)(d) |  | 3511000 | 3514996 |
| Ares Xxvii Clo Ltd Series 2024-2A Class BR3, CME Term SOFR 3 month Index + 1.65%, 5.9326% 10/28/2034 (b)(c)(d) |  | 3900000 | 3901778 |
| Atlas Senior Loan Fund Xv Ltd Series 2024-15A Class A1R, CME Term SOFR 3 month Index + 1.22%, 5.4993% 10/23/2032 (b)(c)(d) |  | 4738878 | 4738660 |
| Atlas Sr Ln Fd Xvi Ltd / Atlas Sr Ln Fd Xvi LLC Series 2021-16A Class A, CME Term SOFR 3 month Index + 1.5316%, 5.8011% 1/20/2034 (b)(c)(d) |  | 7845000 | 7848938 |
| Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.5161% 1/15/2038 (b)(c)(d) |  | 3908000 | 3909524 |
| Bain Capital Credit Clo 2020-2 Ltd Series 2024-2A Class ARR, CME Term SOFR 3 month Index + 1.24%, 5.5095% 7/19/2034 (b)(c)(d) |  | 8600000 | 8605642 |
| Bain Capital Credit Clo Ltd Series 2024-2A Class A1R, CME Term SOFR 3 month Index + 1.23%, 5.4905% 7/16/2034 (b)(c)(d) |  | 13800000 | 13795901 |
| Bain Capital Credit Clo Ltd Series 2025-3A Class ARR, CME Term SOFR 3 month Index + 1.03%, 5.2995% 10/21/2034 (b)(c)(d) |  | 1000000 | 996996 |
| Bain Capital Credit CLO Series 2024-2A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 7/15/2037 (b)(c)(d) |  | 380000 | 380113 |
| Bain Capital Credit CLO Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.21%, 5.4893% 10/23/2034 (b)(c)(d) |  | 7300000 | 7293722 |
| Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 6.0195% 1/20/2037 (b)(c)(d) |  | 7479000 | 7501444 |
| Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d) |  | 1560000 | 1561159 |
| Barings Clo Ltd Series 2024-4A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.4061% 10/15/2030 (b)(c)(d) |  | 3093324 | 3092851 |
| Barings Ln Partners Clo Ltd 2 / Barings Ln Partners Clo 2 LLC Series 2025-2A Class CR, CME Term SOFR 3 month Index + 1.65%, 5.9195% 1/20/2034 (b)(c)(d) |  | 4500000 | 4498875 |
| Battalion Clo X Ltd / Battalion Clo X LLC Series 2021-10A Class A1R2, CME Term SOFR 3 month Index + 1.4316%, 5.7068% 1/25/2035 (b)(c)(d) |  | 12000000 | 12004800 |
| Battalion Clo Xi Ltd / Battalion Clo Xi LLC Series 2021-11A Class AR, CME Term SOFR 3 month Index + 1.4116%, 5.6868% 4/24/2034 (b)(c)(d) |  | 22750000 | 22759100 |
| Bbam US Clo I Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4561% 3/30/2038 (b)(c)(d) |  | 250000 | 249374 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 7.2561% 3/30/2038 (b)(c)(d) |  | 125000 | 122714 |
| BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d) |  | 3430000 | 3433732 |
| Beechwood Park Clo Ltd Series 2022-1A Class A1R, CME Term SOFR 3 month Index + 1.3%, 5.5798% 1/17/2035 (b)(c)(d) |  | 8054000 | 8072782 |
| Benefit Str Partners Clo VIII Ltd / Benefit Str Partners Clo VIII LLC Series 2018-8A Class A1AR, CME Term SOFR 3 month Index + 1.3616%, 5.6311% 1/20/2031 (b)(c)(d) |  | 142254 | 142355 |
| Benefit Street Partners Clo Xx Ltd Series 2021-20A Class AR, CME Term SOFR 3 month Index + 1.4316%, 5.6877% 7/15/2034 (b)(c)(d) |  | 250000 | 250149 |
| Benefit Street Partners Clo Xxxvii Ltd Series 2024-37A Class A, CME Term SOFR 3 month Index + 1.35%, 5.6983% 1/25/2038 (b)(c)(d) |  | 560000 | 559909 |
| Birch Grove Clo Ltd / Birch Grove Clo LLC Series 2024-19A Class A1RR, CME Term SOFR 3 month Index + 1.59%, 5.8698% 7/17/2037 (b)(c)(d) |  | 700000 | 701850 |
| Bluemountain Clo Ltd / Bluemountain Clo LLC Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.19%, 5.4718% 10/25/2030 (b)(c)(d) |  | 141457 | 141451 |
| Bluemountain Clo Ltd / Bluemountain Clo LLC Series 2024-3A Class BR, CME Term SOFR 3 month Index + 1.85%, 6.1318% 10/25/2030 (b)(c)(d) |  | 410000 | 409790 |
| Bluemountain CLO Ltd Series 2018-2A Class B, CME Term SOFR 3 month Index + 1.9616%, 6.2879% 8/15/2031 (b)(c)(d) |  | 500000 | 501670 |
| Bluemountain CLO Ltd Series 2021-28A Class A, CME Term SOFR 3 month Index + 1.5216%, 5.7777% 4/15/2034 (b)(c)(d) |  | 3000000 | 3001446 |
| Bluemountain CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 5.5263% 11/15/2030 (b)(c)(d) |  | 597098 | 597134 |
| Bluemountain Clo Xxx Ltd Series 2022-30A Class BR, CME Term SOFR 3 month Index + 1.9%, 6.1561% 4/15/2035 (b)(c)(d) |  | 1600000 | 1602565 |
| BSPDF Issuer LLC Series 2025-FL2 Class A, CME Term SOFR 1 month Index + 1.524%, 5.824% 12/15/2042 (b)(c)(d) |  | 105000 | 104803 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 5.3395% 7/18/2034 (b)(c)(d) |  | 280000 | 279525 |
| BXMT Ltd Series 2025-FL5 Class A, CME Term SOFR 1 month Index + 1.6388%, 5.9655% 10/18/2042 (b)(c)(d) |  | 124000 | 123071 |
| Canyon Capital Clo Ltd Series 2018-1A Class AR, CME Term SOFR 3 month Index + 1.3316%, 5.5877% 7/15/2031 (b)(c)(d) |  | 133210 | 133273 |
| Carlyle C17 Clo Ltd / Carlyle C17 Clo Corp Series 2018-C17A Class A1AR, CME Term SOFR 3 month Index + 1.2916%, 5.5713% 4/30/2031 (b)(c)(d) |  | 57768 | 57812 |
| Carlyle Global Market Strategies Series 2018-2RA Class A1, CME Term SOFR 3 month Index + 1.3116%, 5.6379% 5/15/2031 (b)(c)(d) |  | 239267 | 239487 |
| Carlyle Global Market Strategies Series 2024-4A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.4895% 7/20/2032 (b)(c)(d) |  | 321921 | 322045 |
| Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.5795% 1/20/2038 (b)(c)(d) |  | 3508000 | 3509045 |
| Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.6918% 7/25/2037 (b)(c)(d) |  | 5360000 | 5368308 |
| Carlyle US CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 10/21/2037 (b)(c)(d) |  | 340000 | 340795 |
| Carlyle US CLO Ltd Series 2024-3A Class BR2, CME Term SOFR 3 month Index + 1.78%, 6.0495% 10/21/2037 (b)(c)(d) |  | 250000 | 250778 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 10.2067% 10/25/2037 (b)(c)(d) |  | 150000 | 151815 |
| Carval Clo Series 2024-2A Class A1R, CME Term SOFR 3 month Index + 1.42%, 5.6924% 10/22/2037 (b)(c)(d) |  | 250000 | 250147 |
| Cayuga Park Clo Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.3816%, 5.6614% 7/17/2034 (b)(c)(d) |  | 375000 | 375199 |
| CBAM Ltd Series 2021-10A Class A1R, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2032 (b)(c)(d) |  | 172496 | 172777 |
| Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.4566% 1/25/2038 (b)(c)(d) |  | 3215000 | 3214775 |
| Cedar Fdg Xvii Clo Ltd Series 2023-17A Class A, CME Term SOFR 3 month Index + 1.85%, 6.1195% 7/20/2036 (b)(c)(d) |  | 4739000 | 4748559 |
| Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d) |  | 4327000 | 4331591 |
| Cifc Fdg Ltd / Cifc Fdg LLC Series 2024-1A Class BR, CME Term SOFR 3 month Index + 1.7%, 5.9695% 1/18/2038 (b)(c)(d) |  | 500000 | 501690 |
| CIFC Funding Ltd Series 2018-1A Class BR2, CME Term SOFR 3 month Index + 1.6616%, 5.9311% 1/18/2031 (b)(c)(d) |  | 250000 | 250125 |
| CIFC Funding Ltd Series 2021-2A Class DR, CME Term SOFR 3 month Index + 3.2616%, 7.5414% 4/17/2034 (b)(c)(d) |  | 550000 | 551889 |
| CIFC Funding Ltd Series 2021-3A Class A1R, CME Term SOFR 3 month Index + 1.3916%, 5.6611% 10/20/2034 (b)(c)(d) |  | 10000000 | 10005440 |
| CIFC Funding Ltd Series 2021-7A Class B, CME Term SOFR 3 month Index + 1.8616%, 6.141% 1/23/2035 (b)(c)(d) |  | 3800000 | 3803447 |
| Cifc Funding Ltd Series 2024-1A Class A1R2, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d) |  | 294000 | 294032 |
| CIFC Funding Ltd Series 2024-1A Class BR, CME Term SOFR 3 month Index + 1.75%, 6.0318% 7/25/2037 (b)(c)(d) |  | 250000 | 250305 |
| CIFC Funding Ltd Series 2024-2A Class A1R, CME Term SOFR 3 month Index + 1.37%, 5.6395% 10/20/2037 (b)(c)(d) |  | 28750000 | 28812416 |
| CIFC Funding Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.6%, 5.8695% 1/20/2037 (b)(c)(d) |  | 250000 | 250314 |
| CIFC Funding Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.36%, 5.6393% 7/23/2037 (b)(c)(d) |  | 250000 | 250022 |
| CIFC Funding Ltd Series 2024-6A Class A1R, CME Term SOFR 3 month Index + 1.45%, 5.7105% 7/16/2037 (b)(c)(d) |  | 310000 | 310450 |
| CIFC Funding Ltd Series 2025-4A Class AR, CME Term SOFR 3 month Index + 1.22%, 5.4905% 1/17/2038 (b)(c)(d) |  | 2500000 | 2501925 |
| CIFC Funding Ltd Series 2025-4RA Class A1A2, CME Term SOFR 3 month Index + 0.99%, 5.2698% 1/17/2035 (b)(c)(d) |  | 4300000 | 4274080 |
| Clover CLO LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.95%, 5.2224% 4/22/2034 (b)(c)(d) |  | 380000 | 377548 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.3091% 4/18/2035 (b)(c)(d) |  | 3981000 | 3959132 |
| Columbia Cent Clo 29 Ltd / Columbia Cent Clo 29 Corp Series 2021-29A Class AR, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 10/20/2034 (b)(c)(d) |  | 5895000 | 5889087 |
| Crown Point Clo 7 Ltd Series 2024-7A Class AR, CME Term SOFR 3 month Index + 1.23%, 5.4995% 10/20/2031 (b)(c)(d) |  | 572753 | 572830 |
| Diameter Cap Clo 3 Ltd / Diameter Cap Clo 3 LLC Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.33%, 5.5861% 1/15/2038 (b)(c)(d) |  | 250000 | 249597 |
| Diameter Capital CLO 8 Ltd Series 2024-8A Class A1A, CME Term SOFR 3 month Index + 1.4%, 5.6695% 10/20/2037 (b)(c)(d) |  | 1100000 | 1102633 |
| Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.612% 8/20/2034 (b)(c)(d) |  | 250000 | 250061 |
| Dryden 40 Senior Loan Fund Series 2024-40A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4763% 8/15/2031 (b)(c)(d) |  | 253239 | 253463 |
| Dryden 41 Senior Loan Fund Series 2018-41A Class AR, CME Term SOFR 3 month Index + 1.2316%, 5.4877% 4/15/2031 (b)(c)(d) |  | 86862 | 86928 |
| Dryden 45 Senior Loan Fund Series 2024-45A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.9061% 10/15/2030 (b)(c)(d) |  | 4000000 | 4001592 |
| Dryden 54 Senior Loan Fund Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4195% 10/19/2029 (b)(c)(d) |  | 117194 | 117224 |
| Dryden 55 Clo Ltd Series 2018-55A Class A1, CME Term SOFR 3 month Index + 1.2816%, 5.5377% 4/15/2031 (b)(c)(d) |  | 99118 | 99159 |
| Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5695% 4/20/2035 (b)(c)(d) |  | 4007000 | 4007593 |
| Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.7995% 4/18/2037 (b)(c)(d) |  | 5321000 | 5334303 |
| Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 7/15/2037 (b)(c)(d) |  | 5727000 | 5740527 |
| Dryden Senior Loan Fund Series 2021-90A Class A1A, CME Term SOFR 3 month Index + 1.3916%, 5.7136% 2/20/2035 (b)(c)(d) |  | 3054000 | 3055845 |
| Dryden Xxvi Senior Loan Fund Series 2018-26A Class AR, CME Term SOFR 3 month Index + 1.1616%, 5.4177% 4/15/2029 (b)(c)(d) |  | 151030 | 151033 |
| E3 2019-1 Series 2019-1 Class A, 3.1% 9/20/2055 (c) |  | 121057 | 103769 |
| Eaton Vance CLO Ltd Series 2021-1A Class A13R, CME Term SOFR 3 month Index + 1.5116%, 5.7677% 1/15/2034 (b)(c)(d) |  | 7240000 | 7246639 |
| Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.6461% 10/15/2037 (b)(c)(d) |  | 3921000 | 3924658 |
| Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.6361% 10/15/2037 (b)(c)(d) |  | 6200000 | 6205506 |
| Elevation CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.3%, 5.5818% 1/25/2035 (b)(c)(d) |  | 12500000 | 12499413 |
| Elm CLO Ltd Series 2025-14A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5901% 1/22/2038 (b)(c)(d) |  | 250000 | 250000 |
| Elmwood Clo 30 Ltd / Elmwood Clo 30 LLC Series 2024-6A Class A, CME Term SOFR 3 month Index + 1.43%, 5.7098% 7/17/2037 (b)(c)(d) |  | 250000 | 250696 |
| Elmwood Clo 36 Ltd / Elmwood Clo 36 LLC Series 2024-12RA Class AR, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d) |  | 500000 | 501375 |
| Elmwood CLO 38 Ltd Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4264% 4/22/2038 (b)(c)(d) |  | 250000 | 249500 |
| Elmwood CLO 39 Ltd Series 2025-2A Class A1, CME Term SOFR 3 month Index + 1.14%, 5.4239% 4/17/2038 (b)(c)(d) |  | 15250000 | 15221650 |
| Elmwood Clo II Ltd Series 2024-2A Class A1RR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/20/2037 (b)(c)(d) |  | 22750000 | 22823938 |
| Elmwood Clo III Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.38%, 5.6495% 7/18/2037 (b)(c)(d) |  | 12000000 | 12027024 |
| Elmwood Clo III Ltd Series 2024-3A Class ERR, CME Term SOFR 3 month Index + 5.95%, 10.2195% 7/18/2037 (b)(c)(d) |  | 400000 | 397000 |
| Elmwood Clo VI Ltd Series 2024-3A Class ARR, CME Term SOFR 3 month Index + 1.38%, 5.6495% 7/18/2037 (b)(c)(d) |  | 250000 | 250576 |
| Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.4434% 4/15/2038 (b)(c)(d) |  | 3505000 | 3505312 |
| Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d) |  | 8080000 | 8094027 |
| Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/19/2037 (b)(c)(d) |  | 6432000 | 6446935 |
| Flatiron Clo Ltd Series 2024-1A Class A2R, CME Term SOFR 3 month Index + 1.58%, 5.8495% 10/19/2037 (b)(c)(d) |  | 250000 | 250381 |
| Galaxy Xviii Clo Ltd Series 2018-28A Class A1, CME Term SOFR 3 month Index + 1.3616%, 5.6177% 7/15/2031 (b)(c)(d) |  | 116357 | 116433 |
| Galaxy Xx Clo Ltd Series 2018-20A Class AR, CME Term SOFR 3 month Index + 1.2616%, 5.5311% 4/20/2031 (b)(c)(d) |  | 131685 | 131726 |
| Galaxy Xxvi Clo Ltd / Galaxy Xxvi Clo LLC Series 2024-26A Class BR, CME Term SOFR 3 month Index + 1.6%, 5.9263% 11/22/2031 (b)(c)(d) |  | 600000 | 600309 |
| Generate Clo 16 Ltd Series 2024-16A Class B, CME Term SOFR 3 month Index + 1.85%, 6.1195% 7/20/2037 (b)(c)(d) |  | 500000 | 500938 |
| Generate Clo 4 Ltd / Generate Clo 4 LLC Series 2024-4A Class ARR, CME Term SOFR 3 month Index + 1.43%, 5.6995% 7/20/2037 (b)(c)(d) |  | 500000 | 501258 |
| Generate Clo 7 Ltd / Generate Clo 7 LLC Series 2024-7A Class A1R, CME Term SOFR 3 month Index + 1.62%, 5.8924% 4/22/2037 (b)(c)(d) |  | 250000 | 250742 |
| Goldentree Ln Mgmt Us Clo 11 Ltd Series 2024-11A Class AR, CME Term SOFR 3 month Index + 1.08%, 5.3495% 10/20/2034 (b)(c)(d) |  | 250000 | 249326 |
| Golub Cap Partners CLO Ltd / Golub Cap Partners CLO LLC Series 2024-43A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d) |  | 1160000 | 1161160 |
| Golub Capital Partners Clo 41b-R Ltd Series 2021-41A Class AR, CME Term SOFR 3 month Index + 1.5816%, 5.8511% 1/20/2034 (b)(c)(d) |  | 500000 | 500309 |
| Goodgreen 2018-1 Series 2018-1A Class A, 3.93% 10/15/2053 (c)(d) |  | 102189 | 93251 |
| Gracie Point International Funding LLC Series 2023-2A Class A, U.S. 90-Day Avg. SOFR Index + 2.25%, 6.6744% 3/1/2027 (b)(c)(d) |  | 167886 | 167573 |
| Greystone CRE Notes Series 2025-FL4 Class A, CME Term SOFR 1 month Index + 1.4811%, 5.7811% 1/15/2043 (b)(c)(d) |  | 250000 | 249370 |
| Greywolf Clo II Ltd Series 2021-1A Class A1SR, CME Term SOFR 3 month Index + 1.4%, 5.6561% 4/15/2034 (b)(c)(d) |  | 35000000 | 35010325 |
| Ha Cr Partners Xvi Ltd / Oha Cr Partners Xvi LLC Series 2024-16A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/18/2037 (b)(c)(d) |  | 280000 | 279703 |
| Halseypoint Clo 6 Ltd / Halseypoint Clo 6 LLC Series 2025-6A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6195% 1/20/2038 (b)(c)(d) |  | 250000 | 250125 |
| Harriman Park Clo Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2034 (b)(c)(d) |  | 500000 | 500409 |
| Hero Funding Trust Series 2017-1A Class A, 3.5% 9/21/2043 (c) |  | 53024 | 45982 |
| Hero Funding Trust Series 2017-1A Class A2, 4.46% 9/20/2047 (c) |  | 46728 | 42412 |
| Hero Funding Trust Series 2017-3A Class A1, 3.19% 9/20/2048 (c) |  | 51280 | 44495 |
| Hero Funding Trust Series 2017-3A Class A2, 3.95% 9/20/2048 (c) |  | 42327 | 37609 |
| HGI Cre CLO, Ltd. Series 2022-FL3 Class D, U.S. 30-Day Avg. SOFR Index + 3.75%, 8.0813% 4/20/2037 (b)(c)(d) |  | 320500 | 319859 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (c) |  | 2970054 | 2869036 |
| Hps Ln Mgmt Ltd/LLC Series 2024-20A Class B1, CME Term SOFR 3 month Index + 1.85%, 6.1318% 7/25/2037 (b)(c)(d) |  | 1000000 | 1001500 |
| Hps Ln Mgmt Ltd/LLC Series 2024-20A Class C, CME Term SOFR 3 month Index + 2.2%, 6.4818% 7/25/2037 (b)(c)(d) |  | 250000 | 251300 |
| Hps Ln Mgmt Ltd/LLC Series 2024-20A Class D1, CME Term SOFR 3 month Index + 3.3%, 7.5818% 7/25/2037 (b)(c)(d) |  | 250000 | 251155 |
| Invesco Clo Ltd Series 2021-3A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.664% 10/22/2034 (b)(c)(d) |  | 4148000 | 4150949 |
| Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.8061% 4/15/2037 (b)(c)(d) |  | 4340000 | 4349713 |
| Jamestown Clo Xviii Ltd / Jamestown Clo Xviii LLC Series 2024-18A Class A1R, CME Term SOFR 3 month Index + 1.27%, 5.5518% 7/25/2035 (b)(c)(d) |  | 11700000 | 11690628 |
| Kkr Clo 35 Ltd Series 2025-35A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4695% 1/20/2038 (b)(c)(d) |  | 250000 | 249250 |
| Kkr Clo 41 Ltd Series 2022-41A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.5861% 4/15/2035 (b)(c)(d) |  | 2951000 | 2953736 |
| Kkr Clo Trust Series 2021-33A Class A, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 7/20/2034 (b)(c)(d) |  | 18900000 | 18934719 |
| Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.4061% 4/15/2038 (b)(c)(d) |  | 2529000 | 2521413 |
| Lcm 31 Ltd Series 2024-31A Class AR, CME Term SOFR 3 month Index + 1.28%, 5.5495% 7/20/2034 (b)(c)(d) |  | 4500000 | 4498709 |
| Lcm Xxiv Ltd / Lcm Xxiv LLC Series 2021-24A Class AR, CME Term SOFR 3 month Index + 1.2416%, 5.5111% 3/20/2030 (b)(c)(d) |  | 251316 | 251348 |
| Lument Finance Trust, Inc. Series 2021-FL1 Class D, CME Term SOFR 1 month Index + 2.5645%, 6.8932% 6/15/2039 (b)(c)(d) |  | 416500 | 403937 |
| Lument Finance Trust, Inc. Series 2021-FL1 Class E, CME Term SOFR 1 month Index + 3.0645%, 7.3932% 6/15/2039 (b)(c)(d) |  | 365500 | 353984 |
| Madison Park Funding Ltd Series 2024-57A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.5626% 7/27/2034 (b)(c)(d) |  | 250000 | 250051 |
| Madison Park Funding Lxii Ltd Series 2023-62A Class AR, CME Term SOFR 3 month Index + 1.85%, 6.1298% 7/17/2036 (b)(c)(d) |  | 250000 | 250439 |
| Madison Park Funding Lxxi Ltd Series 2025-71A Class A1, CME Term SOFR 3 month Index + 1.14%, 5.4095% 4/23/2038 (b)(c)(d) |  | 2880000 | 2874594 |
| Madison Park Funding Xxi Ltd Series 2021-21A Class AARR, CME Term SOFR 3 month Index + 1.3416%, 5.5977% 10/15/2032 (b)(c)(d) |  | 245213 | 245051 |
| Madison Park Funding Xxxi Ltd Series 2024-31A Class B1R, CME Term SOFR 3 month Index + 1.8%, 6.0793% 7/23/2037 (b)(c)(d) |  | 600000 | 601757 |
| Madison Park Funding Xxxix Ltd Series 2024-39A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5224% 10/22/2034 (b)(c)(d) |  | 5300000 | 5288414 |
| Madison Park Funding Xxxviii Ltd Series 2021-38A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6614% 7/17/2034 (b)(c)(d) |  | 12500000 | 12511088 |
| Madison Pk Fdg Lii Ltd / Madison Pk Fdg Lii LLC Series 2021-52A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.634% 1/22/2035 (b)(c)(d) |  | 5249000 | 5252737 |
| Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class B, CME Term SOFR 3 month Index + 2.05%, 6.3318% 4/25/2037 (b)(c)(d) |  | 270000 | 270450 |
| Madison Pk Fdg Xlii Ltd Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4293% 11/21/2030 (b)(c)(d) |  | 133589 | 133617 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d) |  | 4233000 | 4218968 |
| Madison Pk Fdg Xxix Ltd / Madison Pk Fdg Xxix LLC Series 2025-29A Class A1R2, CME Term SOFR 3 month Index + 1.18%, 5.4954% 3/25/2038 (b)(c)(d) |  | 24220000 | 24171560 |
| Madison Pk Fdg Xxx Ltd / Madison Pk Fdg Xxx LLC Series 2024-30A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6205% 7/16/2037 (b)(c)(d) |  | 950000 | 951611 |
| MAGNE AR Series 2021-27A Class AR, CME Term SOFR 3 month Index + 1.4016%, 5.6711% 10/20/2034 (b)(c)(d) |  | 1417000 | 1417992 |
| Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 1.32% 7/25/2038 (b)(c)(d) |  | 3400000 | 3400000 |
| Magnetite CLO Ltd Series 2023-36A Class A, CME Term SOFR 3 month Index + 1.8%, 6.0724% 4/22/2036 (b)(c)(d) |  | 3249000 | 3249000 |
| Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.435% 4/15/2038 (b)(c)(d) |  | 2446000 | 2448595 |
| Magnetite Xii Ltd Series 2024-12A Class AR4, CME Term SOFR 3 month Index + 1.15%, 5.4061% 10/15/2031 (b)(c)(d) |  | 1230082 | 1230077 |
| Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.603% 1/25/2038 (b)(c)(d) |  | 2869000 | 2874537 |
| Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.6734% 1/25/2035 (b)(c)(d) |  | 4904000 | 4910439 |
| Magnetite Xxv Ltd Series 2020-25A Class A, CME Term SOFR 3 month Index + 1.4616%, 5.7434% 1/25/2032 (b)(c)(d) |  | 2490847 | 2493201 |
| Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.4163% 1/25/2038 (b)(c)(d) |  | 3261000 | 3251217 |
| Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.4961% 1/15/2038 (b)(c)(d) |  | 5256000 | 5244663 |
| Marathon Clo Xiii Ltd Series 2024-1A Class AAR2, CME Term SOFR 3 month Index + 1.2%, 5.4561% 4/15/2032 (b)(c)(d) |  | 802332 | 802332 |
| Marble Point Clo Xviii Ltd Series 2025-2A Class A1R2, CME Term SOFR 3 month Index + 1.21%, 5.486% 3/15/2038 (b)(c)(d) |  | 15250000 | 15189763 |
| Milos CLO Ltd Series 2020-1A Class AR, CME Term SOFR 3 month Index + 1.3316%, 5.6011% 10/20/2030 (b)(c)(d) |  | 2945587 | 2947684 |
| Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.2849% 4/15/2038 (b)(c)(d) |  | 4173000 | 4163390 |
| Myers Park Clo Ltd Series 2018-1A Class A2, CME Term SOFR 3 month Index + 1.6616%, 5.9311% 10/20/2030 (b)(c)(d) |  | 290000 | 290190 |
| Neuberger Berman CLO Ltd Series 2024-56A Class B, CME Term SOFR 3 month Index + 1.75%, 6.0252% 7/24/2037 (b)(c)(d) |  | 500000 | 501269 |
| Neuberger Berman Clo Xx Ltd Series 2025-20A Class A1R3, CME Term SOFR 3 month Index + 1.15%, 5.4678% 4/15/2039 (b)(c)(d) |  | 250000 | 249601 |
| Neuberger Berman Ln Advisers Clo 40 Ltd / Neuberger Berman Ln Advisers Clo 40 LLC Series 2021-40A Class A, CME Term SOFR 3 month Index + 1.3216%, 5.5822% 4/16/2033 (b)(c)(d) |  | 467990 | 468293 |
| Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 7/18/2038 (b)(c)(d) |  | 4828000 | 4838839 |
| New Mtn Clo 7 Ltd / LLC Series 2025-7A Class A1, CME Term SOFR 3 month Index + 1.2%, 5.4844% 3/31/2038 (b)(c)(d) |  | 250000 | 250034 |
| Northwoods Capital Xii-B Ltd Series 2024-12BA Class AR, CME Term SOFR 3 month Index + 1.19%, 5.4893% 6/15/2031 (b)(c)(d) |  | 9207136 | 9198141 |
| Nyack Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 10/20/2034 (b)(c)(d) |  | 10000000 | 10005440 |
| Oaktree Clo Ltd Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.97%, 5.2261% 1/15/2035 (b)(c)(d) |  | 250000 | 248134 |
| Ocean Trails Clo 8 Series 2024-8A Class ARR, CME Term SOFR 3 month Index + 1.29%, 5.5461% 7/15/2034 (b)(c)(d) |  | 6000000 | 5999706 |
| OCP CLO Ltd / OCP CLO LLC Series 2024-38A Class A, CME Term SOFR 3 month Index + 1.33%, 5.6811% 1/21/2038 (b)(c)(d) |  | 250000 | 250320 |
| OCP CLO Ltd Series 2024-17A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.6695% 7/20/2037 (b)(c)(d) |  | 250000 | 250460 |
| OCP CLO Ltd Series 2025-19A Class A1R2, CME Term SOFR 3 month Index + 1.18%, 5.4495% 4/20/2038 (b)(c)(d) |  | 330000 | 329901 |
| OCP CLO Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.42%, 5.7026% 4/26/2036 (b)(c)(d) |  | 250000 | 250100 |
| OCP CLO Series 2024-12A Class BAR3, CME Term SOFR 3 month Index + 1.68%, 5.9495% 10/18/2037 (b)(c)(d) |  | 250000 | 250622 |
| OCP CLO Series 2024-12A Class XR3, CME Term SOFR 3 month Index + 1.2%, 5.4695% 10/18/2037 (b)(c)(d) |  | 225000 | 225048 |
| Octagon 66 Ltd Series 2023-1A Class A1R, CME Term SOFR 3 month Index + 1.75%, 6.0752% 11/16/2036 (b)(c)(d) |  | 500000 | 501557 |
| Octagon 75 Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 1.2%, 5.4853% 1/22/2038 (b)(c)(d) |  | 250000 | 250059 |
| Octagon Investment Partners 39 Ltd Series 2024-3A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4195% 10/20/2030 (b)(c)(d) |  | 88221 | 88220 |
| Octagon Investment Partners 39 Ltd Series 2024-3A Class BR, CME Term SOFR 3 month Index + 1.8%, 6.0695% 10/20/2030 (b)(c)(d) |  | 360000 | 360925 |
| Octagon Investment Partners 40 Ltd Series 2025-1A Class A1RR, CME Term SOFR 3 month Index + 1.04%, 5.3095% 1/20/2035 (b)(c)(d) |  | 6300000 | 6265136 |
| Octagon Investment Partners 40 Ltd Series 2025-1A Class BRR, CME Term SOFR 3 month Index + 1.55%, 5.8195% 1/20/2035 (b)(c)(d) |  | 4800000 | 4776864 |
| Octagon Investment Partners 41 Ltd Series 2025-2A Class A1R2, CME Term SOFR 3 month Index + 1.09%, 5.3461% 10/15/2033 (b)(c)(d) |  | 4250000 | 4220157 |
| Octagon Investment Partnrs 51 Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.5%, 5.7695% 7/20/2034 (b)(c)(d) |  | 4200000 | 4205368 |
| OFSI BSL XIV CLO Ltd Series 2024-14A Class A, CME Term SOFR 3 month Index + 1.46%, 5.7295% 7/20/2037 (b)(c)(d) |  | 10000000 | 10011630 |
| Oha Cr Fdg 17 LLC Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.48%, 5.7495% 4/20/2037 (b)(c)(d) |  | 250000 | 250547 |
| Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.5624% 1/22/2038 (b)(c)(d) |  | 4900000 | 4897192 |
| Oha Cr Fdg 7 Ltd / Oha Cr Fdg 7 LLC Series 2022-7A Class AR, CME Term SOFR 3 month Index + 1.3%, 5.5695% 2/24/2037 (b)(c)(d) |  | 500000 | 500210 |
| Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.6252% 4/20/2038 (b)(c)(d) |  | 2310000 | 2301984 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 0% 7/20/2038 (b)(c)(d) |  | 440000 | 440479 |
| Oha Credit Funding 5 Ltd Series 2024-5A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/18/2037 (b)(c)(d) |  | 450000 | 452138 |
| Oha Credit Funding 5 Ltd Series 2024-5A Class B1R, CME Term SOFR 3 month Index + 1.7%, 5.9695% 10/18/2037 (b)(c)(d) |  | 250000 | 250420 |
| OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.5995% 10/20/2037 (b)(c)(d) |  | 4087000 | 4084732 |
| OHA Credit Funding 9 Ltd Series 2024-9A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6195% 10/19/2037 (b)(c)(d) |  | 270000 | 269850 |
| OHA Credit Funding 9 Ltd Series 2024-9A Class B1R, CME Term SOFR 3 month Index + 1.7%, 5.9695% 10/19/2037 (b)(c)(d) |  | 250000 | 250717 |
| Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.462% 2/20/2038 (b)(c)(d) |  | 3409000 | 3397069 |
| Oha Credit Partners Xi Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.46%, 5.7295% 4/20/2037 (b)(c)(d) |  | 750000 | 752021 |
| OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.7215% 1/18/2038 (b)(c)(d) |  | 9030000 | 9047031 |
| OHA Loan Funding Ltd Series 2021-1A Class AR3, CME Term SOFR 3 month Index + 1.4116%, 5.6811% 1/19/2037 (b)(c)(d) |  | 250000 | 250198 |
| OHA Loan Funding Ltd Series 2024-1A Class A1R2, CME Term SOFR 3 month Index + 1.46%, 5.7295% 7/20/2037 (b)(c)(d) |  | 250000 | 250694 |
| Orchard Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.36%, 5.6295% 10/20/2037 (b)(c)(d) |  | 730000 | 727730 |
| Ozlm Xviii Ltd Series 2018-18A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.5377% 4/15/2031 (b)(c)(d) |  | 57148 | 57166 |
| Palmer Square CLO Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.4116%, 5.7193% 11/14/2034 (b)(c)(d) |  | 250000 | 250224 |
| Palmer Square CLO Ltd Series 2025-1A Class A1AR, CME Term SOFR 3 month Index + 1.15%, 5.4195% 4/20/2038 (b)(c)(d) |  | 3000000 | 2996400 |
| Palmer Square LLC Series 2024-2A Class B, CME Term SOFR 3 month Index + 1.65%, 5.9195% 7/20/2037 (b)(c)(d) |  | 250000 | 250222 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d) |  | 2514056 | 2514461 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1BR, CME Term SOFR 3 month Index + 1.4%, 5.6561% 4/15/2031 (b)(c)(d) |  | 250000 | 249843 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A2R, CME Term SOFR 3 month Index + 1.6%, 5.8561% 4/15/2031 (b)(c)(d) |  | 660000 | 660388 |
| Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 5.1206% 2/15/2033 (b)(c)(d) |  | 3983000 | 3969621 |
| Park Avenue Institutional Advisers CLO Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.5016%, 5.8093% 2/14/2034 (b)(c)(d) |  | 2000000 | 2001324 |
| Park Blue CLO Ltd Series 2025-7A Class A1, CME Term SOFR 3 month Index + 1.22%, 5.4661% 4/25/2038 (b)(c)(d) |  | 500000 | 499122 |
| Peace Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6611% 10/20/2034 (b)(c)(d) |  | 5651000 | 5655182 |
| PFP Ltd Series 2024-11 Class A, CME Term SOFR 1 month Index + 1.8324%, 6.1698% 9/17/2039 (b)(c)(d) |  | 5728754 | 5741298 |
| PFS Financing Corp Series 2022-D Class B, 4.9% 8/15/2027 (c) |  | 1047000 | 1046392 |
| Pikes Peak Clo 2 Series 2024-2A Class ARR, CME Term SOFR 3 month Index + 1.22%, 5.4895% 10/11/2034 (b)(c)(d) |  | 5000000 | 4990465 |
| Pikes Peak Clo 4 Series 2024-4A Class ARR, CME Term SOFR 3 month Index + 1.21%, 5.4661% 7/15/2034 (b)(c)(d) |  | 11300000 | 11300000 |
| Pikes Peak Clo 6 / Pikes Peak Clo 6 LLC Series 2025-6A Class DRR, CME Term SOFR 3 month Index + 2.5%, 6.8244% 5/18/2034 (b)(c)(d) |  | 935000 | 929905 |
| Point Au Roche Pk Clo Ltd / PT Au Roche Pk Clo LLC Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 7/20/2034 (b)(c)(d) |  | 250000 | 250065 |
| Rad Clo 21 Ltd Series 2025-21A Class A1R, CME Term SOFR 3 month Index + 1.07%, 5.3518% 1/25/2037 (b)(c)(d) |  | 250000 | 249195 |
| Rad CLO 7 Ltd Series 2024-7A Class B1R, CME Term SOFR 3 month Index + 1.9%, 6.1798% 4/17/2036 (b)(c)(d) |  | 250000 | 250381 |
| Rad CLO 7 Ltd Series 2024-7A Class CR, CME Term SOFR 3 month Index + 2.6%, 6.8798% 4/17/2036 (b)(c)(d) |  | 250000 | 250498 |
| Recette Clo Ltd Series 2021-1A Class ARR, CME Term SOFR 3 month Index + 1.3416%, 5.6111% 4/20/2034 (b)(c)(d) |  | 9600000 | 9605232 |
| Regata Xii Funding Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.6461% 10/15/2037 (b)(c)(d) |  | 1320000 | 1323262 |
| Regatta 30 Fdg Ltd / Regatta 30 Fdg LLC Series 2024-4A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.633% 1/25/2038 (b)(c)(d) |  | 250000 | 250438 |
| Regatta IX Funding Ltd Series 2024-1A Class B1R, CME Term SOFR 3 month Index + 2%, 6.2798% 4/17/2037 (b)(c)(d) |  | 1250000 | 1254061 |
| Regatta Xi Funding Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.4%, 5.6798% 7/17/2037 (b)(c)(d) |  | 800000 | 801558 |
| Regatta Xix Fdg Ltd / Regatta Xix Fdg LLC Series 2022-1A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5924% 4/20/2035 (b)(c)(d) |  | 550000 | 551338 |
| Regatta Xvi Funding Ltd Series 2024-2A Class A1R, CME Term SOFR 3 month Index + 1.2%, 5.4561% 1/15/2033 (b)(c)(d) |  | 12656489 | 12664665 |
| Regatta Xviii Funding Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.16%, 5.4161% 4/15/2038 (b)(c)(d) |  | 2357336 | 2356157 |
| Regatta Xx Fdg Ltd / Regatta Xx Fdg LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 1.18%, 5.4361% 1/15/2038 (b)(c)(d) |  | 1150000 | 1149946 |
| Regatta Xxix Fdg Ltd / Regatta Xxix Fdg LLC Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.38%, 5.6361% 9/6/2037 (b)(c)(d) |  | 26000000 | 26056290 |
| Renew 2017-2 Series 2017-2A Class A, 3.22% 9/22/2053 (c) |  | 253598 | 230157 |
| Rockford Tower Clo Ltd Series 2018-1A Class A, CME Term SOFR 3 month Index + 1.3616%, 5.6836% 5/20/2031 (b)(c)(d) |  | 284285 | 284514 |
| Rockford Tower Clo Ltd Series 2018-1A Class B, CME Term SOFR 3 month Index + 1.9816%, 6.3036% 5/20/2031 (b)(c)(d) |  | 1750000 | 1754032 |
| Rockford Tower Clo Ltd Series 2021-2A Class A1, CME Term SOFR 3 month Index + 1.4216%, 5.6911% 7/20/2034 (b)(c)(d) |  | 250000 | 250126 |
| Rockland Park Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3816%, 5.6511% 4/20/2034 (b)(c)(d) |  | 7250000 | 7263608 |
| Romark CLO Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.2916%, 5.571% 10/23/2030 (b)(c)(d) |  | 54373 | 54396 |
| Romark Clo-Iv Ltd / Romark Clo-Iv LLC Series 2021-4A Class A1, CME Term SOFR 3 month Index + 1.4316%, 5.6418% 7/10/2034 (b)(c)(d) |  | 13250000 | 13255207 |
| Rr 32 Ltd / Rr 32 LLC Series 2024-32RA Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.6161% 10/15/2039 (b)(c)(d) |  | 250000 | 250106 |
| Rr 32 Ltd / Rr 32 LLC Series 2024-32RA Class A2R, CME Term SOFR 3 month Index + 1.7%, 5.9561% 10/15/2039 (b)(c)(d) |  | 250000 | 250182 |
| Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6061% 10/15/2039 (b)(c)(d) |  | 2273000 | 2282931 |
| Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.5961% 1/15/2037 (b)(c)(d) |  | 7731000 | 7738507 |
| Rr15 Ltd / Rr15 LLC Series 2021-15A Class A2, CME Term SOFR 3 month Index + 1.7116%, 5.9677% 4/15/2036 (b)(c)(d) |  | 1000000 | 1000932 |
| Sagard-Halseypoint Clo 8 Ltd Series 2024-8A Class A1, CME Term SOFR 3 month Index + 1.39%, 5.7044% 1/30/2038 (b)(c)(d) |  | 250000 | 250623 |
| Sandstone Peak III Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.63%, 5.9118% 4/25/2037 (b)(c)(d) |  | 2000000 | 2004194 |
| Sandstone Peak Ltd Series 2024-1A Class A2R, CME Term SOFR 3 month Index + 1.68%, 5.9361% 10/15/2034 (b)(c)(d) |  | 250000 | 250353 |
| Sandstone Peak Ltd Series 2024-1A Class B1R, CME Term SOFR 3 month Index + 1.83%, 6.0861% 10/15/2034 (b)(c)(d) |  | 250000 | 250179 |
| Sculptor Clo Xxxv Ltd Series 2025-35A Class A1, CME Term SOFR 3 month Index + 1.25%, 5.5561% 4/27/2038 (b)(c)(d) |  | 330000 | 329201 |
| Signal Peak Clo 5 Ltd / Signal Peak Clo 5 LLC Series 2024-5A Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.8318% 4/25/2037 (b)(c)(d) |  | 250000 | 250809 |
| Silver Point Clo 8 Ltd Series 2025-8A Class A1, CME Term SOFR 3 month Index + 1.21%, 5.4322% 4/15/2038 (b)(c)(d) |  | 250000 | 249538 |
| Silver PT Clo 7 Ltd / Silver PT Clo 7 LLC Series 2025-7A Class A1, CME Term SOFR 3 month Index + 1.36%, 5.6447% 1/15/2038 (b)(c)(d) |  | 250000 | 250222 |
| Sixth Str Clo IX Ltd/Llc Series 2024-9A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.6495% 7/21/2037 (b)(c)(d) |  | 250000 | 250428 |
| Sixth Str Clo Xvii Ltd / Sixth Str Clo Xvii LLC Series 2025-17A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.4298% 4/17/2038 (b)(c)(d) |  | 330000 | 329528 |
| Sixth Street CLO XX Ltd Series 2021-20A Class A1, CME Term SOFR 3 month Index + 1.4216%, 5.6911% 10/20/2034 (b)(c)(d) |  | 1000000 | 1000543 |
| Slam Ltd Series 2024-1A Class A, 5.335% 9/15/2049 (c) |  | 3548197 | 3474182 |
| Sound Point Clo Vii-R Ltd Series 2021-3RA Class A1R, CME Term SOFR 3 month Index + 1.3316%, 5.611% 10/23/2031 (b)(c)(d) |  | 4925074 | 4927438 |
| Sycamore Tree Clo Ltd Series 2024-5A Class B, CME Term SOFR 3 month Index + 2.25%, 6.5195% 4/20/2036 (b)(c)(d) |  | 250000 | 250375 |
| Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d) |  | 4315000 | 4336191 |
| Symphony CLO 46 Ltd Series 2024-46A Class A2, CME Term SOFR 3 month Index + 1.59%, 5.8595% 1/20/2038 (b)(c)(d) |  | 250000 | 250329 |
| Symphony Clo Ltd Series 2024-22A Class A1AR, CME Term SOFR 3 month Index + 1.18%, 5.4495% 4/18/2033 (b)(c)(d) |  | 4800000 | 4799774 |
| Symphony Clo Xviii Ltd Series 2024-18A Class A1R3, CME Term SOFR 3 month Index + 1.1%, 5.3793% 7/23/2033 (b)(c)(d) |  | 4177664 | 4170165 |
| Symphony Clo Xxi Ltd Series 2025-21A Class AR2, CME Term SOFR 3 month Index + 0.9%, 5.1561% 7/15/2032 (b)(c)(d) |  | 246810 | 246176 |
| Symphony Clo Xxviii Ltd Series 2021-28A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.681% 10/23/2034 (b)(c)(d) |  | 250000 | 250191 |
| TCW CLO Ltd Series 2025-2A Class A1R2, CME Term SOFR 3 month Index + 1.27%, 5.5869% 1/20/2038 (b)(c)(d) |  | 250000 | 249500 |
| Thunderbolt Aircraft Lease Series 2018-A Class A, 4.147% 9/15/2038 (c)(d) |  | 3557029 | 3539319 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (c) |  | 4815500 | 4660194 |
| Tiaa Clo IV Ltd Series 2024-1A Class A1AR, CME Term SOFR 3 month Index + 1.14%, 5.4095% 1/20/2032 (b)(c)(d) |  | 2921520 | 2921073 |
| Tralee Clo VI Ltd Series 2024-6A Class A1RR, CME Term SOFR 3 month Index + 1.22%, 5.5018% 10/25/2032 (b)(c)(d) |  | 4508063 | 4505471 |
| Tralee Clo VII Ltd / Tralee Clo VII LLC Series 2021-4A Class A1, CME Term SOFR 3 month Index + 1.5816%, 5.8634% 4/25/2034 (b)(c)(d) |  | 12000000 | 12007824 |
| Trestles Clo 2017-1 Ltd Series 2025-6A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4544% 4/25/2038 (b)(c)(d) |  | 1180000 | 1176460 |
| Trestles Clo IV Ltd / Trestles Clo IV LLC Series 2021-4A Class A, CME Term SOFR 3 month Index + 1.4316%, 5.7011% 7/21/2034 (b)(c)(d) |  | 250000 | 250107 |
| Trimaran Cavu Ltd / Trimaran Cavu LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.19%, 5.4595% 1/20/2037 (b)(c)(d) |  | 16000000 | 15949040 |
| Trimaran CAVU Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.38%, 5.6383% 1/25/2038 (b)(c)(d) |  | 350000 | 350592 |
| Trinitas Clo VI Ltd / Trinitas Clo VI LLC Series 2024-6A Class ARRR, CME Term SOFR 3 month Index + 1.33%, 5.6118% 1/25/2034 (b)(c)(d) |  | 4500000 | 4500158 |
| Voya Clo 2014-1 Ltd Series 2018-1A Class AAR2, CME Term SOFR 3 month Index + 1.2516%, 5.5211% 4/18/2031 (b)(c)(d) |  | 72361 | 72357 |
| Voya CLO Ltd Series 2018-1A Class A1R, CME Term SOFR 3 month Index + 1.3316%, 5.6011% 1/20/2031 (b)(c)(d) |  | 67573 | 67690 |
| Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.7761% 4/15/2037 (b)(c)(d) |  | 4109000 | 4121097 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4695% 7/20/2032 (b)(c)(d) |  | 451693 | 451460 |
| Voya CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.15%, 5.4195% 10/18/2031 (b)(c)(d) |  | 2076562 | 2076539 |
| Voya CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 5.4561% 10/15/2031 (b)(c)(d) |  | 337534 | 337567 |
| Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.5904% 1/20/2038 (b)(c)(d) |  | 1927000 | 1927077 |
| Wellfleet CLO Ltd Series 2024-1A Class A1RN, CME Term SOFR 3 month Index + 1.42%, 5.6761% 7/15/2037 (b)(c)(d) |  | 7750000 | 7761625 |
| Whitebox Clo I Ltd Series 2024-1A Class A1RR, CME Term SOFR 3 month Index + 1.32%, 5.5952% 7/24/2036 (b)(c)(d) |  | 411100 | 411401 |
| Whitebox Clo II Ltd / Whitebox Clo II LLC Series 2024-2A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.6552% 10/24/2037 (b)(c)(d) |  | 500000 | 500250 |
| Whitebox Clo III Ltd Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2035 (b)(c)(d) |  | 260000 | 260120 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  |  | 921493001 |
| IRELAND - 0.3%  |  |  |  |
| AlbaCore Euro CLO IV DAC Series 2024-4A Class AR, 3 month EURIBOR + 0.99%, 3.269% 7/15/2035 (b)(c)(d) | EUR | 1000000 | 1133741 |
| Arbour CLO DAC Series 2024-11A Class AR, 3 month EURIBOR + 1.33%, 3.473% 5/15/2038 (b)(c)(d) | EUR | 1000000 | 1136718 |
| Arbour Clo VI Dac Series 2024-6A Class AR, 3 month EURIBOR + 1.15%, 3.293% 11/15/2037 (b)(c)(d) | EUR | 9400000 | 10664051 |
| Arbour Clo VII DAC Series 2024-7A Class BR, 3 month EURIBOR + 2.05%, 4.551% 12/15/2038 (b)(c)(d) | EUR | 5450000 | 6196897 |
| Aurium CLO II DAC Series 2021-2A Class A1RR, 3 month EURIBOR + 0.93%, 3.317% 6/22/2034 (b)(c)(d) | EUR | 1000000 | 1131704 |
| Aurium CLO VII DAC Series 2021-7A Class A, 3 month EURIBOR + 0.83%, 2.973% 5/15/2034 (b)(c)(d) | EUR | 1400000 | 1578855 |
| Aurium Clo VIII DAC Series 2021-8A Class A, 3 month EURIBOR + 0.85%, 3.237% 6/23/2034 (b)(c)(d) | EUR | 2800000 | 3169198 |
| Avoca CLO XXV DAC Series 2021-25A Class A, 3 month EURIBOR + 0.96%, 3.239% 10/15/2034 (b)(c)(d) | EUR | 5000000 | 5658033 |
| BlueMountain Fuji Eur CLO V DAC Series 2019-5A Class A, 3 month EURIBOR + 0.91%, 3.189% 1/15/2033 (b)(c)(d) | EUR | 999175 | 1131120 |
| CVC Cordatus Loan Fund XXI DAC Series 2021-21A Class A1E, 3 month EURIBOR + 0.96%, 3.347% 9/22/2034 (b)(c)(d) | EUR | 8000000 | 9061927 |
| Fortuna Consumer Loan Series 2024-2 Class E, 1 month EURIBOR + 4.1%, 6.22% 10/18/2034 (b) | EUR | 100000 | 115052 |
| Grosvenor Place Clo Dac Series 2024-2A Class A, 3 month EURIBOR + 1.24%, 3.8452% 1/15/2039 (b)(c)(d) | EUR | 10000000 | 11357248 |
| Harvest CLO XXV DAC Series 2021-25A Class AR, 3 month EURIBOR + 0.95%, 3.186% 10/21/2034 (b)(c)(d) | EUR | 3500000 | 3956192 |
| Hayfin Emerald CLO V DAC Series 2024-5A Class AR, 3 month EURIBOR + 1.21%, 3.337% 11/17/2037 (b)(c)(d) | EUR | 10000000 | 11332552 |
| Hayfin Emerald CLO X DAC Series 2024-10A Class AR, 3 month EURIBOR + 1.35%, 3.586% 7/18/2038 (b)(c)(d) | EUR | 2300000 | 2613750 |
| Henley CLO IV DAC Series 2021-4A Class A, 3 month EURIBOR + 0.9%, 3.058% 4/25/2034 (b)(c)(d) | EUR | 2000000 | 2265616 |
| Henley CLO VII DAC Series 2024-7A Class AR, 3 month EURIBOR + 0.99%, 3.148% 4/25/2034 (b)(c)(d) | EUR | 3700000 | 4198825 |
| Invesco Euro CLO I DAC Series 2021-1A Class A1R, 3 month EURIBOR + 0.65%, 2.929% 7/15/2031 (b)(c)(d) | EUR | 7403325 | 8365412 |
| Invesco Euro CLO VII DAC Series 2022-7A Class A, 3 month EURIBOR + 0.99%, 3.269% 1/15/2035 (b)(c)(d) | EUR | 1934000 | 2180815 |
| Palmer Square European Loan Funding Series 2024-2A Class A, 3 month EURIBOR + 0.99%, 3.133% 5/15/2034 (b)(c)(d) | EUR | 4862750 | 5492361 |
| Providus CLO II DAC Series 2024-2A Class ARR, 3 month EURIBOR + 1.16%, 3.439% 10/15/2038 (b)(c)(d) | EUR | 9500000 | 10786775 |
| Providus CLO V DAC Series 2021-5A Class A, 3 month EURIBOR + 0.8%, 2.943% 2/15/2035 (b)(c)(d) | EUR | 7500000 | 8474590 |
| Rockford Tower Europe CLO Series 2024-1A Class AR, 3 month EURIBOR + 1.37%, 3.561% 4/24/2037 (b)(c)(d) | EUR | 1000000 | 1136255 |
| SILK Finance Series 2025-6 Class C, 3 month EURIBOR + 1.7%, 3.754% 12/25/2039 (b)(d)(e) | EUR | 100000 | 113590 |
| Taurs Series 2025-UK2X Class C, SONIA Overnight Deposit Rates SWAP + 2.5%, 6.7324% 2/18/2035 (b)(d)(e) | GBP | 160090 | 217493 |
| Taurs Series 2025-UK2X Class D, SONIA Overnight Deposit Rates SWAP + 3.2%, 7.4324% 2/18/2035 (b)(d)(e) | GBP | 344587 | 467026 |
| UK Logistics DAC Series 2025-1X, SONIA Overnight Deposit Rates SWAP + 4%, 8.4554% 5/17/2035 (b)(d)(e) | GBP | 525000 | 717420 |
| Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (c) |  | 2024606 | 2030886 |
| Voya Euro Clo II DC Series 2021-2A Class AR, 3 month EURIBOR + 0.96%, 3.239% 7/15/2035 (b)(c)(d) | EUR | 8100000 | 9163511 |
| TOTAL IRELAND |  |  | 125847613 |
| ITALY - 0.0%  |  |  |  |
| Auto ABS Italian Stella Loans SRL Series 2025-1 Class C, 1 month EURIBOR + 1.25%, 3.293% 12/28/2040 (b)(d)(e) | EUR | 100000 | 113576 |
| Golden Bar Securitisation Srl Series 2024-1 Class B, 3 month EURIBOR + 1.5%, 3.887% 9/22/2043 (b)(d)(e) | EUR | 90516 | 103424 |
| TOTAL ITALY |  |  | 217000 |
| MULTI-NATIONAL - 0.0%  |  |  |  |
| Aimco Clo 21 Ltd / Aimco Clo 21 LLC Series 2024-21A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7695% 4/18/2037 (b)(c)(d) |  | 4144000 | 4156258 |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.4911% 4/20/2038 (b)(c)(d) |  | 4331000 | 4318925 |
| Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.7818% 7/27/2037 (b)(c)(d) |  | 4720000 | 4722733 |
| TOTAL MULTI-NATIONAL |  |  | 13197916 |
| NETHERLANDS - 0.0%  |  |  |  |
| Avoca CLO XVII DAC Series 2022-17A Class ARR, 3 month EURIBOR + 0.82%, 3.099% 10/15/2032 (b)(c)(d) | EUR | 444987 | 504151 |
| BNPP AM Euro CLO 2019 BV Series 2021-1A Class AR, 3 month EURIBOR + 0.82%, 3.056% 7/22/2032 (b)(c)(d) | EUR | 249691 | 281538 |
| Dryden 59 Euro CLO 2017 BV Series 2018-59A Class A, 3 month EURIBOR + 0.75%, 2.893% 5/15/2032 (b)(c)(d) | EUR | 2621225 | 2961642 |
| Dryden 73 Euro CLO 2019 BV Series 2019-73A Class A1, 3 month EURIBOR + 0.94%, 3.219% 1/15/2034 (b)(c)(d) | EUR | 3698392 | 4190806 |
| Hill Series 2024-2FL Class D, 1 month EURIBOR + 1.95%, 4.07% 10/18/2032 (b)(d)(e) | EUR | 100000 | 111523 |
| TOTAL NETHERLANDS |  |  | 8049660 |
| SPAIN - 0.0%  |  |  |  |
| FTA Consumo Santander Series 2024-7 Class B, 3 month EURIBOR + 1.3%, 3.563% 7/20/2038 (b)(d)(e) | EUR | 86311 | 98458 |
| FTA Consumo Santander Series 2024-7 Class C, 3 month EURIBOR + 1.65%, 3.913% 7/20/2038 (b)(d)(e) | EUR | 86311 | 98342 |
| Fta Consumo Santander Series 2025-8 Class C, 3 month EURIBOR + 1.5%, 3.59% 1/21/2040 (b)(d)(e) | EUR | 100000 | 113684 |
| TOTAL SPAIN |  |  | 310484 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Asimi Funding PLC Series 2025-1 Class C, SONIA Overnight Deposit Rates SWAP + 1.75%, 6.2101% 5/16/2032 (b)(d)(e) | GBP | 100000 | 134922 |
| Cardiff Auto Receivables Securitisation 2024-1 Series 2024-1 Class C, SONIA Overnight Deposit Rates SWAP + 1.9%, 6.113% 8/20/2031 (b)(d)(e) | GBP | 100000 | 134746 |
| Cardiff Auto Receivables Securitisation 2024-1 Series 2024-1 Class D, SONIA Overnight Deposit Rates SWAP + 2.6%, 6.8178% 8/20/2031 (b)(d)(e) | GBP | 100000 | 134959 |
| Dowson PLC Series 2024-1 Class E, SONIA Overnight Deposit Rates SWAP + 3.95%, 8.1679% 8/20/2031 (b)(d)(e) | GBP | 372000 | 491756 |
| Dowson PLC Series 2024-1 Class F, SONIA Overnight Deposit Rates SWAP + 6.95%, 11.1679% 8/20/2031 (b)(d)(e) | GBP | 544000 | 725877 |
| Newday Funding Master Issuer PLC Series 2024-2X Class D, SONIA Overnight Deposit Rates SWAP + 2.65%, 6.868% 7/15/2032 (b)(d)(e) | GBP | 100000 | 135946 |
| TOTAL UNITED KINGDOM |  |  | 1758206 |
| UNITED STATES - 2.2%  |  |  |  |
| 37 Capital Clo 1 Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.28%, 5.5361% 10/15/2034 (b)(c)(d) |  | 11500000 | 11493284 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (c) |  | 3568169 | 3592758 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (c) |  | 3207268 | 3229370 |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (c) |  | 2129336 | 2132934 |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (c) |  | 2478263 | 2403943 |
| AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (c) |  | 365578 | 341829 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (c) |  | 2875773 | 2705628 |
| ACC Trust Series 2022-1 Class C, 3.24% 10/20/2025 (c) |  | 267495 | 78373 |
| Accelarated LLC Series 2021-1H Class D, 3.58% 10/20/2040 (c) |  | 77377 | 69137 |
| Accelerated LLC Series 2024-1A Class D, 7.85% 8/22/2044 (c) |  | 2543103 | 2516169 |
| Accredited Mortgage Loan Trust Series 2006-1 Class M1, CME Term SOFR 1 month Index + 0.4445%, 1.4807% 4/25/2036 (b)(d) |  | 1238832 | 1170098 |
| ACE Securities Corp Mortgage Loan Trust Series 2007-D1 Class A4, 6.93% 2/25/2038 (c)(f) |  | 601977 | 505627 |
| ACHV ABS Trust Series 2023-3PL Class C, 7.35% 8/19/2030 (c) |  | 437902 | 438737 |
| Achv Abs Trust Series 2024-3AL Class A, 5.01% 12/26/2031 (c) |  | 463546 | 462950 |
| Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (c) |  | 2300000 | 2309493 |
| Affirm Asset Securitization Trust Series 2024-A Class A, 5.61% 2/15/2029 (c) |  | 155000 | 155511 |
| Affirm Asset Securitization Trust Series 2024-B Class B, 4.88% 9/15/2029 (c) |  | 1000000 | 995988 |
| Affirm Asset Securitization Trust Series 2024-B Class C, 5.06% 9/15/2029 (c) |  | 1000000 | 992843 |
| Affirm Asset Securitization Trust Series 2024-X1 Class A, 6.27% 5/15/2029 (c) |  | 288795 | 289112 |
| Affirm Asset Securitization Trust Series 2025-X1 Class C, 5.34% 4/15/2030 (c) |  | 100000 | 99773 |
| Affirm Master Trust Series 2025-1A Class A, 4.99% 2/15/2033 (c) |  | 1491000 | 1493957 |
| Affirm Master Trust Series 2025-1A Class B, 5.13% 2/15/2033 (c) |  | 156000 | 156366 |
| Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.6224% 7/20/2037 (b)(c)(d) |  | 4828000 | 4828415 |
| ALLO Issuer LLC Series 2025-1A Class B, 6.163% 4/20/2055 (c) |  | 3260000 | 3294890 |
| Ally Auto Receivables Trust Series 2024-1 Class A2, 5.32% 1/15/2027  |  | 265855 | 266062 |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  |  | 3210000 | 3227251 |
| Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (c) |  | 2903480 | 2898232 |
| American Credit Acceptance Receivables Trust Series 2023-2 Class D, 6.47% 8/13/2029 (c) |  | 1000000 | 1010843 |
| American Credit Acceptance Receivables Trust Series 2023-3 Class D, 6.82% 10/12/2029 (c) |  | 2180000 | 2223367 |
| American Credit Acceptance Receivables Trust Series 2025-1 Class D, 5.54% 8/12/2031 (c) |  | 2850000 | 2855567 |
| American Express Credit Account Master Trust Series 2023-1 Class A, 4.87% 5/15/2028  |  | 7680000 | 7712636 |
| American Homes 4 Rent Series 2015-SFR2 Class E, 6.07% 10/17/2052 (c) |  | 545000 | 543883 |
| Ameriquest Mortgage Securities, Inc. Series 2004-R10 Class M3, CME Term SOFR 1 month Index + 1.3145%, 5.6392% 11/25/2034 (b)(d) |  | 3108480 | 2893914 |
| Amsr 2021-Sfr3 Trust Series 2021-SFR3 Class E2, 2.427% 10/17/2038 (c) |  | 3178896 | 3026755 |
| Amsr 2022-Sfr1 Trust Series 2022-SFR1 Class F, 6.021% 3/17/2039 (c) |  | 373005 | 367827 |
| Amsr 2023-Sfr2 Trust Series 2023-SFR2 Class E1, 3.95% 6/17/2040 (c) |  | 2650000 | 2486571 |
| Amsr 2023-Sfr2 Trust Series 2023-SFR2 Class E2, 3.95% 6/17/2040 (c) |  | 3100000 | 2869690 |
| AMSR Trust Series 2019-SFR1 Class F, 3.867% 1/19/2039 (c) |  | 576000 | 553977 |
| AMSR Trust Series 2019-SFR1 Class G, 4.857% 1/19/2039 (c) |  | 230000 | 222076 |
| AMSR Trust Series 2019-SFR1 Class H, 6.04% 1/19/2039 (c) |  | 330000 | 320251 |
| AMSR Trust Series 2020-SFR2 Class E1, 4.028% 7/17/2037 (c) |  | 1000000 | 996505 |
| AMSR Trust Series 2020-SFR2 Class E2, 4.277% 7/17/2037 (c) |  | 469108 | 467513 |
| AMSR Trust Series 2020-SFR2 Class G, 4% 7/17/2037 (c) |  | 160904 | 160237 |
| AMSR Trust Series 2020-SFR2 Class H, 5.25% 7/17/2037 (c) |  | 577704 | 575739 |
| AMSR Trust Series 2020-SFR3 Class F, 3.553% 9/17/2037 (c) |  | 356300 | 353085 |
| AMSR Trust Series 2021-SFR1 Class B, 2.153% 6/17/2038 (c) |  | 4000000 | 3692998 |
| AMSR Trust Series 2021-SFR2 Class D, 2.278% 8/17/2038 (c) |  | 1150000 | 1107482 |
| AMSR Trust Series 2021-SFR2 Class F1, 3.275% 8/17/2038 (c) |  | 380318 | 367666 |
| AMSR Trust Series 2021-SFR4 Class F1, 3.158% 12/17/2038 (c) |  | 2500000 | 2369049 |
| AMSR Trust Series 2022-SFR3 Class D, 4% 10/17/2039 (c) |  | 2115000 | 2034400 |
| AMSR Trust Series 2022-SFR3 Class F, 4% 10/17/2039 (c) |  | 2400000 | 2253180 |
| AMSR Trust Series 2023-SFR1 Class F, 4% 4/17/2040 (c) |  | 4644946 | 4284158 |
| AMSR Trust Series 2024-SFR2G Class G1, 4.5% 8/19/2028  |  | 2500000 | 2068750 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (c) |  | 819046 | 794479 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (c) |  | 165225 | 152011 |
| Aqua Finance Trust 2019-A Series 2019-A Class B, 3.47% 7/16/2040 (c) |  | 275244 | 266054 |
| Aqua Finance Trust Series 2020-AA Class B, 2.79% 7/17/2046 (c) |  | 1378479 | 1303563 |
| Aqua Finance Trust Series 2020-AA Class C, 3.97% 7/17/2046 (c) |  | 101143 | 97905 |
| Aqua Finance Trust Series 2020-AA Class D, 7.15% 7/17/2046 (c) |  | 1223502 | 1213185 |
| Argent Securities Inc Series 2005-W1 Class A2, CME Term SOFR 1 month Index + 0.5945%, 4.9192% 5/25/2035 (b) |  | 441395 | 356742 |
| Argent Securities Inc Series 2005-W5 Class A2D, CME Term SOFR 1 month Index + 0.7545%, 5.0792% 1/25/2036 (b)(d) |  | 2166226 | 2006342 |
| Argent Securities, Inc. Series 2006-M1 Class A2C, CME Term SOFR 1 month Index + 0.4145%, 4.7392% 7/25/2036 (b) |  | 147086 | 39153 |
| Ari Fleet Lease Trust 2024-B Series 2024-B Class A2, 5.54% 4/15/2033 (c) |  | 485315 | 487847 |
| Ari Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (c) |  | 320000 | 318496 |
| Asset Backed Securities Corp Long Beach Home Equity Loan Trust 2000-LB1 Series 2004-HE9 Class M1, CME Term SOFR 1 month Index + 1.0895%, 5.4142% 12/25/2034 (b) |  | 941094 | 870572 |
| Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (c) |  | 1865000 | 1865416 |
| Avis Budget Rental Car Funding AESOP LLC Series 2021-2A Class C, 2.35% 2/20/2028 (c) |  | 2435000 | 2316632 |
| Bank of America Auto Trust Series 2023-1A Class A3, 5.53% 2/15/2028 (c) |  | 2261254 | 2275817 |
| Bastion Funding I LLC Series 2023-1A Class A2, 7.119% 4/25/2038 (c) |  | 1179045 | 1182110 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-EC1 Class M4, CME Term SOFR 1 month Index + 1.0595%, 4.5181% 12/25/2035 (b) |  | 592774 | 568164 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-HE5 Class M2, CME Term SOFR 1 month Index + 0.5945%, 4.9192% 6/25/2036 (b) |  | 205901 | 199265 |
| Bear Stearns Asset Backed Securities Trust Series 2003-SD2 Class 2A, 6.6679% 6/25/2043 (d) |  | 2771 | 2824 |
| Bear Stearns Asset Backed Securities Trust Series 2005-2 Class M5, CME Term SOFR 1 month Index + 5.3645%, 6.3368% 6/25/2035 (b) |  | 600000 | 607379 |
| Bear Stearns Structured Products Trust Series 2007-EMX1 Class M1, CME Term SOFR 1 month Index + 2.1145%, 6.4392% 3/25/2037 (b)(c) |  | 156976 | 154918 |
| Bear Stearns Structured Products Trust Series 2007-EMX1 Class M3, CME Term SOFR 1 month Index + 2.1145%, 6.4392% 3/25/2037 (b)(c) |  | 1615045 | 1370501 |
| BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.6477% 1/15/2035 (b)(c)(d) |  | 4844000 | 4854899 |
| Betony Clo 2 Ltd Series 2018-1A Class A1, CME Term SOFR 3 month Index + 1.3416%, 5.6213% 4/30/2031 (b)(c)(d) |  | 548515 | 549010 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (c) |  | 6441604 | 5994012 |
| Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (c)(f) |  | 2524672 | 2520346 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  |  | 500000 | 502589 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (c) |  | 1174000 | 1185514 |
| Bonds LLC Series 2024-FL13 Class A, CME Term SOFR 1 month Index + 1.5762%, 5.9029% 9/19/2039 (b)(c)(d) |  | 262000 | 262164 |
| Bonds LLC Series 2025-FL14 Class AS, CME Term SOFR 1 month Index + 1.5714%, 5.8958% 10/21/2042 (b)(c)(d) |  | 3150000 | 3122415 |
| Bravo Residential Funding Trust Series 2024-CES2 Class A1A, 5.549% 9/25/2054 (c) |  | 428190 | 428314 |
| Brex Commercial Charge Card Master Trust Series 2024-1 Class A1, 6.05% 7/15/2027 (c) |  | 134000 | 135070 |
| Bridge Trust Series 2022-SFR1 Class A, 3.4% 11/17/2037 (c) |  | 5470744 | 5410993 |
| Bridge Trust Series 2022-SFR1 Class E1, 6.3% 11/17/2037 (c) |  | 3000000 | 2993561 |
| Bridgecrest Lending Auto Securitization Trust Series 2024-1 Class E, 8.43% 10/15/2030 (c) |  | 1995000 | 2042693 |
| Business Jet Securities LLC Series 2022-1A Class C, 6.413% 6/15/2037 (c) |  | 277649 | 273828 |
| Business Jet Securities LLC Series 2024-1A Class C, 9.132% 5/15/2039 (c) |  | 1469226 | 1497850 |
| BXG Receivables Note Trust Series 2018-A Class C, 4.44% 2/2/2034 (c) |  | 15620 | 15539 |
| BXG Receivables Note Trust Series 2020-A Class B, 2.49% 2/28/2036 (c) |  | 935931 | 885777 |
| BXG Receivables Note Trust Series 2022-A Class A, 4.12% 9/28/2037 (c) |  | 2819619 | 2769747 |
| BXG Receivables Note Trust Series 2023-A Class C, 7.38% 11/15/2038 (c) |  | 513496 | 522442 |
| C-Bass Trust Series 2006-MH1 Class B2, 6.75% 10/25/2036 (c)(f) |  | 1068895 | 858059 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  |  | 3006000 | 3048528 |
| CarMax Auto Owner Trust Series 2024-2 Class A2A, 5.65% 5/17/2027  |  | 645615 | 647098 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  |  | 2253000 | 2282552 |
| Carmax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  |  | 600000 | 603735 |
| CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027  |  | 584901 | 587006 |
| CarMax Select Receivables Trust Series 2024-A Class A3, 5.4% 11/15/2028  |  | 700000 | 706843 |
| CarMax Series 2023-3 Class A2A, 5.72% 11/16/2026  |  | 183307 | 183397 |
| CarNow Auto Receivables Trust Series 2022-1A Class E, 8.29% 8/15/2028 (c)(i) |  | 351000 | 130275 |
| Carrington Mortgage Loan Trust Series 2005-FRE1 Class M2, CME Term SOFR 1 month Index + 0.8495%, 5.1742% 12/25/2035 (b) |  | 7279304 | 6997428 |
| Cars Mti-1 L P / Cars Mti-2 L L C / Cars Mti-3 L L C / Cars Mti-4 L P / Cars Mti-5 L P / (Cars Mti-7 L L C) Series 2020-1A Class A3, 3.1% 12/15/2050 (c) |  | 165933 | 155300 |
| CARS-DB4 LP Series 2020-1A Class A6, 3.81% 2/15/2050 (c) |  | 136212 | 125717 |
| CARS-DB4 LP Series 2020-1A Class B2, 4.52% 2/15/2050 (c) |  | 262127 | 252101 |
| CARS-DB4 LP Series 2020-1A Class B3, 4.95% 2/15/2050 (c) |  | 292260 | 261427 |
| Carvana Auto Receivables Series 2023-P3 Class A4, 5.71% 7/10/2029 (c) |  | 1418000 | 1451867 |
| Carvana Auto Receivables Trust 2023-P1 Series 2023-P1 Class A3, 5.98% 12/10/2027 (c) |  | 427218 | 429348 |
| Carvana Auto Receivables Trust Series 2022-P1 Class A4, 3.52% 2/10/2028  |  | 2500000 | 2477001 |
| Carvana Auto Receivables Trust Series 2024-N3 Class D, 5.38% 12/10/2030 (c) |  | 3000000 | 2977279 |
| Cascade MH Asset Trust Series 2019-MH1 Class B, 5% 11/25/2044 (c)(i) |  | 497340 | 456598 |
| Cascade MH Asset Trust Series 2024-MH1 Class B1, 7.504% 11/25/2056 (c)(d) |  | 2123000 | 2164092 |
| Cascade MH Asset Trust Series 2024-MH1 Class B2, 8.3517% 11/25/2056 (c)(d) |  | 1450000 | 1418031 |
| Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (c) |  | 1046331 | 1017132 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (c) |  | 3435581 | 3255228 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (c) |  | 2927377 | 2429741 |
| Ccg Receivables Trust. Series 2025-1 Class A2, 4.48% 10/14/2032 (c) |  | 1260000 | 1259893 |
| Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.5924% 4/20/2035 (b)(c)(d) |  | 7060000 | 7059929 |
| Centex Home Equity Loan Trust Series 2001-B Class A6, 6.36% 7/25/2032  |  | 295 | 284 |
| Cfin 2022-Rtl1 Issuer LLC Series 2022-RTL1 Class AA, 4.75% 2/16/2026 (c)(d) |  | 99078 | 98286 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (c) |  | 1014324 | 1003763 |
| Chase Auto Owner Trust Series 2022-AA Class A3, 3.98% 6/25/2027 (c) |  | 1058144 | 1056124 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (c) |  | 3005000 | 3026232 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  |  | 1700000 | 1741149 |
| Chase Issuance Trust Series 2024-A2 Class A, 4.63% 1/15/2031  |  | 1200000 | 1211157 |
| CIT Mortgage Loan Trust Series 2007-1 Class 1M2, CME Term SOFR 1 month Index + 2.7395%, 7.0642% 10/25/2037 (b)(c) |  | 700000 | 673984 |
| CIT Mortgage Loan Trust Series 2007-1 Class 2M2, CME Term SOFR 1 month Index + 2.7395%, 7.0642% 10/25/2037 (b)(c) |  | 1938000 | 1802607 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  |  | 5400000 | 5330340 |
| Citizens Auto Receivables Trust Series 2023-1 Class A3, 5.84% 1/18/2028 (c) |  | 13843475 | 13929966 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (c) |  | 2603000 | 2619738 |
| Cldcd Series 2024-1A Class A2, 5.781% 11/22/2049 (c) |  | 5270000 | 5281371 |
| Clover CLOLLC Series 2024-1A Class A1RR, CME Term SOFR 3 month Index + 1.53%, 5.7995% 4/20/2037 (b)(c)(d) |  | 350000 | 351072 |
| College Avenue Student Loans LLC Series 2021-C Class B, 2.72% 7/26/2055 (c) |  | 321435 | 291176 |
| College Avenue Student Loans LLC Series 2023-B Class A1A, 6.5% 6/25/2054 (c) |  | 274035 | 285325 |
| College Avenue Student Loans LLC Series 2024-A Class A1B, U.S. 30-Day Avg. SOFR Index + 1.75%, 6.072% 6/25/2054 (b)(c)(d) |  | 345859 | 351800 |
| Concord Music Royalties LLC Series 2024-1A Class A, 5.644% 10/20/2074 (c) |  | 163000 | 160550 |
| Connecticut Avenue Securities Trust 2022-R01 Series 2022-R01 Class 1M2, U.S. 30-Day Avg. SOFR Index + 1.9%, 6.222% 12/25/2041 (b)(c)(d) |  | 1100000 | 1109846 |
| Conseco Finance Corp Series 1998-4 Class M1, 6.83% 4/1/2030  |  | 234391 | 237895 |
| Consolidated Communications LLC / Fidium Fiber Fin Holdco LLC Series 2025-1A Class A2, 6% 5/20/2055 (c) |  | 1600000 | 1617188 |
| COOF Securitization Trust 2014-1 Ltd Series 2014-1 Class A, 3.313% 6/25/2040 (c)(d)(g) |  | 28348 | 2004 |
| Copar 2021-1 Series 2021-1 Class A3, 0.77% 9/15/2026  |  | 473227 | 472051 |
| Corevest American Finance Trust Series 2018-1 Class E, 5.9319% 6/15/2051 (c)(d) |  | 3034000 | 2984991 |
| Corevest American Finance Trust Series 2020-2 Class A, 3.376% 5/15/2052 (c) |  | 6899 | 6844 |
| Corevest American Finance Trust Series 2020-2 Class B, 4.244% 5/15/2052 (c) |  | 3444135 | 3406095 |
| Countrywide Asset Bd Ctf 06-11 Tr Series 2006-11 Class 1AF4, 6.3% 12/25/2035 (Ambac Assurance Corp Insured) (d) |  | 1032061 | 998081 |
| CPS Auto Receivables Trust Series 2023-D Class C, 7.17% 1/15/2030 (c) |  | 2500000 | 2549330 |
| Credit Acceptance Auto Loan Trust Series 2022-3A Class A, 6.57% 10/15/2032 (c) |  | 147285 | 147384 |
| Credit Acceptance Auto Loan Trust Series 2022-3A Class D, 9% 4/18/2033 (c) |  | 292000 | 299556 |
| Credit Acceptance Auto Loan Trust Series 2023-1A Class C, 7.71% 7/15/2033 (c) |  | 1008000 | 1035642 |
| Credit Acceptance Auto Loan Trust Series 2023-2A Class C, 7.15% 9/15/2033 (c) |  | 658000 | 672140 |
| Credit Acceptance Auto Loan Trust Series 2023-3A Class C, 7.62% 12/15/2033 (c) |  | 4000000 | 4145418 |
| Credit Acceptance Auto Loan Trust Series 2023-5A Class C, 7.3% 4/17/2034 (c) |  | 2550000 | 2644638 |
| Credit Acceptance Auto Loan Trust Series 2024-3A Class C, 5.39% 1/16/2035 (c) |  | 3000000 | 3018679 |
| CWABS Asset Backed Certificates Trust Series 2006-14 Class M1, CME Term SOFR 1 month Index + 0.5495%, 4.8742% 2/25/2037 (b) |  | 367982 | 318125 |
| CWABS Asset Backed Notes Trust Series 2007-SEA2 Class 2A1, CME Term SOFR 1 month Index + 1.6145%, 5.9392% 6/25/2047 (b)(c)(d) |  | 74853 | 59566 |
| CWABS Inc Asset-Backed Certificates Series 2004-1 Class 3A, CME Term SOFR 1 month Index + 0.6745%, 4.9992% 4/25/2034 (b)(d) |  | 8675 | 7940 |
| CWABS Inc Asset-Backed Certificates Series 2004-6 Class M1, CME Term SOFR 1 month Index + 1.0145%, 5.3392% 10/25/2034 (b)(d) |  | 2625 | 2605 |
| CWABS Inc Asset-Backed Certificates Series 2005-3 Class MF3, 5.682% 8/25/2035 (d)(i) |  | 1179789 | 880744 |
| CyrusOne Data Centers Issuer I LLC Series 2025-1A Class A2, 5.91% 2/20/2050 (c) |  | 2590000 | 2634368 |
| Databank Issuer LLC Series 2021-1A Class A2, 2.06% 2/27/2051 (c) |  | 564627 | 550297 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (c) |  | 6781880 | 6674447 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (c) |  | 1389600 | 1331491 |
| Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (c) |  | 2155000 | 2159132 |
| Diamond Infrastructure Funding LLC Series 2021-1A Class A, 1.76% 4/15/2049 (c) |  | 1200000 | 1135554 |
| DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (c) |  | 142322 | 142543 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (c) |  | 2091000 | 2114631 |
| DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (c) |  | 1584903 | 1587259 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (c) |  | 979000 | 992641 |
| Domino's Pizza Master Issuer LLC Series 2019-1A Class A2, 3.668% 10/25/2049 (c) |  | 1196160 | 1129055 |
| Drive Auto Receivables Trust Series 2024-2 Class D, 4.94% 5/17/2032  |  | 2200000 | 2191922 |
| DT Auto Owner Trust Series 2023-2A Class E, 11.06% 4/15/2030 (c) |  | 800000 | 861152 |
| DT Auto Owner Trust Series 2023-3A Class D, 7.12% 5/15/2029 (c) |  | 3936000 | 4075460 |
| DT Auto Owner Trust Series 2023-3A Class E, 10.21% 5/15/2030 (c) |  | 950000 | 1013165 |
| Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.7661% 7/15/2037 (b)(c)(d) |  | 4210000 | 4220235 |
| ECMC Group Student Loan Trust Series 2021-1A Class A1B, U.S. 30-Day Avg. SOFR Index + 0.6845%, 5.0065% 11/25/2070 (b)(c)(d) |  | 511313 | 504154 |
| Elara HGV Timeshare Issuer LLC Series 2019-A Class C, 3.45% 1/25/2034 (c) |  | 18434 | 18082 |
| Elara HGV Timeshare Issuer LLC Series 2021-A Class D, 3.32% 8/27/2035 (c) |  | 235153 | 218575 |
| ELFI Graduate Loan Program LLC Series 2023-A Class A, 6.37% 2/4/2048 (c) |  | 524512 | 542350 |
| Elfi Graduate Loan Program LLC Series 2024-A Class A, 5.56% 8/25/2049 (c) |  | 1079322 | 1088109 |
| Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A4, 4.58% 12/22/2031 (c) |  | 960000 | 957944 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (c) |  | 3143400 | 3189228 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (c) |  | 3400000 | 3404688 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A4, 4.7% 6/20/2031 (c) |  | 82000 | 82327 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (c) |  | 1454742 | 1461074 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (c) |  | 1900000 | 1928929 |
| Equity One Mortgage Pass-Through Trust 2002-5 Series 2003-3 Class M2, 5.459% 12/25/2033 (d) |  | 836576 | 707410 |
| Exeter Automobile Receivables Trust Series 2023-4A Class D, 6.95% 12/17/2029  |  | 1205000 | 1239987 |
| Exeter Automobile Receivables Trust Series 2023-4A Class E, 9.57% 2/18/2031 (c) |  | 1015000 | 1108295 |
| Exeter Automobile Receivables Trust Series 2023-5A Class D, 7.13% 2/15/2030  |  | 1467000 | 1522376 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  |  | 695000 | 694407 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030  |  | 475000 | 474328 |
| FHF Issuer Trust Series 2023-2A Class C, 7.97% 12/17/2029 (c) |  | 3000000 | 3157144 |
| Figre Trust Series 2024-SL1 Class A1, 5.748% 7/25/2053 (c) |  | 1306261 | 1301412 |
| First Frankin Mortgage Loan Trust Series 2006-FF13 Class A1, CME Term SOFR 1 month Index + 0.3545%, 4.6792% 10/25/2036 (b) |  | 33913 | 21286 |
| Firstkey Homes Trust Series 2020-SFR1 Class F1, 3.638% 8/17/2037 (c) |  | 111000 | 110171 |
| Firstkey Homes Trust Series 2020-SFR1 Class H, 0% 8/17/2037 (c)(h) |  | 3500000 | 3429998 |
| Firstkey Homes Trust Series 2020-SFR2 Class F1, 3.017% 10/19/2037 (c) |  | 638000 | 629327 |
| Firstkey Homes Trust Series 2020-SFR2 Class F2, 3.117% 10/19/2037 (c) |  | 570000 | 562120 |
| FirstKey Homes Trust Series 2021-SFR1 Class C, 1.888% 8/17/2038 (c) |  | 1100000 | 1054243 |
| FirstKey Homes Trust Series 2021-SFR1 Class E2, 2.489% 8/17/2038 (c) |  | 292000 | 279969 |
| FirstKey Homes Trust Series 2021-SFR1 Class F1, 3.238% 8/17/2038 (c) |  | 300000 | 289560 |
| FirstKey Homes Trust Series 2021-SFR1 Class F2, 3.452% 8/17/2038 (c) |  | 1500000 | 1450249 |
| FirstKey Homes Trust Series 2021-SFR2 Class E2, 2.358% 9/17/2038 (c) |  | 1763000 | 1684697 |
| FirstKey Homes Trust Series 2021-SFR2 Class F2, 3.157% 9/17/2038 (c) |  | 2400000 | 2284485 |
| FirstKey Homes Trust Series 2021-SFR3 Class F2, 3.832% 12/17/2038 (c) |  | 3000000 | 2876641 |
| Firstkey Homes Trust Series 2022-SFR1 Class E1, 5% 5/19/2039 (c) |  | 1826000 | 1805874 |
| Firstkey Homes Trust Series 2022-SFR1 Class F1, 0% 5/19/2039 (c)(h) |  | 2000000 | 1730158 |
| Firstkey Homes Trust Series 2022-SFR1 Class F2, 0% 5/19/2039 (c)(h) |  | 900000 | 769817 |
| Firstkey Homes Trust Series 2022-SFR2 Class E2, 4.5% 7/17/2039 (c) |  | 497000 | 479193 |
| Firstkey Homes Trust Series 2022-SFR2 Class F1, 4.5% 7/17/2039 (c) |  | 4000000 | 3826366 |
| Firstkey Homes Trust Series 2022-SFR2 Class F2, 4.5% 7/17/2039 (c) |  | 1000000 | 951892 |
| Firstkey Homes Trust Series 2022-SFR2 Class G, 4.5% 7/17/2039 (c) |  | 1700000 | 1594545 |
| Firstkey Homes Trust Series 2022-SFR3 Class E1, 3.5% 7/17/2038 (c) |  | 3500000 | 3394913 |
| Firstkey Homes Trust Series 2022-SFR3 Class E2, 3.5% 7/17/2038 (c) |  | 229000 | 221407 |
| Firstkey Homes Trust Series 2022-SFR3 Class F1, 0% 7/17/2038 (c)(h) |  | 2000000 | 1844174 |
| Flagship Credit Auto Trust Series 2023-2 Class C, 5.81% 5/15/2029 (c) |  | 180000 | 181266 |
| Flagship Credit Auto Trust Series 2023-3 Class D, 6.58% 8/15/2029 (c) |  | 1091000 | 1092781 |
| Flagship Credit Auto Trust Series 2024-1 Class A2, 5.64% 3/15/2028 (c) |  | 522240 | 523522 |
| Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.5861% 1/15/2038 (b)(c)(d) |  | 3440000 | 3436206 |
| Fmc Gmsr Issuer Tr Series 2020-GT1 Class A, 4.45% 1/25/2026 (c) |  | 438000 | 423929 |
| Fmc Gmsr Issuer Tr Series 2021-GT1 Class B, 4.36% 7/25/2026 (c) |  | 234042 | 219677 |
| Fmc Gmsr Issuer Tr Series 2021-GT2 Class A, 3.85% 10/25/2026 (c) |  | 4000000 | 3758293 |
| Fmc Gmsr Issuer Tr Series 2021-GT2 Class B, 4.44% 10/25/2026 (c) |  | 661257 | 620744 |
| Fmc Gmsr Issuer Tr Series 2022-GT1 Class A, 6.19% 4/25/2027 (c) |  | 4292553 | 4288288 |
| Fmc Gmsr Issuer Tr Series 2022-GT1 Class B, 7.17% 4/25/2027 (c) |  | 675797 | 681776 |
| Fmc Gmsr Issuer Tr Series 2022-GT2 Class A, 7.9% 7/25/2027 (c) |  | 373005 | 375679 |
| Fmc Gmsr Issuer Tr Series 2022-GT2 Class B, 10.07% 7/25/2027 (c) |  | 672872 | 691754 |
| Fna 8 LLC Series 2025-1 Class A, 5.623% 3/15/2045 (c)(d) |  | 644338 | 643999 |
| Ford Auto Securitization Trust II Series 2024-AA Class A2, 5.053% 7/15/2028 (c) | CAD | 3997419 | 2958675 |
| Ford Credit Auto Owner Trust Series 2021-1 Class C, 1.91% 10/17/2033 (c) |  | 1190000 | 1157304 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (c) |  | 5800000 | 5818298 |
| Foundation Finance Trust Series 2020-1A Class C, 5.75% 7/16/2040 (c) |  | 136000 | 135949 |
| Foundation Finance Trust Series 2023-2A Class A, 6.53% 6/15/2049 (c) |  | 213016 | 220547 |
| Foundation Finance Trust Series 2023-2A Class B, 6.97% 6/15/2049 (c) |  | 1959689 | 2023905 |
| Foundation Finance Trust Series 2024-2A Class B, 4.93% 3/15/2050 (c) |  | 100000 | 99204 |
| Freed ABS Trust Series 2021-3FP Class D, 2.37% 11/20/2028 (c) |  | 430967 | 428521 |
| FRTKL Series 2021-SFR1 Class F, 3.171% 9/17/2038 (c) |  | 128000 | 120903 |
| FS Rialto Issuer LLC Series 2024-FL9 Class A, CME Term SOFR 1 month Index + 1.6306%, 5.955% 10/19/2039 (b)(c)(d) |  | 245000 | 245229 |
| FS Rialto Issuer LLC Series 2025-FL10 Class A, CME Term SOFR 1 month Index + 1.3851%, 5.7117% 8/19/2042 (b)(c)(d) |  | 110000 | 109588 |
| Gcbsl Series 2025-48A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.591% 4/17/2038 (b)(c)(d) |  | 250000 | 250438 |
| GE Mortgage Services LLC Series 1999-HE1 Class A6, 6.7% 4/25/2029  |  | 2235 | 2223 |
| Genesis Sales Fin Master Tr Series 2024-B Class A, 5.87% 12/20/2032 (c) |  | 7400000 | 7421430 |
| Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (c) |  | 4904782 | 4860124 |
| Gls Auto Receivables Issuer Tr 2023-2 Series 2023-2A Class C, 5.69% 3/15/2029 (c) |  | 341000 | 342853 |
| Gls Auto Receivables Issuer Trust 2024-2 Series 2024-2A Class A2, 5.77% 6/15/2027 (c) |  | 922348 | 923937 |
| GLS Auto Receivables Issuer Trust Series 2022-1A Class D, 3.97% 1/18/2028 (c) |  | 4619000 | 4587856 |
| Gls Auto Receivables Trust 2023-3 Series 2023-3A Class D, 6.44% 5/15/2029 (c) |  | 1407000 | 1438179 |
| Gls Auto Receivables Trust 2023-3 Series 2023-3A Class E, 9.27% 8/15/2030 (c) |  | 1000000 | 1072895 |
| GLS Auto Select Receivables Trust Series 2023-1A Class B, 6.09% 3/15/2029 (c) |  | 175000 | 178743 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028  |  | 2701900 | 2718554 |
| GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026  |  | 965694 | 967615 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (c) |  | 3610000 | 3631334 |
| Goldentree Loan Management US Clo 7 Ltd Series 2024-7A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.3695% 4/20/2034 (b)(c)(d) |  | 5780000 | 5774180 |
| Goldman Home Improvement Trust 2022-Grn1 Issuer Trust Series 2022-GRN1 Class A, 4.5% 6/25/2052 (c) |  | 186586 | 185439 |
| Goodgreen 2017-2 Trust Series 2017-2A Class A, 3.26% 10/15/2053 (c) |  | 115926 | 102660 |
| Goodgreen 2023-1 Series 2023-1A Class A, 5.9% 1/17/2061 (c) |  | 577261 | 541776 |
| Goodleap Home Improvement Solutions Trust Series 2024-1A Class A, 5.35% 10/20/2046 (c) |  | 1160511 | 1161184 |
| Goodleap Home Improvement Solutions Trust Series 2025-1A Class A, 5.38% 2/20/2049 (c) |  | 2661443 | 2672389 |
| Goodleap Home Improvement Solutions Trust Series 2025-1A Class B, 6.27% 2/20/2049 (c) |  | 34919 | 35023 |
| Goodleap Sustainable Home Solution Trust Series 2023-3C Class A, 6.5% 7/20/2055 (c) |  | 840576 | 782614 |
| Goodleap Sustainable Home Solution Trust Series 2023-4C Class A, 6.48% 3/20/2057 (c) |  | 1546579 | 1507370 |
| Goodleap Sustainable Home Solution Trust Series 2024-1GS Class A, 6.25% 6/20/2057 (c) |  | 2665560 | 2532998 |
| Gracie Point International Funding LLC Series 2023-1A Class A, U.S. 90-Day Avg. SOFR Index + 1.95%, 6.3744% 9/1/2026 (b)(c)(d) |  | 100103 | 99990 |
| Gracie Point International Funding LLC Series 2024-1A Class A, U.S. 90-Day Avg. SOFR Index + 1.7%, 6.1218% 3/1/2028 (b)(c)(d) |  | 318000 | 316700 |
| Granite Park Equipment Leasing LLC Series 2023-1A Class E, 7% 6/20/2035 (c) |  | 1587000 | 1553841 |
| Great America Leasing Receivables Funding LLC Series 2025-1 Series 2025-1 Class A2, 4.52% 10/15/2027 (c) |  | 5000000 | 4992993 |
| Great America Leasing Receivables Funding LLC Series 2025-1 Series 2025-1 Class A3, 4.49% 4/16/2029 (c) |  | 1400000 | 1396970 |
| Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.4688% 1/25/2038 (b)(c)(d) |  | 4445000 | 4442022 |
| Greensky Home Improvement Trust 2024-1 Series 2024-1 Class A3, 5.55% 6/25/2059 (c) |  | 500000 | 510067 |
| Greensky Home Improvement Trust 2024-1 Series 2024-1 Class A4, 5.67% 6/25/2059 (c) |  | 1007695 | 1024610 |
| Greensky Home Improvement Trust 2024-1 Series 2024-1 Class B, 5.87% 6/25/2059 (c) |  | 100000 | 101132 |
| Greensky Home Improvement Trust Series 2024-2 Class A2, 5.25% 10/27/2059 (c) |  | 4310674 | 4316342 |
| Greensky Home Improvement Trust Series 2024-2 Class A3, 5.15% 10/27/2059 (c) |  | 3500000 | 3521616 |
| Greensky Home Improvement Trust Series 2024-2 Class A4, 5.15% 10/27/2059 (c) |  | 194213 | 195141 |
| Greensky Home Improvement Trust Series 2024-2 Class B, 5.26% 10/27/2059 (c) |  | 758000 | 757577 |
| Greensky Home Improvement Trust Series 2024-2 Class C, 5.55% 10/27/2059 (c) |  | 1000000 | 1002879 |
| Greensky Home Improvement Trust Series 2024-2 Class D, 6.43% 10/27/2059 (c) |  | 664000 | 675983 |
| Greensky Home Impt Issuer Trust Series 2025-1A Class A3, 5.32% 3/25/2060 (c) |  | 3900000 | 3933893 |
| Greensky Home Impt Issuer Trust Series 2025-1A Class A4, 5.22% 3/25/2060 (c) |  | 14082718 | 14140469 |
| Gs Mortgage-Backed Securities Trust Series 2024-HE2 Class A1, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 1/25/2055 (b)(c)(d) |  | 3132241 | 3099665 |
| GSAA Home Equity Trust Series 2006-18 Class AF3A, 5.7723% 11/25/2036  |  | 43582 | 12170 |
| Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.6095% 10/20/2037 (b)(c)(d) |  | 3484000 | 3473182 |
| Hero Fdg 2017-2 Series 2017-2A Class A2, 4.07% 9/20/2048 (c) |  | 48743 | 43756 |
| Hero Funding Trust 2016-3 Series 2016-3A Class A1, 3.08% 9/20/2042 (c) |  | 13019 | 11641 |
| Hero Funding Trust Series 2015-3A Class A, 4.28% 9/20/2041 (c) |  | 29075 | 27303 |
| Hertz Vehicle Financing LLC Series 2023-3A Class A, 5.94% 2/25/2028 (c) |  | 1197000 | 1214497 |
| Hilton Grand Vacations Trust Series 2020-AA Class C, 6.42% 2/25/2039 (c) |  | 53839 | 54120 |
| Hilton Grand Vacations Trust Series 2023-1A Class C, 6.94% 1/25/2038 (c) |  | 2033600 | 2084764 |
| Hilton Grand Vacations Trust Series 2024-1B Class D, 8.85% 9/15/2039 (c) |  | 1557011 | 1575555 |
| Hinnt 2024-A LLC Series 2024-A Class E, 8% 3/15/2043 (c) |  | 1045648 | 996329 |
| Home Partners of America Trust Series 2019-2 Class E, 3.32% 10/19/2039 (c) |  | 269944 | 255443 |
| Home Partners of America Trust Series 2021-3 Class E2, 3.347% 1/17/2041 (c) |  | 389594 | 349486 |
| Home Re Ltd Series 2021-2 Class M1C, U.S. 30-Day Avg. SOFR Index + 2.8%, 7.122% 1/25/2034 (b)(c)(d) |  | 267136 | 268760 |
| Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (c) |  | 2337490 | 2232272 |
| HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (c) |  | 1500000 | 1509935 |
| HSI Asset Securitization Corp Trust Series 2007-HE1 Class 1A1, CME Term SOFR 1 month Index + 0.2545%, 4.5792% 1/25/2037 (b)(d) |  | 2225298 | 1695948 |
| Huntington Auto Trust Series 2024-1A Class A2, 5.5% 3/15/2027 (c) |  | 278140 | 278500 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 Class B2, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.7283% 5/20/2032 (b)(c)(d) |  | 213839 | 214686 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2 Class B2, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.6783% 10/20/2032 (b)(c)(d) |  | 409317 | 410335 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (c) |  | 5373000 | 5416240 |
| Hyundai Auto Lease Securitization Trust Series 2024-C Class A3, 4.62% 4/17/2028 (c) |  | 2300000 | 2305138 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (c) |  | 3600000 | 3604950 |
| Hyundai Auto Receivables Trust Series 2023-B Class A3, 5.48% 4/17/2028  |  | 1343489 | 1351831 |
| Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029  |  | 3357000 | 3381631 |
| Incref LLC Series 2025-FL1 Class A, CME Term SOFR 1 month Index + 1.7284%, 6.0584% 10/19/2042 (b)(c)(d) |  | 201000 | 201280 |
| J P Morgan Mortgage Trust Series 2024-HE2 Class A1, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5283% 10/20/2054 (b)(c)(d) |  | 638262 | 636153 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (c) |  | 3825413 | 3854252 |
| John Deere Owner Trust Series 2025-A Class A2A, 4.23% 3/15/2028  |  | 1800000 | 1796184 |
| Jonah Energy Abs I LLC Series 2022-1 Class A1, 7.2% 12/10/2037 (c) |  | 320695 | 321690 |
| Juniper Valley Park CLO LLC Series 2024-1A Class BR, CME Term SOFR 3 month Index + 1.55%, 5.8195% 7/20/2036 (b)(c)(d) |  | 250000 | 249614 |
| Kgs-Alpha Sba Coof Tr Ser 2012-2 Series 2012-2 Class A, 0.8143% 8/25/2038 (c)(d)(g) |  | 40587 | 742 |
| KGS-Alpha SBA COOF Trust Series 2012-4 Class A, 0.9066% 9/25/2037 (c)(d)(g) |  | 49913 | 823 |
| KGS-Alpha SBA COOF Trust Series 2013-2 Class A, 1.7532% 3/25/2039 (c)(d)(g) |  | 36001 | 1003 |
| Lending Funding Trust 2020-2 Series 2020-2A Class A, 2.32% 4/21/2031 (c) |  | 3750000 | 3633788 |
| Lending Funding Trust 2020-2 Series 2020-2A Class D, 6.77% 4/21/2031 (c) |  | 3455000 | 3351050 |
| Lendmark Fdg Trust Series 2024-2A Class B, 4.86% 2/21/2034 (c) |  | 100000 | 98629 |
| Lendmark Funding Trust 2021-2 Series 2021-2A Class D, 4.46% 4/20/2032 (c) |  | 3000000 | 2667443 |
| Lendmark Funding Trust 2022-1 Series 2022-1A Class C, 6.6% 7/20/2032 (c) |  | 400000 | 400013 |
| Lendmark Funding Trust Series 2021-1A Class A, 1.9% 11/20/2031 (c) |  | 4200000 | 4003926 |
| Lendmark Funding Trust Series 2021-1A Class D, 5.05% 11/20/2031 (c) |  | 3000000 | 2737941 |
| Lendmark Funding Trust Series 2024-1A Class B, 5.88% 6/21/2032 (c) |  | 520000 | 524769 |
| Lendmark Funding Trust Series 2024-1A Class D, 7.21% 6/21/2032 (c) |  | 100000 | 101228 |
| Lendmark Funding Trust Series 2025-1A Class A, 4.94% 9/20/2034 (c) |  | 509000 | 512207 |
| Lendmark Funding Trust Series 2025-1A Class E, 8.91% 9/20/2034 (c) |  | 4065000 | 4120281 |
| Loancore Issuer LLC Series 2025-CRE8 Class A, CME Term SOFR 1 month Index + 1.385%, 5.7117% 8/17/2042 (b)(c)(d) |  | 143000 | 142446 |
| Louisiana Local Government Environmental Facilities & Community Development Auth Series 2022-2022A Class A2, 4.145% 2/1/2033  |  | 260000 | 254878 |
| Lyra Music Assets Delaware LP Series 2024-2A Class A2, 5.76% 12/22/2064 (c) |  | 379455 | 373461 |
| Mariner Finance Issuance Trust Series 2021-AA Class E, 5.4% 3/20/2036 (c) |  | 4500000 | 4271279 |
| Mariner Finance Issuance Trust Series 2021-BA Class E, 4.68% 11/20/2036 (c) |  | 3000000 | 2714170 |
| Mariner Finance Issuance Trust Series 2023-AA Class A, 6.7% 10/22/2035 (c) |  | 1364000 | 1372492 |
| Mariner Finance Issuance Trust Series 2023-AA Class B, 7.11% 10/22/2035 (c) |  | 733000 | 743166 |
| Mariner Finance Issuance Trust Series 2024-AA Class A, 5.13% 9/22/2036 (c) |  | 279000 | 280964 |
| Mariner Finance Issuance Trust Series 2024-BA Class A, 4.91% 11/20/2038 (c) |  | 792000 | 791370 |
| Mariner Finance Issuance Trust Series 2024-BA Class D, 6.36% 11/20/2038 (c) |  | 100000 | 100100 |
| Mariner Finance Issuance Trust Series 2024-BA Class E, 8.8% 11/20/2038 (c) |  | 4000000 | 4077616 |
| Mariner Finance Issuance Trust Series 2025-AA Class A, 4.98% 5/20/2038 (c) |  | 9763000 | 9805713 |
| Mariner Finance Issuance Trust Series 2025-AA Class B, 5.33% 5/20/2038 (c) |  | 104000 | 104488 |
| Mariner Finance Issuance Trust Series 2025-AA Class C, 5.69% 5/20/2038 (c) |  | 107000 | 107568 |
| Marlette Funding Trust 2023-2 Series 2023-2A Class C, 6.96% 6/15/2033 (c) |  | 193000 | 194170 |
| Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (c) |  | 286173 | 286623 |
| MASTR Asset Backed Securities Trust Series 2005-WF1 Class M7, CME Term SOFR 1 month Index + 1.8395%, 6.1642% 6/25/2035 (b)(d) |  | 1816559 | 1864389 |
| MASTR Asset Backed Securities Trust Series 2007-NCW Class A1, CME Term SOFR 1 month Index + 0.4145%, 4.7392% 5/25/2037 (Assured Guaranty Ltd Insured) (b)(c)(d) |  | 1030496 | 893197 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028  |  | 2356000 | 2380786 |
| Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028  |  | 6500000 | 6478618 |
| Mercedes-Benz Auto Receivables Series 2023-1 Class A3, 4.51% 11/15/2027  |  | 3295968 | 3294502 |
| Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (c) |  | 2986464 | 3012228 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (c) |  | 2907897 | 2925655 |
| MF1 LLC Series 2024-FL14 Class A, CME Term SOFR 1 month Index + 1.737%, 6.0637% 3/19/2039 (b)(c)(d) |  | 100000 | 100313 |
| MF1 LLC Series 2025-FL19 Class A, CME Term SOFR 1 month Index + 1.4881%, 5.8181% 5/18/2042 (b)(c)(d) |  | 289000 | 288457 |
| MFA Trust Series 2024-NPL1 Class A1, 6.33% 9/25/2054  |  | 532156 | 533944 |
| Mid-State Capital Corp Trust Series 2005-1 Class M1, 6.106% 1/15/2040  |  | 11469 | 11454 |
| Mid-State Capital Corp Trust Series 2006-1 Class A, 5.787% 10/15/2040 (c) |  | 14956 | 14968 |
| Mid-State Capital Corp Trust Series 2006-1 Class M1, 6.083% 10/15/2040 (c) |  | 18146 | 18172 |
| Morgan Stanley ABS Capital I Inc Series 2003-SD1 Class M1, CME Term SOFR 1 month Index + 2.3645%, 6.6892% 3/25/2033 (b) |  | 1584 | 1546 |
| Morgan Stanley ABS Capital I Inc Series 2006-HE4 Class A4, CME Term SOFR 1 month Index + 0.5945%, 4.9192% 6/25/2036 (b) |  | 3236246 | 1618720 |
| Morgan Stanley ABS Capital I Inc Series 2007-NC3 Class A2D, CME Term SOFR 1 month Index + 0.3745%, 4.6992% 5/25/2037 (b)(d) |  | 1787510 | 1367005 |
| Morgan Stanley Mortgage Loan Trust Series 2006-12XS Class A4, 6.5119% 10/25/2036 (f) |  | 75277 | 16659 |
| Morgan Stanley Mortgage Loan Trust Series 2006-16AX Class 2A3, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 11/25/2036 (b) |  | 40729 | 10802 |
| Morgan Stanley Mortgage Loan Trust Series 2007-3XS Class 2A4S, 6.4631% 1/25/2047 (f) |  | 805580 | 280906 |
| Mosaic Solar Loans Trust Series 2023-4A Class A, 6.4% 5/20/2053 (c) |  | 191070 | 193217 |
| MVW 2022-2 LLC Series 2022-2A Class D, 9% 10/21/2041 (c) |  | 221054 | 222641 |
| Navesink CLO 2 Ltd Series 2024-2A Class A1, CME Term SOFR 3 month Index + 1.27%, 5.5261% 4/15/2036 (b)(c)(d) |  | 1000000 | 998008 |
| Navient Private Education Refi Loan Trust Series 2019-FA Class A2, 2.6% 8/15/2068 (c) |  | 1686319 | 1617903 |
| Navient Private Education Refi Loan Trust Series 2024-A Class A, 5.66% 10/15/2072 (c) |  | 593093 | 597248 |
| Navient Student Loan Trust Series 2015-1 Class A2, U.S. 30-Day Avg. SOFR Index + 0.7145%, 5.0365% 4/25/2040 (b)(d) |  | 1613791 | 1536261 |
| Navient Student Loan Trust Series 2023-BA Class A1A, 6.48% 3/15/2072 (c) |  | 110402 | 113361 |
| Navient Student Loan Trust Series 2023-BA Class A1B, U.S. 30-Day Avg. SOFR Index + 1.7%, 6.0323% 3/15/2072 (b)(c)(d) |  | 153579 | 154869 |
| Nelnet Student Loan Trust Series 2021-A Class A1, CME Term SOFR 1 month Index + 0.9145%, 5.2389% 4/20/2062 (b)(c)(d) |  | 893150 | 891978 |
| Nelnet Student Loan Trust Series 2021-A Class A2, CME Term SOFR 1 month Index + 1.1445%, 5.4689% 4/20/2062 (b)(c)(d) |  | 410000 | 405852 |
| Nelnet Student Loan Trust Series 2021-A Class B1, 2.85% 4/20/2062 (c) |  | 142000 | 123736 |
| Nelnet Student Loan Trust Series 2023-PL1A Class A1A, U.S. 30-Day Avg. SOFR Index + 2.25%, 6.572% 11/25/2053 (b)(c)(d) |  | 110784 | 110783 |
| Nelnet Student Loan Trust Series 2025-AA Class A1B, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4323% 3/15/2057 (b)(c)(d) |  | 993289 | 986021 |
| New Century Home Equity Loan Trust Series 2003-5 Class AI6, 4.8454% 11/25/2033 (f) |  | 5034 | 4865 |
| New Residential Mortgage Loan Trust Series 2022-SFR1 Class F, 4.443% 2/17/2039 (c) |  | 2100000 | 2013565 |
| Newcastle Mortgage Securities Trust Series 2007-1 Class 2A3, CME Term SOFR 1 month Index + 0.3445%, 4.6692% 4/25/2037 (b) |  | 1100271 | 1089297 |
| Newrez LLC / Newres Gmsr Excess Owner LLC Series 2021-GNT1 Class A, 3.474% 11/25/2026 (c) |  | 1592309 | 1518976 |
| Nissan Auto Lease Trust Series 2023-B Class A4, 5.61% 11/15/2027  |  | 270000 | 270977 |
| Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028  |  | 4700000 | 4740925 |
| Nissan Auto Receivables Owner Trust Series 2024-B Class A3, 4.34% 3/15/2029  |  | 1000000 | 999351 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 Class A, 3.844% 12/25/2025 (c) |  | 105324 | 103999 |
| NRZ FHT Excess LLC Series 2020-FHT1 Class A, 4.212% 11/25/2025 (c) |  | 596364 | 590408 |
| OCP CLO Ltd / OCP CLO LLC Series 2024-13A Class AR2, CME Term SOFR 3 month Index + 1.34%, 5.6095% 11/26/2037 (b)(c)(d) |  | 570000 | 570570 |
| OCP CLO Ltd Series 2024-8RA Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5298% 10/17/2036 (b)(c)(d) |  | 973664 | 972633 |
| OCP CLO Ltd Series 2024-8RA Class BR, CME Term SOFR 3 month Index + 1.65%, 5.9298% 10/17/2036 (b)(c)(d) |  | 250000 | 250018 |
| Octane Receivables Trust Series 2023-2A Class C, 6.24% 6/20/2031 (c) |  | 2589000 | 2620434 |
| Onemain Direct Auto Receivables Trst Series 2025-1A Class D, 6.1% 7/14/2037 (c) |  | 100000 | 100476 |
| OneMain Financial Issuance Trust Series 2020-2A Class B, 2.21% 9/14/2035 (c) |  | 1050000 | 992667 |
| OneMain Financial Issuance Trust Series 2023-2A Class B, 6.17% 9/15/2036 (c) |  | 5714000 | 5862051 |
| OneMain Financial Issuance Trust Series 2023-2A Class C, 6.74% 9/15/2036 (c) |  | 1300000 | 1330962 |
| OneMain Financial Issuance Trust Series 2023-2A Class D, 7.52% 9/15/2036 (c) |  | 2400000 | 2468496 |
| OneMain Financial Issuance Trust Series 2024-1A Class A, 5.79% 5/14/2041 (c) |  | 777000 | 800972 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (c) |  | 1468723 | 1468620 |
| Oportun Issuance Trust 2022-3 Series 2022-3 Class C, 10.147% 1/8/2030 (c) |  | 7779 | 7784 |
| Oportun Issuance Trust Series 2021-B Class B, 1.96% 5/8/2031 (c) |  | 73643 | 71757 |
| Oportun Issuance Trust Series 2021-B Class C, 3.65% 5/8/2031 (c) |  | 1179494 | 1161301 |
| Oportun Issuance Trust Series 2021-C Class A, 2.18% 10/8/2031 (c) |  | 3114337 | 3036431 |
| Oportun Issuance Trust Series 2022-A Class A, 5.05% 6/9/2031 (c) |  | 78049 | 77988 |
| Oportun Issuance Trust Series 2022-A Class C, 7.4% 6/9/2031 (c) |  | 160000 | 162255 |
| Option One Mortgage Loan Trust 2007-FXD1 Series 2007-FXD1 Class 3A4, 5.86% 1/25/2037 (Ambac Assurance Corp Insured) (f) |  | 88521 | 86116 |
| Owl Rock Clo Xviii LLC Series 2024-18A Class A, CME Term SOFR 3 month Index + 1.7%, 5.9752% 7/24/2036 (b)(c)(d) |  | 250000 | 250567 |
| OWN Equipment Fund I LLC Series 2024-2M Class A, 5.7% 12/20/2032 (c) |  | 2311691 | 2328851 |
| Park Ave Institutional Advisers CLO Ltd /Park Ave Institutional Advisers CLO LLC Series 2021-1A Class A1AR, CME Term SOFR 3 month Index + 1.2616%, 5.5311% 10/20/2031 (b)(c)(d) |  | 424747 | 424535 |
| Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (c) |  | 1415000 | 1416750 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (c) |  | 971746 | 979212 |
| Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (c) |  | 5888713 | 5565123 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (c) |  | 4545420 | 4409623 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (c) |  | 4062360 | 3701901 |
| Pmt Credit Risk Transfer Trust 2024-3r Series 2024-3R Class A, U.S. 30-Day Avg. SOFR Index + 3.1%, 7.4142% 9/27/2028 (b)(c)(d) |  | 4417157 | 4400492 |
| Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (c) |  | 5525000 | 5541725 |
| PRET LLC Series 2024-NPL4 Class A1, 6.9961% 7/25/2054 (c) |  | 310402 | 310237 |
| PRET LLC Series 2024-NPL5 Class A1, 5.963% 9/25/2054 (c)(d) |  | 1196652 | 1194907 |
| PRET LLC Series 2024-RN2 Class A1, 7.1249% 4/25/2054 (c) |  | 191169 | 191313 |
| Pret LLC Series 2025-NPL3 Class A1, 6.7076% 4/25/2055 (c) |  | 3477907 | 3479226 |
| PRET Trust Series 2025-NPL1 Class A1, 6.063% 2/25/2055 (c) |  | 9207713 | 9239999 |
| PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.8% 7/25/2054 (b)(c)(d) |  | 1528915 | 1519689 |
| Progress Residential Trust Series 2021-SFR10 Class E1, 3.567% 12/17/2040 (c) |  | 5672036 | 5345924 |
| Progress Residential Trust Series 2021-SFR11 Class E1, 3.378% 1/17/2039 (c) |  | 4000000 | 3727912 |
| Progress Residential Trust Series 2021-SFR3 Class E2, 2.688% 5/17/2026 (c) |  | 281728 | 276225 |
| Progress Residential Trust Series 2021-SFR3 Class F, 3.436% 5/17/2026 (c) |  | 1500000 | 1475958 |
| Progress Residential Trust Series 2021-SFR8 Class E1, 2.382% 10/17/2038 (c) |  | 722000 | 696931 |
| Progress Residential Trust Series 2021-SFR8 Class F, 3.181% 10/17/2038 (c) |  | 4000000 | 3870602 |
| Progress Residential Trust Series 2022-SFR1 Class E1, 3.93% 2/17/2041 (c) |  | 479000 | 446879 |
| Progress Residential Trust Series 2022-SFR1 Class F, 4.88% 2/17/2041 (c) |  | 4000000 | 3697413 |
| Progress Residential Trust Series 2022-SFR2 Class E2, 4.8% 4/17/2027 (c) |  | 643616 | 622361 |
| Progress Residential Trust Series 2022-SFR3 Class D, 4.45% 4/17/2039 (c) |  | 4705000 | 4593455 |
| Progress Residential Trust Series 2022-SFR3 Class E2, 5.6% 4/17/2039 (c) |  | 588000 | 582740 |
| Progress Residential Trust Series 2022-SFR3 Class F, 6.6% 4/17/2039 (c) |  | 2169037 | 2155356 |
| Progress Residential Trust Series 2023-SFR1 Class E1, 6.15% 3/17/2040 (c) |  | 1822000 | 1814415 |
| Progress Residential Trust Series 2023-SFR2 Class D, 4.5% 10/17/2040 (c) |  | 2550000 | 2456232 |
| Progress Residential Trust Series 2023-SFR2 Class E1, 4.75% 10/17/2040 (c) |  | 3231000 | 3108144 |
| Progress Residential Trust Series 2024-SFR2 Class E1, 3.4% 4/17/2041 (c)(d) |  | 100000 | 91035 |
| Progress Residential Trust Series 2025-SFR2 Class E1, 3.725% 4/17/2042 (c)(d) |  | 3400000 | 3068123 |
| PRPM Trust Series 2023-RCF2 Class A1, 4% 11/25/2053 (c) |  | 1198505 | 1168118 |
| Rckt Mortgage Trust 2024-Ces3 Series 2024-CES3 Class A1A, 6.591% 5/25/2044 (c)(d) |  | 776844 | 785768 |
| RCKT Mortgage Trust Series 2024-CES1 Class A1A, 6.025% 2/25/2044 (c) |  | 1345173 | 1350665 |
| Ready Capital Mortgage Financing LLC Series 2023-FL11 Class A, CME Term SOFR 1 month Index + 2.374%, 6.6987% 10/25/2039 (b)(c)(d) |  | 313260 | 313843 |
| Regional Management Issuance Trust Series 2021-1 Class B, 2.42% 3/17/2031 (c) |  | 239000 | 236572 |
| Regional Management Issuance Trust Series 2021-1 Class D, 5.07% 3/17/2031 (c) |  | 3300000 | 3248723 |
| Regional Management Issuance Trust Series 2021-2 Class A, 1.9% 8/15/2033 (c) |  | 520000 | 491959 |
| Regional Management Issuance Trust Series 2022-1 Class A, 3.07% 3/15/2032 (c) |  | 131883 | 130707 |
| Regional Management Issuance Trust Series 2024-1 Class D, 7.46% 7/15/2036 (c) |  | 100000 | 102907 |
| Regional Management Issuance Trust Series 2024-2 Class A, 5.11% 12/15/2033 (c) |  | 125000 | 125158 |
| Renew 2017-1 Series 2017-1A Class A, 3.67% 9/20/2052 (c) |  | 23323 | 21639 |
| Renew 2017-1 Series 2017-1A Class B, 5.75% 9/20/2052 (c) |  | 6312 | 6243 |
| Republic Fin Issuance Tr 2024-A Series 2024-A Class B, 6.47% 8/20/2032 (c) |  | 280000 | 284936 |
| Republic Finance Issuance Trust Series 2024-B Class A, 5.42% 11/20/2037 (c) |  | 2996000 | 3021814 |
| Republic Finance Issuance Trust Series 2024-B Class B, 5.86% 11/20/2037 (c) |  | 210000 | 210801 |
| Santander Drive Auto Receivables Trust Series 2022-6 Class D, 5.69% 2/18/2031  |  | 3300000 | 3329804 |
| Santander Drive Auto Receivables Trust Series 2023-2 Class C, 5.47% 12/16/2030  |  | 740000 | 748251 |
| Santander Drive Auto Receivables Trust Series 2023-6 Class C, 6.4% 3/17/2031  |  | 500000 | 512949 |
| Santander Drive Auto Receivables Trust Series 2024-2 Class D, 6.28% 8/15/2031  |  | 1000000 | 1026045 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class A3, 4.67% 8/15/2029  |  | 1500000 | 1504495 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class D, 5.47% 5/15/2031  |  | 8100000 | 8144583 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (c) |  | 4015760 | 3802604 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (c) |  | 374255 | 340328 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (c) |  | 2753000 | 2695978 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (c) |  | 2105000 | 1957710 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (c) |  | 3081000 | 3106599 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (c) |  | 2627000 | 2624424 |
| SCCU Auto Receivables Trust Series 2023-1A Class A4, 5.7% 8/15/2029 (c) |  | 500000 | 511706 |
| Scf Equipment Leasing Series 2023-1A Class B, 6.37% 5/20/2032 (c) |  | 2500000 | 2563726 |
| Securitized Asset Backed LLC Trust Series 2006-CB5 Class A3, CME Term SOFR 1 month Index + 0.3945%, 4.7192% 6/25/2036 (b)(d) |  | 1923028 | 1287470 |
| Service Experts Issuer LLC Series 2024-1A Class A, 6.39% 11/20/2035 (c) |  | 168648 | 170886 |
| Sesac Finance LLC Series 2019-1 Class A2, 5.216% 7/25/2049 (c) |  | 942500 | 931460 |
| Sesac Finance LLC Series 2024-1 Class A2, 6.421% 1/25/2054 (c) |  | 52338 | 52635 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A2, 5.35% 6/21/2027 (c) |  | 67073 | 67121 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (c) |  | 1754000 | 1772525 |
| Sierra Timeshare Receivables Funding LLC Series 2022-1A Class D, 6% 10/20/38 (c) |  | 109370 | 107929 |
| Sierra Timeshare Receivables Funding LLC Series 2023-1A Class D, 9.8% 1/20/2040 (c) |  | 732546 | 753702 |
| Sierra Timeshare Receivables Funding LLC Series 2023-2A Class D, 9.72% 4/20/2040 (c) |  | 473410 | 488775 |
| Sierra Timeshare Receivables Funding LLC Series 2023-3A Class D, 9.44% 9/20/2040 (c) |  | 375028 | 384703 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (c) |  | 2370000 | 2417400 |
| Smb Private Ed Ln Tr 2023-B Series 2023-B Class A1B, U.S. 30-Day Avg. SOFR Index + 1.8%, 6.1323% 10/16/2056 (b)(c)(d) |  | 944865 | 963345 |
| SMB Private Education Loan Trust Series 2017-B Class B, 3.5% 12/16/2041 (c) |  | 500000 | 483892 |
| SMB Private Education Loan Trust Series 2018-B Class A2B, CME Term SOFR 1 month Index + 0.8345%, 5.1632% 1/15/2037 (b)(c)(d) |  | 291391 | 290752 |
| SMB Private Education Loan Trust Series 2018-C Class A2B, CME Term SOFR 1 month Index + 0.8645%, 5.1932% 11/15/2035 (b)(c)(d) |  | 455160 | 454133 |
| SMB Private Education Loan Trust Series 2021-A Class B, 2.31% 1/15/2053 (c) |  | 606302 | 586627 |
| SMB Private Education Loan Trust Series 2024-A Class A1A, 5.24% 3/15/2056 (c) |  | 2155971 | 2170832 |
| SMB Private Education Loan Trust Series 2024-A Class A1B, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.7823% 3/15/2056 (b)(c)(d) |  | 5244185 | 5267168 |
| SMB Private Education Loan Trust Series 2024-A Class B, 5.88% 3/15/2056 (c) |  | 156000 | 158773 |
| SMB Private Education Loan Trust Series 2024-C Class A1B, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4313% 6/17/2052 (b)(c)(d) |  | 150993 | 149897 |
| SMB Private Education Loan Trust Series 2024-D Class A1A, 5.38% 7/15/2053 (c) |  | 1346418 | 1361693 |
| SMB Private Education Loan Trust Series 2024-E Class A1A, 5.09% 10/16/2056 (c) |  | 1802607 | 1805588 |
| SoFi Consumer Loan Program Trust Series 2025-1 Class A, 4.8% 2/27/2034 (c) |  | 2297522 | 2297009 |
| SoFi Consumer Loan Program Trust Series 2025-1 Class B, 5.12% 2/27/2034 (c) |  | 239000 | 239803 |
| SoFi Professional Loan Program Trust Series 2024-1A Class A, 6.06% 2/12/2031 (c) |  | 244891 | 245943 |
| SoFi Professional Loan Program Trust Series 2024-1A, 0% 2/12/2031 (c) |  | 10000 | 282616 |
| Soundview Home Loan Trust Series 2005-OPT3 Class M4, CME Term SOFR 1 month Index + 1.1345%, 5.4592% 11/25/2035 (b)(d) |  | 45000 | 35696 |
| Soundview Home Loan Trust Series 2007-NS1 Class M1, CME Term SOFR 1 month Index + 0.6395%, 4.9642% 1/25/2037 (b) |  | 31403 | 29775 |
| Soundview Home Loan Trust Series 2007-OPT1 Class 2A1, CME Term SOFR 1 month Index + 0.1945%, 4.5192% 6/25/2037 (b)(d) |  | 19803 | 12622 |
| Star Trust Series 2025-SFR5 Class D, CME Term SOFR 1 month Index + 2.45%, 6.779% 2/17/2042 (b)(c)(d) |  | 1083333 | 1087347 |
| Store Master Funding Series 2021-1A Class A1, 2.12% 6/20/2051 (c) |  | 1470625 | 1352565 |
| Stream Innovations Issuer Trust Series 2024-2A Class A, 5.21% 2/15/2045 (c) |  | 3938171 | 3947202 |
| Stream Innovations Issuer Trust Series 2024-2A Class C, 9.05% 2/15/2045 (c) |  | 1050000 | 1075828 |
| Stream Innovations Issuer Trust Series 2025-1A Class A, 5.05% 9/15/2045 (c) |  | 4831000 | 4839696 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL2 Series 2007-GEL2 Class M1, CME Term SOFR 1 month Index + 1.1645%, 5.4892% 5/25/2037 (b)(c) |  | 84405 | 65924 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (c) |  | 4382975 | 4449295 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (c) |  | 8406755 | 8483797 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (c) |  | 5267530 | 5363394 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (c) |  | 5273500 | 5147229 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (c) |  | 5273500 | 5178797 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (c) |  | 2636750 | 2587822 |
| Sunrun Artemis Issuer LLC Series 2024-2A Class A1, 6.25% 7/30/2059 (c) |  | 4918541 | 4781159 |
| Switch Abs Issuer LLC Series 2024-2A Class A2, 5.436% 6/25/2054 (c) |  | 2665000 | 2655070 |
| Switch Abs Issuer LLC Series 2025-1A Class A2, 5.036% 3/25/2055 (c) |  | 3470000 | 3379846 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.2992% 9/25/2034 (b)(d) |  | 3028 | 3109 |
| Terwin Mortgage Trust Series 2005-10HE Class M5, CME Term SOFR 1 month Index + 1.1345%, 5.4592% 6/25/2036 (b) |  | 172825 | 157232 |
| Tesla Auto Lease Trust 23-A Series 2023-A Class A3, 5.89% 6/22/2026 (c) |  | 935013 | 936267 |
| Tesla Auto Lease Trust Series 2023-B Class A4, 6.22% 3/22/2027 (c) |  | 2888000 | 2905187 |
| Tesla Series 2024-A Class A2A, 5.37% 6/22/2026 (c) |  | 317388 | 317636 |
| Tesla Sustainable Energy Trust Series 2024-1A Class A2, 5.08% 6/21/2050 (c) |  | 3973596 | 3973542 |
| Theorem Funding Trust 2022-2 Series 2022-2A Class A, 6.06% 12/15/2028 (c) |  | 20530 | 20547 |
| TOWD Point Mortgage Trust Series 2024-CES1 Class A1A, 5.848% 1/25/2064 (c) |  | 713643 | 713178 |
| TOWD Point Mortgage Trust Series 2024-CES2 Class A1A, 6.125% 2/25/2064 (c) |  | 563928 | 565647 |
| TOWD Point Mortgage Trust Series 2024-CES3 Class A1, 6.29% 5/25/2064 (c) |  | 1642250 | 1652538 |
| Towd Point Mortgage Trust Series 2024-CES5 Class A1, 5.167% 9/25/2064 (c) |  | 4318472 | 4286427 |
| Towd Point Mortgage Trust Series 2024-CES5 Class A2, 5.202% 9/25/2064 (c) |  | 3000000 | 2951106 |
| Towd Point Mortgage Trust Series 2025-CRM1 Class A1, 5.799% 1/25/2065 (c) |  | 3786732 | 3807795 |
| Toyota Auto Receivables 2022-D Owner Trust Series 2022-D Class A3, 5.3% 9/15/2027  |  | 3185733 | 3198314 |
| Toyota Lease Owner Trust Series 2023-A Class A3, 4.93% 4/20/2026 (c) |  | 354194 | 354268 |
| Tricon American Homes Series 2019-SFR1 Class F, 3.745% 3/17/2038 (c) |  | 204000 | 200439 |
| Tricon American Homes Series 2020-SFR1 Class E, 3.544% 7/17/2038 (c) |  | 800000 | 782238 |
| Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (c) |  | 233779 | 233902 |
| USAA Auto Owner Trust Series 2024-A Class A3, 5.03% 3/15/2029 (c) |  | 2700000 | 2717114 |
| Verdant Receivables 2023-1 LLC Series 2023-1A Class A2, 6.24% 1/13/2031 (c) |  | 1649937 | 1674707 |
| Vericrest Opportunity Loan Transferee Series 2021-NP11 Class A1, 4.8678% 8/25/2051 (c) |  | 1963288 | 1957586 |
| Volkswagen Auto Lease Trust Series 2024-A Class A3, 5.21% 6/21/2027  |  | 2840000 | 2863201 |
| Volt 2021-Npl5 Series 2021-NPL5 Class A1, 6.1157% 3/27/2051 (c)(f) |  | 68586 | 68544 |
| Volt C LLC Series 2021-NPL9 Class A1, 5.9918% 5/25/2051 (c)(d) |  | 218622 | 218147 |
| VOLT CI LLC Series 2021-NP10 Class A1, 5.9918% 5/25/2051 (c)(d) |  | 368243 | 367336 |
| VOLT XCIII LLC Series 2021-NPL2 Class A1, 5.8925% 2/27/2051 (c)(d) |  | 106109 | 105991 |
| Volt Xciv LLC Series 2021-NPL3 Class A1, 6.2395% 2/27/2051 (c)(d) |  | 1008135 | 1007235 |
| Volt Xcix LLC Series 2021-NPL8 Class A1, 6.1157% 4/25/2051 (c) |  | 50986 | 50956 |
| VOLT XCV LLC Series 2021-NPL4 Class A1, 6.2396% 3/27/2051 (c)(f) |  | 45898 | 45841 |
| Volt Xcvii LLC Series 2021-NPL6 Class A1, 6.2395% 4/25/2051 (c) |  | 82039 | 81910 |
| WaMu Asset-Backed Certificates WaMu Trust Series 2007-HE1 Class 2A3, CME Term SOFR 1 month Index + 0.2645%, 4.7392% 1/25/2037 (b)(d) |  | 1559560 | 700897 |
| WaMu Asset-Backed Certificates WaMu Trust Series 2007-HE2 Class 2A2, CME Term SOFR 1 month Index + 0.3045%, 4.6292% 4/25/2037 (b) |  | 2335083 | 848418 |
| WaMu Asset-Backed Certificates WaMu Trust Series 2007-HE2 Class 2A3, CME Term SOFR 1 month Index + 0.25%, 4.6892% 4/25/2037 (b)(d) |  | 2646757 | 878658 |
| WaMu Asset-Backed Certificates WaMu Trust Series 2007-HE2 Class 2A4, CME Term SOFR 1 month Index + 0.36%, 4.7992% 4/25/2037 (b)(d) |  | 1211077 | 399157 |
| Westlake Automobile Receivable Tr Series 2023-4A Class D, 7.19% 7/16/2029 (c) |  | 2100000 | 2177756 |
| Westlake Automobile Receivables Trust Series 2023-3A Class C, 6.02% 9/15/2028 (c) |  | 1900000 | 1921913 |
| Westlake Automobile Receivables Trust Series 2023-3A Class D, 6.47% 3/15/2029 (c) |  | 2169000 | 2218639 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (c) |  | 7669647 | 7770088 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (c) |  | 2883664 | 2908834 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (c) |  | 4653000 | 4665579 |
| Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (c) |  | 997159 | 1018185 |
| Wingstop Funding LLC Series 2020-1A Class A2, 2.841% 12/5/2050 (c) |  | 3694735 | 3484995 |
| World Omni Auto Receivables Trust 2023-B Series 2023-B Class A3, 4.66% 5/15/2028  |  | 2852245 | 2853143 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  |  | 1693000 | 1698746 |
| World Omni Auto Receivables Trust Series 2022-D Class A3, 5.61% 2/15/2028  |  | 1952418 | 1960786 |
| TOTAL UNITED STATES |  |  | 905967745 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $2,048,353,966) |  |  | <br> **2059382878** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** | &nbsp;&nbsp;**Bank Loan Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BELGIUM - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Telenet Financing USD LLC Tranche AR 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.4432% 4/30/2028 (b)(d)(j) | 111723 | 109152 |
| CANADA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| 1011778 BC ULC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 9/20/2030 (b)(d)(j) | 231165 | 230125 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Balcan Innovations Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 0% 10/18/2031 (b)(d)(j)(k) | 134949 | 128033 |
| TOTAL CANADA |  | 358158 |
| IRELAND - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Financing BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 5/22/2032 (b)(d)(j)(k) | 283259 | 282196 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Avolon TLB Borrower 1 US LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0727% 6/22/2030 (b)(d)(j) | 788067 | 787838 |
| TOTAL IRELAND |  | 1070034 |
| JAMAICA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Digicel International Finance Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 0%, 0% 5/25/2027 (b)(d)(j)(k) | 870011 | 865660 |
| NETHERLANDS - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Peer Holding III BV Tranche B5B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 0% 7/1/2031 (b)(d)(j)(k) | 451072 | 451636 |
| SPAIN - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Grifols Worldwide Operations USA Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.4827% 11/15/2027 (b)(d)(j) | 242745 | 241806 |
| UNITED KINGDOM - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Entain PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0527% 10/31/2029 (b)(d)(j) | 121868 | 122211 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| EG America LLC Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5827% 2/7/2028 (b)(d)(j) | 4975 | 4986 |
| Industrials - 0.0% |  |  |
| Trading Companies & Distributors - 0.0% |  |  |
| Aggreko Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 0% 8/16/2029 (b)(d)(j)(k) | 35781 | 35826 |
| TOTAL UNITED KINGDOM |  | 163023 |
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Frontier Communications Holdings LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7923% 7/1/2031 (b)(d)(j) | 101406 | 101280 |
| Level 3 Financing Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 3/27/2032 (b)(d)(j)(k) | 45000 | 45225 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.7913% 4/16/2029 (b)(d)(j) | 1600000 | 1582896 |
| Zayo Group Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 3/9/2027 (b)(d)(j) | 190417 | 181956 |
|  |  | 1911357 |
| Entertainment - 0.0% |  |  |
| Showtime Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 8/16/2031 (b)(d)(j)(k) | 234866 | 234866 |
| Interactive Media & Services - 0.0% |  |  |
| Delivery Hero Finco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 0% 12/12/2029 (b)(d)(j)(k) | 411787 | 412817 |
| Main Street Sports Group LLC Tranche EXIT 1LN, term loan 0% 1/2/2028 (j)(k) | 224705 | 201533 |
|  |  | 614350 |
| Media - 0.0% |  |  |
| Advantage Sales & Marketing Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.789% 10/28/2027 (b)(d)(j) | 214865 | 178527 |
| Charter Comm Operating LLC Tranche B5 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5476% 12/15/2031 (b)(d)(j) | 387589 | 387252 |
| CSC Holdings LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.8287% 1/18/2028 (b)(d)(j) | 97750 | 96406 |
| NEP Europe Finco BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 8/19/2026 (b)(d)(j)(k) | 122960 | 111210 |
| Planet US Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3298% 2/7/2031 (b)(d)(j) | 149719 | 150094 |
| Virgin Media Bristol LLC Tranche N 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.9432% 1/31/2028 (b)(d)(j) | 532674 | 523794 |
|  |  | 1447283 |
| TOTAL COMMUNICATION SERVICES |  | 4207856 |
| Consumer Discretionary - 0.1% |  |  |
| Automobile Components - 0.0% |  |  |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 1/28/2032 (b)(d)(j) | 720000 | 717523 |
| Tenneco Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 0% 11/17/2028 (b)(d)(j)(k) | 1871172 | 1803641 |
|  |  | 2521164 |
| Broadline Retail - 0.0% |  |  |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 1/23/2032 (b)(d)(j) | 314913 | 311921 |
| Red Ventures LLC Tranche B5 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.0768% 3/4/2030 (b)(d)(j) | 216847 | 186488 |
| StubHub Holdco Sub LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 0% 3/15/2030 (b)(d)(j)(k) | 78778 | 76710 |
|  |  | 575119 |
| Distributors - 0.0% |  |  |
| BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 12/11/2030 (b)(d)(j) | 293520 | 290622 |
| Diversified Consumer Services - 0.0% |  |  |
| AI Aqua Merger Sub Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3231% 7/31/2028 (b)(d)(j) | 178220 | 177089 |
| KUEHG Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5492% 6/12/2030 (b)(d)(j) | 67730 | 67937 |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5618% 3/4/2028 (b)(d)(j) | 507490 | 432108 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (d)(j) | 247847 | 227709 |
|  |  | 904843 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Bulldog Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0347% 6/27/2031 (b)(d)(j) | 139300 | 139126 |
| Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5625% 11/1/2031 (b)(d)(j) | 230206 | 216944 |
| Dessert Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 6/9/2028 (b)(d)(j)(k) | 231914 | 227507 |
| Hilton Worldwide Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0747% 11/8/2030 (b)(d)(j) | 934016 | 936799 |
| KFC Holding Co Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.1912% 3/15/2028 (b)(d)(j) | 404387 | 406915 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5608% 6/1/2028 (b)(d)(j) | 438330 | 426004 |
| Playa Resorts Holding BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 7.0768% 1/5/2029 (b)(d)(j) | 508213 | 507577 |
| Station Casinos LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.3268% 3/14/2031 (b)(d)(j) | 93584 | 93542 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5413% 12/30/2026 (b)(d)(j) | 257964 | 247774 |
| Voyager Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 5/9/2032 (b)(d)(j)(k) | 453826 | 445104 |
|  |  | 3647292 |
| Household Durables - 0.0% |  |  |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 6/29/2028 (b)(d)(j) | 189957 | 167053 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6913% 10/30/2027 (b)(d)(j) | 193760 | 191914 |
|  |  | 358967 |
| Specialty Retail - 0.0% |  |  |
| Michaels Cos Inc/The 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.8108% 4/15/2028 (b)(d)(j) | 1193304 | 829645 |
| Valvoline Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 3/19/2032 (b)(d)(j)(k) | 185000 | 185231 |
|  |  | 1014876 |
| TOTAL CONSUMER DISCRETIONARY |  | 9312883 |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Celsius Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5476% 4/1/2032 (b)(d)(j) | 180091 | 180822 |
| Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5576% 1/24/2029 (b)(d)(j) | 1225312 | 868220 |
| Naked Juice LLC Tranche EXCH FLTO FL30 PIK 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.3076% 1/24/2030 (b)(d)(j) | 154335 | 54017 |
| Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7076% 1/24/2029 (b)(d)(j) | 1162729 | 1144568 |
| Primo Brands Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5492% 3/31/2028 (b)(d)(j) | 46792 | 46780 |
|  |  | 2294407 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| United Natural Foods Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 0% 5/1/2031 (b)(d)(j)(k) | 179656 | 180180 |
| TOTAL CONSUMER STAPLES |  | 2474587 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2992% 12/30/2027 (b)(d)(j) | 24938 | 24823 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.7948% 10/30/2028 (b)(d)(j) | 330000 | 178566 |
|  |  | 203389 |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Deerfield Dakota Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 0% 4/9/2027 (b)(d)(j)(k) | 549098 | 533004 |
| Hudson River Trading LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 3/18/2030 (b)(d)(j)(k) | 342920 | 343657 |
| Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.5139% 1/26/2028 (b)(d)(j) | 227587 | 226927 |
| Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.3327% 12/15/2031 (b)(d)(j) | 35795 | 35690 |
| Pegasus Merger Co Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 0% 11/17/2028 (b)(d)(j)(k) | 1700000 | 1644224 |
|  |  | 2783502 |
| Consumer Finance - 0.0% |  |  |
| Blackhawk Network Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 3/12/2029 (b)(d)(j)(k) | 225100 | 225627 |
| Financial Services - 0.0% |  |  |
| Boost Newco Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.2992% 1/31/2031 (b)(d)(j) | 213245 | 213380 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.8268% 7/31/2031 (b)(d)(j) | 174563 | 174629 |
| UFC Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.5715% 11/21/2031 (b)(d)(j) | 108641 | 108871 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.072% 2/20/2032 (b)(d)(j) | 190000 | 188159 |
|  |  | 685039 |
| Insurance - 0.0% |  |  |
| Acrisure LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.5992% 2/16/2027 (b)(d)(j) | 407488 | 406616 |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3268% 11/6/2030 (b)(d)(j) | 4988 | 4951 |
| AmWINS Group Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 1/30/2032 (b)(d)(j) | 224337 | 224007 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.4268% 8/19/2028 (b)(d)(j) | 184056 | 182983 |
| Asurion LLC Tranche B4 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.6913% 1/20/2029 (b)(d)(j) | 145017 | 137133 |
|  |  | 955690 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Blackstone Mortgage Trust Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 2.6536% 4/23/2026 (b)(d)(j) | 408379 | 407358 |
| TOTAL FINANCIALS |  | 5057216 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Archimedes Debt Merger Sub LLC 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 0% 5/14/2032 (b)(d)(j)(k) | 172027 | 167584 |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 5/10/2027 (b)(d)(j)(k) | 339713 | 338476 |
|  |  | 506060 |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC 1LN, term loan CME Term SOFR 3 month Index + 1%, 13.7992% 6/28/2029 (b)(d)(j) | 56873 | 50332 |
| Gainwell Acquisition Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3992% 10/1/2027 (b)(d)(j) | 474337 | 453466 |
| Heartland Dental LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 0% 4/28/2028 (b)(d)(j)(k) | 109665 | 109505 |
| ModivCare Inc 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 0% 1/9/2026 (b)(d)(j)(k) | 426537 | 322035 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 9.0492% 7/1/2031 (b)(d)(j) | 604552 | 405722 |
| Pediatric Associates Holding Co LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 12/29/2028 (b)(d)(j)(k) | 103558 | 93720 |
| Southern Veterinary Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5273% 12/4/2031 (b)(d)(j) | 156918 | 156945 |
| Star Parent Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 0% 9/27/2030 (b)(d)(j)(k) | 81884 | 80410 |
|  |  | 1672135 |
| Pharmaceuticals - 0.0% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.5869% 10/8/2030 (b)(d)(j) | 195000 | 184790 |
| Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 5/5/2028 (b)(d)(j) | 225809 | 225597 |
|  |  | 410387 |
| TOTAL HEALTH CARE |  | 2588582 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Goat Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3285% 1/27/2032 (b)(d)(j) | 15000 | 14934 |
| TransDigm Inc Tranche I 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 7.0492% 8/24/2028 (b)(d)(j) | 73339 | 73528 |
| TransDigm Inc Tranche J 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.7992% 2/28/2031 (b)(d)(j) | 180596 | 180536 |
|  |  | 268998 |
| Commercial Services & Supplies - 0.0% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5768% 12/21/2028 (b)(d)(j) | 174273 | 172989 |
| Amspec Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 12/22/2031 (b)(d)(j)(k) | 67821 | 68160 |
| Amspec Parent LLC Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 12/22/2031 (b)(d)(j)(k) | 10434 | 10486 |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7992% 2/15/2031 (b)(d)(j) | 161197 | 139839 |
| Kelso Industries LLC 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 0% 12/30/2029 (b)(d)(j)(k) | 186387 | 183592 |
| Kelso Industries LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 0% 12/30/2029 (b)(d)(j)(k) | 43756 | 43099 |
| TruGreen LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 11/2/2027 (b)(d)(j)(k) | 277131 | 265007 |
|  |  | 883172 |
| Electrical Equipment - 0.0% |  |  |
| EFS Cogen Holdings I LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 0% 10/3/2031 (b)(d)(j)(k) | 157661 | 158549 |
| Ground Transportation - 0.0% |  |  |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 6.0492% 4/10/2031 (b)(d)(j) | 243775 | 242510 |
| Machinery - 0.0% |  |  |
| Cleanova Holding Ltd 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 0% 5/22/2032 (b)(d)(j)(k) | 122555 | 118266 |
| Oregon Tool Lux LP 2LN, term loan CME Term SOFR 3 month Index + 4%, 0% 10/15/2029 (b)(d)(j)(k) | 313090 | 244993 |
|  |  | 363259 |
| Marine Transportation - 0.0% |  |  |
| Pelican Products Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 9.4091% 12/29/2028 (b)(d)(j) | 272069 | 233980 |
| Passenger Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 5/7/2032 (b)(d)(j)(k) | 10000 | 10035 |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.0476% 4/1/2031 (b)(d)(j) | 10000 | 9991 |
|  |  | 20026 |
| Professional Services - 0.0% |  |  |
| Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.0768% 12/29/2028 (b)(d)(j) | 183720 | 169712 |
| DTI Holdco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 4/26/2029 (b)(d)(j)(k) | 113855 | 113606 |
| Ingenovis Health Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 8.6% 3/6/2028 (b)(d)(j) | 111667 | 49878 |
| Ingenovis Health Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% 3/6/2028 (b)(d)(j)(k) | 182083 | 79935 |
|  |  | 413131 |
| TOTAL INDUSTRIALS |  | 2583625 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| TCP Sunbelt Acquisition Co Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.5798% 10/24/2031 (b)(d)(j) | 174563 | 174236 |
| IT Services - 0.0% |  |  |
| Arches Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.6768% 12/6/2027 (b)(d)(j) | 258251 | 253946 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.5177% 2/10/2028 (b)(d)(j) | 313632 | 293836 |
| ECI Macola/Max Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 0% 5/9/2030 (b)(d)(j)(k) | 116407 | 116491 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.5768% 3/20/2032 (b)(d)(j) | 50000 | 49964 |
| Peraton Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 8.1768% 2/1/2028 (b)(d)(j) | 298850 | 258397 |
| Sabre GLBL Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.1865% 6/30/2028 (b)(d)(j) | 68295 | 66860 |
| Sabre GLBL Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 6%, 0% 11/15/2029 (b)(d)(j)(k) | 162981 | 161079 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (j) | 321801 | 320141 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.9492% 10/26/2029 (b)(d)(j) | 243641 | 241170 |
|  |  | 1761884 |
| Software - 0.0% |  |  |
| Avalara Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.5527% 3/26/2032 (b)(d)(j) | 110000 | 109980 |
| Barracuda Networks Inc 1LN, term loan CME Term SOFR 3 month Index + 4%, 0% 8/15/2029 (b)(d)(j)(k) | 111439 | 94166 |
| BMC Software Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3327% 7/30/2031 (b)(d)(j) | 112234 | 111375 |
| Castle US Holding Corp 1LN, term loan CME Term SOFR 1 month Index + 5%, 0% 4/29/2030 (b)(d)(j)(k) | 16148 | 16047 |
| Castle US Holding Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 0% 1/29/2027 (b)(d)(j)(k) | 118228 | 77883 |
| Cloud Software Group Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.7992% 3/29/2029 (b)(d)(j) | 173833 | 173291 |
| EagleView Technology Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 0% 8/14/2025 (b)(d)(j)(k) | 512057 | 496568 |
| Ellucian Holdings Inc 2LN, term loan CME Term SOFR 1 month Index + 4.75%, 9.0768% 11/22/2032 (b)(d)(j) | 60000 | 60675 |
| Genesys Cloud Services Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.8268% 1/30/2032 (b)(d)(j) | 122516 | 122078 |
| Leia Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.4576% 10/9/2031 (b)(d)(j) | 230000 | 229816 |
| McAfee Corp 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.3285% 3/1/2029 (b)(d)(j) | 2566036 | 2464677 |
| MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5768% 5/3/2028 (b)(d)(j) | 492388 | 472309 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.7797% 7/1/2031 (b)(d)(j) | 74789 | 72452 |
| Renaissance Holdings Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.2797% 4/5/2030 (b)(d)(j) | 350972 | 323003 |
|  |  | 4824320 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.3215% 2/20/2032 (b)(d)(j) | 185000 | 182225 |
| Xerox Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 0% 11/17/2029 (b)(d)(j)(k) | 142282 | 136591 |
|  |  | 318816 |
| TOTAL INFORMATION TECHNOLOGY |  | 7079256 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| American Rock Salt Co LLC Tranche 1ST OUT DD TL 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 2% 6/9/2028 (b)(d)(j)(l) | 64296 | 64296 |
| American Rock Salt Co LLC Tranche 1ST OUT TL B 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 11.5943% 6/9/2028 (b)(d)(j) | 101346 | 101346 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.3242% 7/3/2028 (b)(d)(j) | 184076 | 174622 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.3252% 3/15/2029 (b)(d)(j) | 54725 | 54324 |
| Technimark Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 4/14/2031 (b)(d)(j)(k) | 571574 | 570146 |
|  |  | 964734 |
| Real Estate - 0.0% |  |  |
| Health Care REITs - 0.0% |  |  |
| Healthpeak OP LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 0.85%, 0% 2/22/2027 (b)(d)(i)(j)(k) | 225641 | 221692 |
| Healthpeak OP LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 0.85%, 0% 8/20/2027 (b)(d)(i)(j)(k) | 225641 | 221692 |
|  |  | 443384 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Edgewater Generation LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 0% 8/1/2030 (b)(d)(j)(k) | 70932 | 71191 |
| Vistra Operations Co LLC Tranche B-3 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 6.0768% 12/20/2030 (b)(d)(j) | 416772 | 417072 |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.5742% 1/27/2031 (b)(d)(j) | 282456 | 281792 |
|  |  | 770055 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Calpine Corp Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 1/31/2031 (b)(d)(j)(k) | 362353 | 361785 |
| Calpine Corp Tranche B5 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 2/15/2032 (b)(d)(j)(k) | 330486 | 330079 |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.7992% 3/29/2030 (b)(d)(j) | 189495 | 187126 |
| Win Waste Innovations Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 7.1913% 3/24/2028 (b)(d)(j) | 189035 | 187440 |
|  |  | 1066430 |
| TOTAL UTILITIES |  | 1836485 |
| TOTAL UNITED STATES |  | 36751997 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $40,799,350) |  | <br> **40011466** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.0%** | &nbsp;&nbsp;**Bank Notes - 0.0%** | &nbsp;&nbsp;**Bank Notes - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Capital One NA 3.45% 7/27/2026  | 435000 | 428834 |
| Capital One NA 4.65% 9/13/2028  | 500000 | 500411 |
| Capital One NA USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(d) | 3503000 | 3572092 |
| Morgan Stanley Bank NA 4.952% 1/14/2028 (d) | 546000 | 549280 |
| Regions Bank/Birmingham AL 6.45% 6/26/2037  | 2533000 | 2574345 |
| <br> **TOTAL BANK NOTES**<br> (Cost $7,359,208) |  | <br> **7624962** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BERMUDA - 0.0%  |  |  |  |
| Bellemeade Re Ltd Series 2024-1 Class M1A, U.S. 30-Day Avg. SOFR Index + 2.15%, 6.472% 8/25/2034 (b)(c)(d) |  | 3500000 | 3512742 |
| IRELAND - 0.0%  |  |  |  |
| KINBN Series 2024-RPL2A Class A, 1 month EURIBOR + 1.1%, 3.201% 1/24/2063 (b)(c) | EUR | 2237341 | 2538892 |
| ITALY - 0.0%  |  |  |  |
| Miltonia Mortgage Finance Srl Series 2024-1 Class B, 3 month EURIBOR + 1.3%, 3.458% 4/28/2062 (b)(e) | EUR | 100000 | 111831 |
| SPAIN - 0.0%  |  |  |  |
| Lugo Funding Dac Series 2024-1A Class A, 3 month EURIBOR + 0%, 3.049% 5/26/2066 (b)(c)(d) | EUR | 3021352 | 3398925 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Bletchley Park Funding PLC Series 2025-1 Class D, SONIA Overnight Deposit Rates SWAP + 1.88%, 0% 1/27/2070 (b)(d)(e) | GBP | 100000 | 134735 |
| Bletchley Park Funding PLC Series 2025-1 Class E, SONIA Overnight Deposit Rates SWAP + 3.38%, 0% 1/27/2070 (b)(d)(e) | GBP | 100000 | 134735 |
| Braccan Mortgage Funding Series 2024-1 Class X, SONIA Overnight Deposit Rates SWAP + 4.34%, 8.554% 2/15/2067 (b)(d)(e) | GBP | 440890 | 595615 |
| Castell PLC Series 2025-1 Class X1, SONIA Overnight Deposit Rates SWAP + 4.15%, 8.3606% 1/27/2062 (b)(d)(e) | GBP | 100000 | 134733 |
| Edenbrook Mortgage Funding PLC Series 2024-1 Class C, SONIA Overnight Deposit Rates SWAP + 1.95%, 6.3694% 3/22/2057 (b)(e) | GBP | 99231 | 133782 |
| Together Asset Backed Securitisation PLC Series 2025-CRE1 Class B, SONIA Overnight Deposit Rates SWAP + 1.5%, 5.7137% 1/15/2057 (b)(e) | GBP | 100000 | 134053 |
| Towd Point Mortgage Trust Series 2024-GR6A Class A1, SONIA Overnight Deposit Rates SWAP + 0.925%, 5.2953% 7/20/2053 (b)(c) | GBP | 386290 | 521245 |
| TOTAL UNITED KINGDOM |  |  | 1788898 |
| UNITED STATES - 2.3%  |  |  |  |
| A&D Mortgage Trust Series 2023-NQM5 Class A1, 7.049% 11/25/2068 (c) |  | 312040 | 316085 |
| A&D Mortgage Trust Series 2024-NQM5 Class A1, 5.699% 11/25/2069 (c) |  | 650674 | 650574 |
| A&D Mortgage Trust Series 2024-NQM5 Class M1, 6.516% 11/25/2069 (c) |  | 638000 | 638873 |
| ACRA Trust Series 2024-NQM1 Class A1, 5.608% 10/25/2064 (c) |  | 4121239 | 4114636 |
| Ajax Mortgage Loan Trust Series 2021-E Class A1, 1.74% 12/25/2060 (c) |  | 1314658 | 1134106 |
| Alternative Loan Trust Series 2004-22CB Class 1A1, 6% 10/25/2034  |  | 5531 | 5513 |
| Alternative Loan Trust Series 2005-11CB Class 2A6, 5.5% 6/25/2025  |  | 19093 | 15272 |
| Alternative Loan Trust Series 2005-23CB Class A2, 5.5% 7/25/2035  |  | 3435 | 2772 |
| Alternative Loan Trust Series 2005-29CB Class A6, 5.5% 7/25/2035  |  | 79262 | 43860 |
| Alternative Loan Trust Series 2005-31 Class 1A1, CME Term SOFR 1 month Index + 0.6745%, 4.9992% 8/25/2035 (b) |  | 1108685 | 998851 |
| Alternative Loan Trust Series 2005-42CB Class A1, CME Term SOFR 1 month Index + 0.7945%, 5.1192% 10/25/2035 (b)(d) |  | 1136117 | 639360 |
| Alternative Loan Trust Series 2005-42CB Class A2, CME Term SOFR 1 month Index + 0.7645%, 5.0892% 10/25/2035 (b)(d) |  | 860260 | 482576 |
| Alternative Loan Trust Series 2005-54CB Class 1A11, 5.5% 11/25/2035  |  | 13297 | 9857 |
| Alternative Loan Trust Series 2005-55CW Class 2A3, CME Term SOFR 1 month Index + 0.4645%, 4.7911% 11/25/2035 (b)(d) |  | 139261 | 103425 |
| Alternative Loan Trust Series 2005-59 Class 1A1, CME Term SOFR 1 month Index + 0.66%, 5.0989% 11/20/2035 (b)(d) |  | 24921 | 24355 |
| Alternative Loan Trust Series 2005-86CB Class A11, 5.5% 2/25/2036  |  | 8365 | 4752 |
| Alternative Loan Trust Series 2006-28CB Class A14, 6.25% 10/25/2036  |  | 45972 | 21735 |
| Alternative Loan Trust Series 2006-J4 Class 2A1, 6% 7/25/2036  |  | 226696 | 125407 |
| Alternative Loan Trust Series 2006-OC1 Class 1A1, CME Term SOFR 1 month Index + 0.5745%, 4.8992% 3/25/2036 (b) |  | 41795 | 41186 |
| Alternative Loan Trust Series 2007-OA10 Class 2A1, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 9/25/2047 (b)(d) |  | 4731716 | 690380 |
| Alternative Loan Trust Series 2007-OH3 Class A1B, CME Term SOFR 1 month Index + 0.5545%, 4.8792% 9/25/2047 (b) |  | 1563668 | 1395828 |
| Angel Oak Mortgage Trust Series 2021-6 Class A1, 1.458% 9/25/2066 (c) |  | 2911888 | 2404754 |
| Angel Oak Mortgage Trust Series 2023-1 Class A1, 4.75% 9/26/2067 (c) |  | 973777 | 964658 |
| Angel Oak Mortgage Trust Series 2023-7 Class A1, 4.8% 11/25/2067 (c) |  | 440650 | 436486 |
| Angel Oak Mortgage Trust Series 2024-1 Class A1, 5.21% 8/25/2068 (c) |  | 68094 | 67605 |
| Angel Oak Mortgage Trust Series 2024-10 Class A1, 5.348% 10/25/2069 (c) |  | 584677 | 581618 |
| Angel Oak Mortgage Trust Series 2024-11 Class A1, 5.7% 8/25/2069 (c) |  | 1138980 | 1138810 |
| Angel Oak Mortgage Trust Series 2024-4 Class A1, 6.197% 1/25/2069 (c) |  | 377689 | 380639 |
| Angel Oak Mortgage Trust Series 2025-1 Class A1, 5.691% 1/25/2070 (c) |  | 617684 | 618735 |
| Angel Oak Mortgage Trust Series 2025-2 Class A1, 5.637% 2/25/2070 (c) |  | 1420961 | 1422135 |
| Angel Oak Mtg Tr 2024-8 Series 2024-8 Class A1, 5.338% 5/27/2069 (c) |  | 2100395 | 2092362 |
| Atlx Trust Series 2024-RPL2 Class A1, 3.85% 4/25/2063 (c) |  | 11157598 | 10695809 |
| ATXL Trust Series 2024-RPL1 Class A1, 3.85% 4/25/2064 (c) |  | 2814597 | 2704003 |
| Banc of America Alternative Loan Trust Series 2004-6 Class 4A1, 5% 5/25/2048  |  | 268 | 229 |
| Banc of America Alternative Loan Trust Series 2006-7 Class A4, 6.4983% 10/25/2036 (f) |  | 67077 | 18107 |
| Banc of America Funding Trust Series 2005-5 Class 3A5, 5.5% 8/25/2035  |  | 16613 | 15972 |
| Banc of America Funding Trust Series 2005-7 Class 30PO, 0% 11/25/2035 (h)(i) |  | 545 | 493 |
| Banc of America Funding Trust Series 2007-1 Class 1A6, 5.75% 1/25/2037  |  | 928 | 780 |
| Banc of America Funding Trust Series 2007-3 Class TA8, CME Term SOFR 1 month Index + 0.2945%, 4.6192% 4/25/2037 (b)(d) |  | 1242771 | 1008507 |
| Banc of America Funding Trust Series 2015-R3 Class 1A2, 3.3701% 3/27/2036 (c)(d) |  | 303277 | 255458 |
| Bank of America Mortgage Trust Series 2003-8 Class 1CB1, 5.5% 10/25/2033  |  | 151784 | 149026 |
| Bank of America Mortgage Trust Series 2004-F Class 1A1, 6.5924% 7/25/2034 (d) |  | 1097 | 1046 |
| Barclays Mortgage Loan Trust Series 2025-NQM1 Class A1, 5.664% 1/25/2065 (c) |  | 3028618 | 3029265 |
| BCAP LLC Trust Series 2010-RR4 Class 31A6, 5.9332% 1/26/2037 (c)(d) |  | 2555978 | 1894521 |
| Bear Stearns Alt-A Trust Series 2007-1 Class 21A1, 4.8172% 1/25/2047 (d) |  | 184112 | 85950 |
| Bear Stearns ARM Trust Series 2003-7 Class 3A, 7.0355% 10/25/2033 (d) |  | 255 | 254 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-AC2 Class 1A1, CME Term SOFR 1 month Index + 0.4645%, 4.7892% 3/25/2036 (b)(d) |  | 124722 | 32061 |
| Bear Stearns Asset Backed Securities I Trust Series 2006-IM1 Class A3, CME Term SOFR 1 month Index + 0.6745%, 4.9992% 4/25/2036 (b) |  | 572719 | 551283 |
| Bear Stearns Trust Series 2004-8 Class M2, CME Term SOFR 1 month Index + 1.8395%, 6.1642% 9/25/2034 (b) |  | 1020933 | 981346 |
| Binom Securitization Trust Series 2022-INV1 Class A1, 4.441% 8/25/2057 (c) |  | 756691 | 732901 |
| Binom Securitization Trust Series 2022-RPL1 Class A1, 3% 2/25/2061 (c) |  | 3503775 | 3214096 |
| Bravo Residential Fdg Tr 2025-Nqm5 Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (c)(f) |  | 1900000 | 1900958 |
| BRAVO Residential Funding Trust 2025-NQM4 Series 2025-NQM4 Class A2, 5.816% 2/25/2065 (c)(d) |  | 7888090 | 7888521 |
| Bravo Residential Funding Trust Series 2021-NQM1 Class B1, 3.172% 2/25/2049 (c) |  | 491388 | 433909 |
| Bravo Residential Funding Trust Series 2022-RPL1 Class A1, 2.75% 9/25/2061 (c) |  | 6292306 | 5680913 |
| Bravo Residential Funding Trust Series 2023-NQM6 Class A2, 6.956% 9/25/2063 (c) |  | 704515 | 710411 |
| Bravo Residential Funding Trust Series 2023-NQM6 Class B1, 8.0018% 9/25/2063 (c)(d) |  | 231000 | 231340 |
| BRAVO Residential Funding Trust Series 2024-NQM1 Class B1, 8.042% 12/1/2063 (c) |  | 100000 | 100429 |
| Bravo Residential Funding Trust Series 2024-NQM3 Class B1, 8.1% 3/25/2064 (c) |  | 150000 | 151001 |
| Bravo Residential Funding Trust Series 2025-NQM2 Class A1, 5.678% 11/25/2064 (c)(d) |  | 4928357 | 4937451 |
| Bravo Residential Funding Trust Series 2025-NQM2 Class A1, 5.79% 6/25/2070 (c)(d) |  | 504839 | 505311 |
| CAFL Issuer LLC Series 2024-RTL1 Class A1, 6.749% 11/28/2031 (c)(f) |  | 1307000 | 1310315 |
| Cascade MH Asset Trust Series 2022-MH1 Class M, 4.25% 8/25/2054 (c)(f) |  | 414723 | 334060 |
| CFMT LLC Series 2022-HB10 Class A, 3.25% 11/25/2035 (c) |  | 1774961 | 1760794 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (c)(d) |  | 1750283 | 1716296 |
| CFMT LLC Series 2024-HB14 Class M3, 3% 6/25/2034 (c)(d) |  | 104000 | 96579 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (c)(d) |  | 872050 | 862757 |
| CFMT LLC Series 2024-HB15 Class M2, 4% 8/25/2034 (c) |  | 121000 | 115431 |
| CFMT LLC Series 2024-R1 Class A1, 4% 10/25/2054 (c) |  | 317431 | 307974 |
| CFMT LLC Series 2024-R1 Class A2, 4% 10/25/2054 (c) |  | 150000 | 140414 |
| Chase Home Lending Mortgage Trust Series 2024-7 Class A11, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.622% 6/25/2055 (b)(c)(d) |  | 4469796 | 4442964 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 Class A1A, 3.25% 8/25/2064 (c)(d) |  | 3631149 | 3197725 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 Class A1A, 3.25% 9/25/2064 (c) |  | 1973215 | 1732595 |
| Chase Home Lending Mortgage Trust Series 2024-RPL4 Class A1A, 3.375% 12/25/2064 (c) |  | 10625101 | 9355713 |
| Chase Mortgage Finance Trust Series Series 2007-A1 Class 3A1, 5.8711% 2/25/2037 (d) |  | 308252 | 294005 |
| Chase Mortgage Finance Trust Series Series 2007-A2 Class 2A1, 6.6746% 6/25/2035 (d) |  | 6434 | 6198 |
| Chase Mortgage Finance Trust Series Series 2007-S5 Class 1A10, 6% 7/25/2037  |  | 2464052 | 1074568 |
| CHL Mortgage Pass-Through Trust Series 2006-17 Class A6, 6% 12/25/2036  |  | 14014 | 5884 |
| CHL Mortgage Pass-Through Trust Series 2007-16 Class A1, 6.5% 10/25/2037  |  | 212623 | 86481 |
| CHL Mortgage Pass-Through Trust Series 2007-3 Class A17, 6% 4/25/2037  |  | 963602 | 438783 |
| CHL Mortgage Pass-Through Trust Series 2007-4 Class 1A47, 6% 5/25/2037  |  | 733641 | 324063 |
| CHL Mortgage Pass-Through Trust Series 2007-8 Class 1A12, 5.875% 1/25/2038  |  | 842269 | 343437 |
| CHL Mortgage Pass-Through Trust Series 2007-8 Class 1A24, 6% 1/25/2038  |  | 260556 | 108500 |
| CHL Mortgage Pass-Through Trust Series 2007-9 Class A1, 5.75% 7/25/2037  |  | 53212 | 24392 |
| CHL Mortgage Pass-Through Trust Series 2007-9 Class A11, 5.75% 7/25/2037  |  | 29106 | 13552 |
| CIM Trust Series 2021-INV1 Class A8, 2.5% 7/1/2051 (c) |  | 4371653 | 3858005 |
| CIM Trust Series 2021-R1 Class A2, 2.4% 8/25/2056 (c) |  | 3781193 | 3404678 |
| Cim Trust Series 2021-R3 Class A1A, 1.951% 6/25/2057 (c) |  | 1004913 | 911900 |
| CIM Trust Series 2021-R4 Class A1A, 2% 5/1/2061 (c) |  | 5230304 | 4761637 |
| CIM Trust Series 2021-R5 Class A1A, 2% 8/25/2061 (c)(d) |  | 5273190 | 4565811 |
| CIM Trust Series 2024-R1 Class A1, 4.75% 6/25/2064 (c) |  | 7928937 | 7652959 |
| CIM Trust Series 2025-I1 Class A1, 5.655% 10/25/2069 (c) |  | 5140358 | 5148960 |
| CIM Trust Series 2025-I1 Class M1, 6.441% 10/25/2069 (c)(d) |  | 690000 | 690230 |
| CIM Trust Series 2025-R1 Class A1, 5% 2/25/2099 (c) |  | 5220605 | 5124145 |
| Citigroup Mortgage Loan Trust Series 2004-HYB4 Class AA, CME Term SOFR 1 month Index + 0.4445%, 4.7692% 12/25/2034 (b)(d) |  | 444 | 415 |
| Citigroup Mortgage Loan Trust Series 2004-UST1 Class A3, 6.9144% 8/25/2034 (d) |  | 719 | 691 |
| Citigroup Mortgage Loan Trust Series 2005-9 Class 22A1, 6% 11/25/2035  |  | 871868 | 827686 |
| Citigroup Mortgage Loan Trust Series 2007-6 Class 2A1, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 5/25/2037 (b)(d) |  | 71159 | 67226 |
| Citigroup Mortgage Loan Trust Series 2009-12 Class 5A2, 4.6282% 7/25/2037 (c)(d) |  | 355799 | 162993 |
| Citigroup Mortgage Loan Trust Series 2022-A Class A1, 6.17% 9/25/2062 (c) |  | 233191 | 233125 |
| Citigroup Mortgage Loan Trust Series 2024-1 Class A11, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.672% 7/25/2054 (b)(c)(d) |  | 5023689 | 5004358 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class A1, 4.1% 2/25/2063 (c) |  | 7075997 | 6607217 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class A2, 4.2252% 2/25/2063 (c)(d) |  | 593449 | 496923 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class B1, 4.2252% 2/25/2063 (c)(d) |  | 179547 | 132221 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class B2, 0% 2/25/2063 (c)(d) |  | 64822 | 44098 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class B3, 0% 2/25/2063 (c)(d)(h) |  | 164547 | 19074 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class B4, 0% 2/25/2063 (c)(d)(h) |  | 298199 | 23018 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class M1, 4.2252% 2/25/2063 (c)(d) |  | 398943 | 326487 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class M2, 4.2252% 2/25/2063 (c)(d) |  | 304204 | 237319 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class SA, 0% 2/25/2063 (c)(d)(i) |  | 12964 | 12404 |
| Citigroup Mortgage Loan Trust Series 2024-RP2 Class X, 0% 2/25/2063 (c)(d)(g)(i) |  | 9079707 | 5448 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class A1, 3.841% 1/25/2064 (c)(d) |  | 9110594 | 8324450 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class A2, 0% 1/25/2064 (c)(d) |  | 404415 | 287635 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class B1, 0% 1/25/2064 (c)(d) |  | 161766 | 91590 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class B2, 0% 1/25/2064 (c)(d) |  | 102463 | 50728 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class B3, 0% 1/25/2064 (c)(d)(i) |  | 129413 | 54819 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class B4, 3.7011% 1/25/2064 (c)(i) |  | 123021 | 38043 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class M1, 0% 1/25/2064 (c)(d) |  | 345112 | 237714 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class M2, 0% 1/25/2064 (c)(d) |  | 215665 | 136235 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class SA, 0% 1/25/2064 (c)(d) |  | 18854 | 16688 |
| Citigroup Mortgage Loan Trust Series 2025-RP1 Class X, 0% 1/25/2064 (c)(d)(i) |  | 10592449 | 1059 |
| CitiMortgage Alternative Loan Trust Series 2007-A6 Class 1A21, 5.5% 6/25/2037  |  | 134384 | 108487 |
| Colt Mortgage Loan Trust Series 2022-1 Class B2, 4.1622% 12/27/2066 (c)(d) |  | 152000 | 126886 |
| COLT Mortgage Loan Trust Series 2022-5 Class B1, 4.6735% 3/25/2067 (c)(d) |  | 116000 | 104155 |
| COLT Mortgage Loan Trust Series 2022-8 Class B1, 6.4979% 8/25/2067 (c)(d) |  | 100000 | 98998 |
| COLT Mortgage Loan Trust Series 2024-3 Class A1, 6.393% 6/25/2069 (c) |  | 1827714 | 1843921 |
| COLT Mortgage Loan Trust Series 2024-6 Class A1, 5.39% 11/25/2069 (c) |  | 855387 | 852007 |
| COLT Mortgage Loan Trust Series 2024-INV2 Class A1, 6.421% 5/25/2069 (c)(f) |  | 846665 | 854842 |
| Connecticut Avenue Securities Trust Series 2019-R07 Class 1B1, U.S. 30-Day Avg. SOFR Index + 3.5145%, 7.8365% 10/25/2039 (b)(c)(d) |  | 2973082 | 3047690 |
| Connecticut Avenue Securities Trust Series 2022-R03 Class 1B1, U.S. 30-Day Avg. SOFR Index + 6.25%, 10.572% 3/25/2042 (b)(c)(d) |  | 130000 | 139788 |
| Connecticut Avenue Securities Trust Series 2022-R08 Class 1B1, U.S. 30-Day Avg. SOFR Index + 5.6%, 9.922% 7/25/2042 (b)(c)(d) |  | 1500000 | 1611174 |
| Connecticut Avenue Securities Trust Series 2023-R01 Class 1M1, U.S. 30-Day Avg. SOFR Index + 2.4%, 6.7206% 12/25/2042 (b)(c)(d) |  | 668388 | 683220 |
| Connecticut Avenue Securities Trust Series 2023-R06 Class 1M2, U.S. 30-Day Avg. SOFR Index + 2.7%, 7.022% 7/25/2043 (b)(c)(d) |  | 2500000 | 2585686 |
| Connecticut Avenue Securities Trust Series 2024-R05 Class 2M2, U.S. 30-Day Avg. SOFR Index + 1.7%, 6.022% 7/25/2044 (b)(c)(d) |  | 250000 | 250760 |
| Countrywide Home Loans Inc Series 2003-J3 Class 2A1, 6.25% 12/25/2033  |  | 273 | 298 |
| Countrywide Home Loans Inc Series 2004-3 Class A25, 5.75% 4/25/2034  |  | 1575 | 1505 |
| Countrywide Home Loans Inc Series 2004-5 Class 2A9, 5.25% 5/25/2034  |  | 1702 | 1629 |
| Countrywide Home Loans Inc Series 2005-22 Class 2A1, 5.2019% 11/25/2035 (d) |  | 3956 | 3266 |
| Countrywide Home Loans Inc Series 2005-R1 Class 1AF2, CME Term SOFR 1 month Index + 0.4745%, 4.7992% 3/25/2035 (b)(c)(d) |  | 983160 | 944031 |
| Countrywide Home Loans Inc Series 2005-R2 Class 1AF1, CME Term SOFR 1 month Index + 0.34%, 4.7792% 6/25/2035 (b)(c)(d) |  | 39076 | 37591 |
| Countrywide Home Loans Inc Series 2006-OA2 Class A5, CME Term SOFR 1 month Index + 0.5745%, 4.8989% 5/20/2046 (b)(d) |  | 567812 | 484052 |
| Countrywide Home Loans Inc Series 2007-11 Class A1, 6% 8/25/2037  |  | 1436882 | 607357 |
| Credit Suisse Mortgage Trust Series 2021-RP11 Class PT, 3.736% 10/25/2061 (c)(d) |  | 7024432 | 5550683 |
| Cross Mortgage Trust Series 2023-H2 Class A1A, 7.135% 11/25/2068 (c)(f) |  | 87780 | 88995 |
| Cross Mortgage Trust Series 2024-H2 Class A1, 6.093% 4/25/2069 (c) |  | 765049 | 768129 |
| Cross Mortgage Trust Series 2024-H3 Class A1, 6.272% 6/25/2069 (c) |  | 975887 | 982372 |
| Cross Mortgage Trust Series 2024-H4 Class A1, 6.147% 7/25/2069 (c)(d) |  | 2016693 | 2028396 |
| Cross Mortgage Trust Series 2024-H7 Class A1, 5.585% 11/25/2069 (c)(d) |  | 1307842 | 1306613 |
| Cross Mortgage Trust Series 2025-H1 Class A1, 5.735% 2/25/2070 (c)(d) |  | 1618123 | 1621131 |
| Cross Mortgage Trust Series 2025-H1 Class M1, 6.48% 2/25/2070 (c) |  | 162000 | 162209 |
| Cross Mortgage Trust Series 2025-H4 Class A1, 5.596% 6/25/2070 (c)(d) |  | 3033000 | 3037511 |
| CSMC Mortgage-Backed Trust Series 2006-4 Class 4A1, 7% 5/25/2036  |  | 345757 | 86177 |
| CSMC Mortgage-Backed Trust Series 2006-6 Class 1A8, 6% 7/25/2036  |  | 1932337 | 886414 |
| CSMC Series 2014-10R Class 5A2, 4.1091% 5/27/2036 (c)(d)(i) |  | 196310 | 67289 |
| CSMC Trust Series 2005-10 Class 10A4, 6% 11/25/2035  |  | 5851 | 1415 |
| CSMC Trust Series 2005-10 Class 6A13, 5.5% 11/25/2035  |  | 5007 | 1720 |
| CSMC Trust Series 2005-12 Class 2A1, 6.5% 1/25/2036  |  | 1905171 | 1018001 |
| CSMC Trust Series 2015-1R Class 6A1, CME Term SOFR 1 month Index + 0.3945%, 4.3314% 5/27/2037 (b)(c)(d) |  | 68553 | 67900 |
| CSMC Trust Series 2015-6R Class 5A2, CME Term SOFR 1 month Index + 0.2945%, 3.7091% 3/27/2036 (b)(c)(d) |  | 58615 | 43249 |
| CSMC Trust Series 2021-NQM8 Class A1, 1.841% 10/25/2066 (c) |  | 8010738 | 7239606 |
| CSMC Trust Series 2021-RP11 Class CERT, 3.7778% 10/27/2061 (c) |  | 297129 | 223469 |
| CSMC Trust Series 2021-RPL2 Class A1, 2% 1/25/2060 (c) |  | 5879666 | 5096753 |
| CSMC Trust Series 2022-NQM3 Class A1B, 4.265% 3/25/2067 (c) |  | 146000 | 140173 |
| CSMC Trust Series 2022-NQM6 Class PT, 9.9249% 12/25/2067 (c)(d) |  | 449602 | 451728 |
| CSMC Trust Series 2022-RPL1 Class A1, 4.15% 4/25/2061 (c)(d) |  | 6021255 | 5433607 |
| CSMC Trust Series 2022-RPL1 Class PT, 4.6329% 4/25/2061 (c)(d) |  | 7630529 | 6463936 |
| CSMCM Trust Series 2022-RPL1 Class CERT, 4.231% 4/25/2061 (c) |  | 320736 | 259530 |
| CWALT, Inc. Alternative Loan Trust Series 2006-OA17 Class 1A1D, CME Term SOFR 1 month Index + 0.4045%, 4.7289% 12/20/2046 (b) |  | 894829 | 797635 |
| CWALT, Inc. Alternative Loan Trust Series 2006-OC10 Class 2A3, CME Term SOFR 1 month Index + 0.46%, 4.8992% 11/25/2036 (b)(d) |  | 2195963 | 1910836 |
| CWALT, Inc. Alternative Loan Trust Series 2006-OC7 Class 2A3, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 7/25/2046 (b) |  | 621598 | 567134 |
| Deephaven Residential Mortgage Trust Series 2022-2 Class M1, 4.3062% 3/25/2067 (c)(d) |  | 100000 | 83415 |
| Deephaven Residential Mortgage Trust Series 2022-3 Class M1, 5.265% 7/25/2067 (c)(d) |  | 200000 | 196049 |
| Deephaven Residential Mortgage Trust Series 2024-1 Class A1, 5.735% 7/25/2069 (c) |  | 670886 | 671087 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 Class CWA1, 6% 6/25/2035 (c)(d) |  | 62907 | 32812 |
| EFMT Series 2024-NQM1 Class A1A, 5.708% 11/25/2069 (c) |  | 1290874 | 1293840 |
| EFMT Series 2025-INV1 Class A1, 5.626% 3/25/2070 (c)(d) |  | 383742 | 384474 |
| EFMT Series 2025-INV2 Class A1, 5.387% 5/26/2070 (c) |  | 1211500 | 1205073 |
| Ellington Financial Mortgage Trust Series 2022-4 Class B2, 5.9253% 9/25/2067 (c)(d) |  | 111000 | 106501 |
| Fannie Mae Guaranteed REMIC Series 1999-47 Class JZ, 8% 9/18/2029  |  | 896 | 919 |
| Fannie Mae Guaranteed REMIC Series 2000-8 Class Z, 7.5% 2/20/2030  |  | 855 | 884 |
| Fannie Mae Guaranteed REMIC Series 2001-14 Class Z, 6% 5/25/2031  |  | 515 | 522 |
| Fannie Mae Guaranteed REMIC Series 2001-16 Class Z, 6% 5/25/2031  |  | 586 | 600 |
| Fannie Mae Guaranteed REMIC Series 2001-36 Class ST, 8.3855% - U.S. 30-Day Avg. SOFR Index 4.0636% 11/25/2030 (d)(g) |  | 1097 | 108 |
| Fannie Mae Guaranteed REMIC Series 2001-72 Class SB, 7.3855% - U.S. 30-Day Avg. SOFR Index 3.0636% 12/25/2031 (d)(g) |  | 2919 | 257 |
| Fannie Mae Guaranteed REMIC Series 2001-81 Class HE, 6.5% 1/25/2032  |  | 5220 | 5364 |
| Fannie Mae Guaranteed REMIC Series 2001-T12 Class IO, 0.4975% 8/25/2041 (d)(g) |  | 156552 | 1036 |
| Fannie Mae Guaranteed REMIC Series 2001-W3 Class A, 4.5076% 9/25/2041 (d) |  | 2499 | 2449 |
| Fannie Mae Guaranteed REMIC Series 2002-19 Class SC, U.S. 30-Day Avg. SOFR Index + 13.9747%, 6.365% 3/17/2032 (b)(d) |  | 50 | 50 |
| Fannie Mae Guaranteed REMIC Series 2002-56 Class PE, 6% 9/25/2032  |  | 6810 | 7000 |
| Fannie Mae Guaranteed REMIC Series 2002-86 Class PG, 6% 12/25/2032  |  | 4813 | 4941 |
| Fannie Mae Guaranteed REMIC Series 2002-T16 Class A2, 7% 7/25/2042  |  | 8375 | 8708 |
| Fannie Mae Guaranteed REMIC Series 2002-T4 Class A2, 7% 12/25/2041  |  | 4639 | 4790 |
| Fannie Mae Guaranteed REMIC Series 2002-T4 Class A4, 9.5% 12/25/2041  |  | 7914 | 8622 |
| Fannie Mae Guaranteed REMIC Series 2002-T4 Class IO, 0.3995% 12/25/2041 (d)(g) |  | 389280 | 2567 |
| Fannie Mae Guaranteed REMIC Series 2002-W10 Class IO, 0.9015% 8/25/2042 (d)(g) |  | 33248 | 370 |
| Fannie Mae Guaranteed REMIC Series 2002-W7 Class IO1, 0.8686% 6/25/2029 (d)(g) |  | 60290 | 847 |
| Fannie Mae Guaranteed REMIC Series 2003-130 Class HZ, 6% 1/25/2034  |  | 123835 | 128728 |
| Fannie Mae Guaranteed REMIC Series 2003-47 Class PE, 5.75% 6/25/2033  |  | 4075 | 4179 |
| Fannie Mae Guaranteed REMIC Series 2003-64 Class SX, U.S. 30-Day Avg. SOFR Index + 13.4638%, 2.5888% 7/25/2033 (b)(d) |  | 255 | 243 |
| Fannie Mae Guaranteed REMIC Series 2003-W3 Class 2A5, 5.356% 6/25/2042  |  | 166 | 166 |
| Fannie Mae Guaranteed REMIC Series 2003-W6 Class 1A41, 5.398% 10/25/2042  |  | 1888 | 1883 |
| Fannie Mae Guaranteed REMIC Series 2004-72 Class F, U.S. 30-Day Avg. SOFR Index + 0.6145%, 4.9365% 9/25/2034 (b)(d) |  | 618 | 619 |
| Fannie Mae Guaranteed REMIC Series 2004-T1 Class 1A1, 6% 1/25/2044  |  | 3074 | 3119 |
| Fannie Mae Guaranteed REMIC Series 2004-T2 Class 1A3, 7% 11/25/2043  |  | 2350 | 2397 |
| Fannie Mae Guaranteed REMIC Series 2004-T2 Class 1A4, 7.5% 11/25/2043  |  | 2437 | 2474 |
| Fannie Mae Guaranteed REMIC Series 2004-T3 Class 1IO4, 0.6036% 2/25/2044 (d)(g) |  | 58525 | 366 |
| Fannie Mae Guaranteed REMIC Series 2004-W11 Class 1IO1, 0.3465% 5/25/2044 (d)(g) |  | 189502 | 1312 |
| Fannie Mae Guaranteed REMIC Series 2004-W2 Class 1A, 6% 2/25/2044  |  | 1932 | 1955 |
| Fannie Mae Guaranteed REMIC Series 2004-W2 Class 2A2, 7% 2/25/2044  |  | 488 | 503 |
| Fannie Mae Guaranteed REMIC Series 2004-W8 Class 3A, 7.5% 6/25/2044  |  | 1021 | 1054 |
| Fannie Mae Guaranteed REMIC Series 2004-W9 Class 1A3, 6.05% 2/25/2044  |  | 4239 | 4342 |
| Fannie Mae Guaranteed REMIC Series 2005-19 Class PB, 5.5% 3/25/2035  |  | 23980 | 24379 |
| Fannie Mae Guaranteed REMIC Series 2005-51 Class MO, 0% 6/25/2035 (h) |  | 469 | 329 |
| Fannie Mae Guaranteed REMIC Series 2005-53 Class CS, 6.5855% - U.S. 30-Day Avg. SOFR Index 2.2636% 6/25/2035 (d)(g) |  | 3023 | 204 |
| Fannie Mae Guaranteed REMIC Series 2005-72 Class WS, 6.6355% - U.S. 30-Day Avg. SOFR Index 2.3136% 8/25/2035 (d)(g) |  | 1255 | 84 |
| Fannie Mae Guaranteed REMIC Series 2005-79 Class ZC, 5.9% 9/25/2035  |  | 128909 | 126579 |
| Fannie Mae Guaranteed REMIC Series 2005-84 Class XM, 5.75% 10/25/2035  |  | 744 | 765 |
| Fannie Mae Guaranteed REMIC Series 2005-W4 Class 1A1, 6% 8/25/2045  |  | 2015 | 2038 |
| Fannie Mae Guaranteed REMIC Series 2006-20 Class IB, 6.4755% - U.S. 30-Day Avg. SOFR Index 2.1536% 4/25/2036 (d)(g) |  | 2801 | 250 |
| Fannie Mae Guaranteed REMIC Series 2006-27 Class OB, 0% 4/25/2036 (h) |  | 12526 | 10221 |
| Fannie Mae Guaranteed REMIC Series 2006-77 Class PC, 6.5% 8/25/2036  |  | 1419 | 1472 |
| Fannie Mae Guaranteed REMIC Series 2006-9 Class KZ, 6% 3/25/2036  |  | 2947 | 3020 |
| Fannie Mae Guaranteed REMIC Series 2007-54 Class IB, 6.2955% - U.S. 30-Day Avg. SOFR Index 1.9736% 6/25/2037 (d)(g) |  | 48542 | 4449 |
| Fannie Mae Guaranteed REMIC Series 2007-71 Class GZ, 6% 7/25/2047  |  | 1602 | 1631 |
| Fannie Mae Guaranteed REMIC Series 2008-62 Class SM, 6.0855% - U.S. 30-Day Avg. SOFR Index 1.7636% 7/25/2038 (d)(g) |  | 9031 | 842 |
| Fannie Mae Guaranteed REMIC Series 2008-91 Class SI, 5.8855% - U.S. 30-Day Avg. SOFR Index 1.5636% 3/25/2038 (d)(g) |  | 4885 | 178 |
| Fannie Mae Guaranteed REMIC Series 2009-112 Class ST, 6.1355% - U.S. 30-Day Avg. SOFR Index 1.8136% 1/25/2040 (d)(g) |  | 5045 | 449 |
| Fannie Mae Guaranteed REMIC Series 2009-112 Class SW, 6.1355% - U.S. 30-Day Avg. SOFR Index 1.8136% 1/25/2040 (d)(g) |  | 3317 | 324 |
| Fannie Mae Guaranteed REMIC Series 2009-52 Class PI, 5% 7/25/2039 (g) |  | 2952 | 416 |
| Fannie Mae Guaranteed REMIC Series 2010-10 Class NT, 5% 2/25/2040  |  | 12445 | 12488 |
| Fannie Mae Guaranteed REMIC Series 2010-129 Class PZ, 4.5% 11/25/2040  |  | 35909 | 33445 |
| Fannie Mae Guaranteed REMIC Series 2010-135 Class ZA, 4.5% 12/25/2040  |  | 376647 | 360050 |
| Fannie Mae Guaranteed REMIC Series 2010-150 Class ZC, 4.75% 1/25/2041  |  | 490786 | 482450 |
| Fannie Mae Guaranteed REMIC Series 2010-70 Class SA, U.S. 30-Day Avg. SOFR Index + 91.2217%, 6% 4/25/2038 (b)(d)(g) |  | 9700 | 1828 |
| Fannie Mae Guaranteed REMIC Series 2011-126 Class KB, 4% 12/25/2041  |  | 163981 | 158609 |
| Fannie Mae Guaranteed REMIC Series 2011-19 Class ZY, 6.5% 7/25/2036  |  | 2594 | 2739 |
| Fannie Mae Guaranteed REMIC Series 2011-4 Class PZ, 5% 2/25/2041  |  | 199034 | 197125 |
| Fannie Mae Guaranteed REMIC Series 2012-100 Class WI, 3% 9/25/2027 (g) |  | 79625 | 1767 |
| Fannie Mae Guaranteed REMIC Series 2012-148 Class IE, 3% 1/25/2033 (g) |  | 53648 | 3866 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class DA, 1.75% 1/25/2043  |  | 342338 | 317007 |
| Fannie Mae Guaranteed REMIC Series 2012-149 Class GA, 1.75% 6/25/2042  |  | 442656 | 409097 |
| Fannie Mae Guaranteed REMIC Series 2012-46 Class KI, 3.5% 5/25/2027 (g) |  | 4505 | 95 |
| Fannie Mae Guaranteed REMIC Series 2012-9 Class SH, 6.4355% - U.S. 30-Day Avg. SOFR Index 2.1136% 6/25/2041 (d)(g) |  | 1111 | 1 |
| Fannie Mae Guaranteed REMIC Series 2013-13 Class IK, 2.5% 3/25/2028 (g) |  | 28277 | 615 |
| Fannie Mae Guaranteed REMIC Series 2013-133 Class IB, 3% 4/25/2032 (g) |  | 4367 | 13 |
| Fannie Mae Guaranteed REMIC Series 2013-134 Class SA, 5.9355% - U.S. 30-Day Avg. SOFR Index 1.6136% 1/25/2044 (d)(g) |  | 65312 | 7082 |
| Fannie Mae Guaranteed REMIC Series 2013-44 Class DJ, 1.85% 5/25/2033  |  | 3860406 | 3536412 |
| Fannie Mae Guaranteed REMIC Series 2015-42 Class IL, 6% 6/25/2045 (g) |  | 342931 | 49872 |
| Fannie Mae Guaranteed REMIC Series 2015-70 Class JC, 3% 10/25/2045  |  | 301718 | 284982 |
| Fannie Mae Guaranteed REMIC Series 2016-33 Class JA, 3% 7/25/2045  |  | 184741 | 172506 |
| Fannie Mae Guaranteed REMIC Series 2016-38, 3% 1/25/2046  |  | 148557 | 136490 |
| Fannie Mae Guaranteed REMIC Series 2017-30 Class AI, 5.5% 5/25/2047 (g) |  | 207684 | 29758 |
| Fannie Mae Guaranteed REMIC Series 2017-32 Class PA, 2.7% 5/25/2047  |  | 10899396 | 9819737 |
| Fannie Mae Guaranteed REMIC Series 2017-37 Class AB, 2.55% 9/25/2046  |  | 2134591 | 1942935 |
| Fannie Mae Guaranteed REMIC Series 2019-20 Class H, 3.5% 5/25/2049  |  | 161363 | 143800 |
| Fannie Mae Guaranteed REMIC Series 2019-51 Class AF, U.S. 30-Day Avg. SOFR Index + 0.5145%, 4.8502% 9/25/2049 (b)(d) |  | 675510 | 671718 |
| Fannie Mae Guaranteed REMIC Series 2021-45 Class DA, 3% 7/25/2051  |  | 355426 | 308343 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048  |  | 207895 | 170026 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048  |  | 220933 | 180688 |
| Fannie Mae Guaranteed REMIC Series 2021-77 Class CH, 1.5% 8/25/2050  |  | 253996 | 205510 |
| Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048  |  | 179374 | 155304 |
| Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049  |  | 2989092 | 2561812 |
| Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048  |  | 2005408 | 1740839 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050  |  | 287524 | 244996 |
| Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048  |  | 974311 | 884697 |
| Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049  |  | 829181 | 759633 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046  |  | 641927 | 595679 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048  |  | 2868232 | 2507667 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047  |  | 7774685 | 6715762 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049  |  | 211187 | 181305 |
| Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048  |  | 856665 | 831517 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047  |  | 2889597 | 2526620 |
| Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 8/25/2052 (b)(d) |  | 2880073 | 2792607 |
| Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 9/25/2052 (b)(d) |  | 6094778 | 5909684 |
| Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(d) |  | 2047384 | 2006432 |
| Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.122% 10/25/2052 (b)(d) |  | 7184149 | 6969367 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048  |  | 1380578 | 1253997 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047  |  | 2890670 | 2558561 |
| Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 11/25/2053 (b)(d) |  | 4183392 | 4213124 |
| Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 11/25/2053 (b)(d) |  | 603137 | 607206 |
| Fannie Mae Guaranteed REMIC Series 2024-38 Class AF, U.S. 30-Day Avg. SOFR Index + 0.78%, 5.1157% 12/25/2047 (b)(d) |  | 1930565 | 1932541 |
| Fannie Mae Guaranteed REMIC Series 2024-38 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 5.1357% 1/25/2051 (b)(d) |  | 776373 | 780467 |
| Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.852% 7/25/2054 (b)(d) |  | 2287695 | 2288127 |
| Fannie Mae Guaranteed REMIC Series 2024-54 Class FC, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.292% 8/25/2054 (b)(d) |  | 3251028 | 3247285 |
| Fannie Mae Guaranteed REMIC Series 2024-76 Class QF, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.422% 11/25/2054 (b)(d) |  | 46455411 | 46034688 |
| Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 12/25/2054 (b)(d) |  | 7158554 | 7138077 |
| Fannie Mae Guaranteed REMIC Series 2024-93 Class FG, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.422% 12/25/2054 (b)(d) |  | 1585847 | 1583876 |
| Fannie Mae Guaranteed REMIC Series 2025-4 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 12/25/2053 (b)(d) |  | 9960196 | 9925585 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-11 Class E, 7% 3/18/2027  |  | 30 | 31 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-20 Class D, 7% 3/17/2027  |  | 33 | 33 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-42 Class EG, 8% 7/18/2027  |  | 192 | 196 |
| Fannie Mae Mortgage pass-thru certificates Series 1997-63 Class ZA, 6.5% 9/18/2027  |  | 43 | 43 |
| Fannie Mae Mortgage pass-thru certificates Series 2002-T19 Class A1, 6.5% 7/25/2042  |  | 6919 | 7090 |
| Fannie Mae Mortgage pass-thru certificates Series 2003-22 Class Z, 6% 4/25/2033  |  | 3725 | 3791 |
| Fannie Mae Mortgage pass-thru certificates Series 2003-25 Class KP, 5% 4/25/2033  |  | 13601 | 13649 |
| Fannie Mae Mortgage pass-thru certificates Series 2003-W4 Class 2A, 5.1561% 10/25/2042 (d) |  | 1335 | 1342 |
| Fannie Mae Mortgage pass-thru certificates Series 2013-51 Class GI, 3% 10/25/2032 (g) |  | 211589 | 8418 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-56 Class AH, 2% 5/25/2045  |  | 1206412 | 1120213 |
| Fannie Mae Mortgage pass-thru certificates Series 2022-R04 Class 1B1, U.S. 30-Day Avg. SOFR Index + 5.25%, 9.572% 3/25/2042 (b)(c)(d) |  | 240000 | 255225 |
| Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 6/25/2054 (b)(d) |  | 3496449 | 3481817 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-1 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(d) |  | 9727796 | 9723541 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-18 Class FM, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.222% 9/25/2054 (b)(d) |  | 10070689 | 10050020 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-18 Class MA, 0.5% 9/25/2054  |  | 7001527 | 5622532 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-33 Class FC, U.S. 30-Day Avg. SOFR Index + 1.6%, 5.922% 8/25/2054 (b)(d) |  | 2841157 | 2855203 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 9/25/2054 (b)(d) |  | 1674868 | 1669687 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 2/25/2055 (b)(d) |  | 2730985 | 2725208 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 9/25/2054 (b)(d) |  | 2766240 | 2757738 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(d) |  | 3428671 | 3418360 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(d) |  | 1485887 | 1481859 |
| Fannie Mae Series 2007-10 Class Z, 6% 2/25/2037  |  | 476 | 495 |
| Fannie Mae Series 2007-109 Class YI, 6.3355% - U.S. 30-Day Avg. SOFR Index 2.0136% 12/25/2037 (d)(g) |  | 23975 | 2236 |
| Fannie Mae Series 2010-35 Class SB, 6.3055% - U.S. 30-Day Avg. SOFR Index 1.9836% 4/25/2040 (d)(g) |  | 4902 | 464 |
| Fannie Mae Series 2010-95 Class ZC, 5% 9/25/2040  |  | 1039441 | 980060 |
| Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048  |  | 2762785 | 2715389 |
| Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048  |  | 499061 | 453213 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2001-313 Class 1, 0% 6/25/2031 (h) |  | 5310 | 4701 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2007-380 Class S36, 7.7855% - U.S. 30-Day Avg. SOFR Index 3.4636% 7/25/2037 (d)(g) |  | 1758 | 269 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2007-383 Class 68, 6.5% 9/25/2037 (g) |  | 1063 | 231 |
| Fannie Mae Stripped Mortgage-Backed Securities Series 2007-383 Class 69, 6.5% 10/25/2037 (d)(g) |  | 1475 | 321 |
| First Frankin Mortgage Loan Trust Series 2004-8F Class 2A3, 6% 9/25/2034  |  | 519 | 516 |
| First Frankin Mortgage Loan Trust Series 2005-5F Class 8A1, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 6/25/2035 (b)(d) |  | 217 | 209 |
| First Frankin Mortgage Loan Trust Series 2005-5F Class 8A3, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 6/25/2035 (b)(d) |  | 126 | 121 |
| First Frankin Mortgage Loan Trust Series 2005-RP3 Class 2A1, 4.3014% 9/25/2035 (c)(d) |  | 371563 | 323352 |
| First Frankin Mortgage Loan Trust Series 2006-2F Class 3A6, 6% 2/25/2036  |  | 1546608 | 683336 |
| First Horizon Asset Securities Inc Series 2004-AA3 Class A1, 5.175% 9/25/34 (d) |  | 816 | 805 |
| First Horizon Asset Securities Inc Series 2004-AR6 Class 2A1, 4.481% 12/25/2034 (d) |  | 1049 | 1027 |
| First Horizon Asset Securities Inc Series 2005-AA12 Class 2A1, 4.9655% 2/25/2036 (d) |  | 903 | 568 |
| Freddie Mac Gold Pool Series 1997-186 Class PO, 0% 8/1/2027 (h) |  | 550 | 523 |
| Freddie Mac Gold Pool Series 2012-262 Class 35, 3.5% 7/15/2042  |  | 42441 | 39846 |
| Freddie Mac Gold Pool Series 2012-279 Class 35, 3.5% 9/15/2042  |  | 11062 | 10115 |
| Freddie Mac Gold Pool Series 2014-323 Class 300, 3% 1/15/2044  |  | 42176 | 37502 |
| Freddie Mac Gold Pool Series 2014-334 Class 300, 3% 8/15/2044  |  | 40759 | 36394 |
| Freddie Mac Manufactured Housing participation certificates Series 1998-2036 Class PG, 6.5% 1/15/2028  |  | 453 | 459 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2014-4386 Class AZ, 4.5% 11/15/2040  |  | 367279 | 357417 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048  |  | 742426 | 642882 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047  |  | 167157 | 143840 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048  |  | 758350 | 657562 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2148 Class ZA, 6% 4/15/2029  |  | 108 | 110 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 1999-2201 Class C, 8% 11/15/2029  |  | 198 | 204 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2293 Class ZA, 6% 3/15/2031  |  | 515 | 527 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2310 Class Z, 6% 4/15/2031  |  | 90 | 91 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2325 Class JO, 0% 6/15/2031 (h) |  | 572 | 500 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2001-2330 Class PE, 6.5% 6/15/2031  |  | 1318 | 1359 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2410 Class QB, 6.25% 2/15/2032  |  | 3104 | 3166 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2427 Class GE, 6% 3/15/2032  |  | 6788 | 6958 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2430 Class WF, 6.5% 3/15/2032  |  | 4395 | 4550 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2466 Class DH, 6.5% 6/15/2032  |  | 470 | 490 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2530 Class SK, 7.9855% - U.S. 30-Day Avg. SOFR Index 3.6532% 6/15/2029 (d)(g) |  | 2163 | 145 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2534 Class SI, U.S. 30-Day Avg. SOFR Index + 20.7624%, 9.4984% 2/15/2032 (b)(d) |  | 401 | 445 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2002-2543 Class YX, 6% 12/15/2032  |  | 2589 | 2664 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2557 Class HL, 5.3% 1/15/2033  |  | 1605 | 1624 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2586 Class IO, 6.5% 3/15/2033 (g) |  | 3055 | 528 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2594 Class IV, 7% 3/15/2032 (g) |  | 719 | 116 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2610 Class UI, 6.5% 5/15/2033 (g) |  | 2271 | 382 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2643 Class SA, U.S. 30-Day Avg. SOFR Index + 44.7559%, 16.5961% 3/15/2032 (b)(d) |  | 89 | 105 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2656 Class AC, 6% 8/15/2033  |  | 967 | 981 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2003-2699 Class W, 5.5% 11/15/2033  |  | 2439 | 2487 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2733 Class SB, 7.907% - U.S. 30-Day Avg. SOFR Index 4.0079% 10/15/2033 (d) |  | 3042 | 2999 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2764 Class S, U.S. 30-Day Avg. SOFR Index + 13.4638%, 2.6331% 7/15/2033 (b)(d) |  | 338 | 311 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2004-2845 Class QH, 5% 8/15/2034  |  | 1882 | 1896 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2912 Class EH, 5.5% 1/15/2035  |  | 10164 | 10400 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2933 Class ZM, 5.75% 2/15/2035  |  | 256924 | 254338 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2980 Class QB, 6.5% 5/15/2035  |  | 387 | 398 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2995 Class FT, U.S. 30-Day Avg. SOFR Index + 0.3645%, 4.6968% 5/15/2029 (b)(d) |  | 620 | 617 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2005-2996 Class ZD, 5.5% 6/15/2035  |  | 153704 | 151467 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3184 Class YO, 0% 3/15/2036 (h) |  | 5802 | 4791 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3187 Class Z, 5% 7/15/2036  |  | 13000 | 13015 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3201 Class IN, 6.1355% - U.S. 30-Day Avg. SOFR Index 1.8032% 8/15/2036 (d)(g) |  | 2464 | 174 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3202 Class HI, 6.5355% - U.S. 30-Day Avg. SOFR Index 2.2032% 8/15/2036 (d)(g) |  | 9079 | 834 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2006-3237 Class C, 5.5% 11/15/2036  |  | 200802 | 205161 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3274 Class B, 6% 2/15/2037  |  | 1378 | 1441 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-3305 Class IW, 6.3355% - U.S. 30-Day Avg. SOFR Index 2.0032% 4/15/2037 (d)(g) |  | 3243 | 318 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2007-76 Class 2A, 2.3414% 10/25/2037 (d) |  | 5095 | 4590 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2008-3409 Class DB, 6% 1/15/2038  |  | 7740 | 7901 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2009-3546 Class A, 6.8334% 2/15/2039 (d) |  | 819 | 830 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2009-3592 Class BZ, 5% 10/15/2039  |  | 29041 | 29076 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2009-3605 Class NC, 5.5% 6/15/2037  |  | 7281 | 7459 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2009-3609 Class SA, 6.2255% - U.S. 30-Day Avg. SOFR Index 1.8932% 12/15/2039 (d)(g) |  | 5196 | 301 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2009-3610 Class CA, 4.5% 12/15/2039  |  | 2484 | 2458 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2010-3648 Class CY, 4.5% 3/15/2030  |  | 3488 | 3447 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2010-3653 Class HJ, 5% 4/15/2040  |  | 1106 | 1128 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2010-3677 Class PB, 4.5% 5/15/2040  |  | 16412 | 16307 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2010-3737 Class DG, 5% 10/15/2030  |  | 56 | 56 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3855 Class AM, 6.5% 11/15/2036  |  | 1339 | 1380 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-3980 Class EP, 5% 1/15/2042  |  | 1249629 | 1271578 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4030 Class IL, 3.5% 4/15/2027 (g) |  | 1203 | 14 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4060 Class TB, 2.5% 6/15/2027  |  | 52337 | 51352 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4135 Class AB, 1.75% 6/15/2042  |  | 333361 | 309970 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2012-4146 Class KI, 3% 12/15/2032 (g) |  | 52939 | 4102 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2013-4149 Class IO, 3% 1/15/2033 (g) |  | 124331 | 8196 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2014-4314 Class AI, 5% 3/15/2034 (g) |  | 204 | 1 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4427 Class LI, 3.5% 2/15/2034 (g) |  | 117025 | 4216 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4471 Class PA, 4% 12/15/2040  |  | 84009 | 82967 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4683 Class LM, 3% 5/15/2047  |  | 418244 | 398737 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-4765 Class PZ, 3% 1/15/2048  |  | 1863942 | 1443574 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-4796 Class CZ, 4% 5/15/2048  |  | 301657 | 277746 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-4830 Class WZ, 4% 9/15/2048  |  | 298858 | 274774 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4960 Class PB, 1.5% 10/25/2049  |  | 1728681 | 1388227 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5001 Class A, 2% 1/25/2045  |  | 704569 | 641865 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5002 Class TJ, 2% 7/25/2050  |  | 789590 | 661947 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040  |  | 381918 | 340339 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5083 Class VA, 1% 8/15/2038  |  | 1798978 | 1701484 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049  |  | 753334 | 644107 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050  |  | 1054337 | 903389 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047  |  | 208784 | 184065 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048  |  | 1392491 | 1208713 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049  |  | 759848 | 651242 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049  |  | 658840 | 564589 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047  |  | 729566 | 642666 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049  |  | 552089 | 472976 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050  |  | 245710 | 207187 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5196 Class ME, 1.75% 2/25/2052  |  | 3078144 | 2689261 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049  |  | 552091 | 472976 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047  |  | 553556 | 488140 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047  |  | 2677761 | 2377423 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049  |  | 372901 | 336956 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047  |  | 593364 | 524027 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5354 Class FC, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.772% 10/25/2053 (b)(d) |  | 1741098 | 1751656 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5426 Class AF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.2357% 3/15/2050 (b)(d) |  | 2218198 | 2233452 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5426 Class CF, U.S. 30-Day Avg. SOFR Index + 0.9%, 5.2357% 12/15/2050 (b)(d) |  | 1913526 | 1925344 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5442 Class FB, U.S. 30-Day Avg. SOFR Index + 0.97%, 5.292% 8/25/2054 (b)(d) |  | 6403549 | 6402562 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5459 Class FD, U.S. 30-Day Avg. SOFR Index + 1%, 5.322% 10/25/2054 (b)(d) |  | 1148053 | 1141469 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5473 Class BF, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.622% 11/25/2054 (b)(d) |  | 941526 | 937964 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5495 Class AF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 1/25/2055 (b)(d) |  | 3137653 | 3124020 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5498 Class FC, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 1/25/2055 (b)(d) |  | 4614419 | 4586248 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(d) |  | 3004078 | 2994170 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(d) |  | 4883617 | 4862489 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(d) |  | 1421910 | 1409706 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FA, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.522% 2/25/2055 (b)(d) |  | 10278491 | 10246274 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.572% 10/25/2054 (b)(d) |  | 2594353 | 2589490 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.472% 2/25/2055 (b)(d) |  | 1472606 | 1468335 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5513 Class FD, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.672% 1/25/2055 (b)(d) |  | 4011817 | 3998931 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5513 Class MF, U.S. 30-Day Avg. SOFR Index + 0.94%, 5.262% 11/25/2054 (b)(d) |  | 19927562 | 19811760 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5516 Class FC, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.722% 3/25/2055 (b)(d) |  | 9456631 | 9444262 |
| Freddie Mac Non Gold Pool Series 1998-2022 Class PE, 6.5% 1/15/2028  |  | 65 | 66 |
| Freddie Mac Non Gold Pool Series 1998-2091 Class PG, 6% 11/15/2028  |  | 1518 | 1544 |
| Freddie Mac Non Gold Pool Series 1999-2116 Class ZA, 6% 1/15/2029  |  | 375 | 381 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-4 Class MT, 3.5% 6/25/2057  |  | 239565 | 213138 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 Class HT, 3% 3/25/2058  |  | 1942535 | 1640596 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 Class M55D, 4% 10/25/2058  |  | 294008 | 272210 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 Class MB, 3% 2/25/2059  |  | 1256223 | 906830 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1 Class BXS, 14.3869% 9/25/2060 (c)(d) |  | 304413 | 227839 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-2 Class BXS, 15.4441% 11/25/2060 (c)(d) |  | 143654 | 93999 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 Class MTU, 3.25% 11/25/2061  |  | 791026 | 666780 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 Class MT, 3% 10/25/2062  |  | 5080672 | 4150214 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2 Class MT, 3.5% 5/25/2064  |  | 3262506 | 2800155 |
| Freddie Mac STACR REMIC Trust Series 2020-DNA6 Class B1, U.S. 30-Day Avg. SOFR Index + 3%, 7.322% 12/25/2050 (b)(c)(d) |  | 3910000 | 4178423 |
| Freddie Mac STACR REMIC Trust Series 2021-DNA6 Class M2, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.822% 10/25/2041 (b)(c)(d) |  | 1692334 | 1699328 |
| Freddie Mac STACR REMIC Trust Series 2022-DNA3 Class M1B, U.S. 30-Day Avg. SOFR Index + 2.9%, 7.222% 4/25/2042 (b)(c)(d) |  | 12945000 | 13340966 |
| GAEA Mortgage Loan Trust Series 2025-A Class A, 6.75% 2/25/2030 (c)(d) |  | 158529 | 157942 |
| GCAT 2023-NQM4 Trust Series 2023-NQM4 Class A1, 4.25% 5/25/2067 (c) |  | 243376 | 227417 |
| GCAT Trust Series 2021-NQM3 Class B1, 3.471% 5/25/2066 (c) |  | 100000 | 71964 |
| GCAT Trust Series 2024-NQM2 Class A1, 6.085% 6/25/2059 (c) |  | 1040641 | 1045980 |
| Ginnie Mae HECM MBS REMICS Series 2021-140 Class JI, 3% 8/20/2051 (g) |  | 49643 | 8516 |
| Ginnie Mae Mortgage pass-thru certificates Series 2010-H27 Class FA, CME Term SOFR 1 month Index + 0.38%, 4.8134% 12/20/2060 (b)(d)(m) |  | 181147 | 181563 |
| Ginnie Mae Mortgage pass-thru certificates Series 2011-H20 Class FA, CME Term SOFR 1 month Index + 0.6645%, 4.9834% 9/20/2061 (b)(d)(m) |  | 592716 | 595125 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H11 Class FA, CME Term SOFR 1 month Index + 0.8145%, 5.1334% 2/20/2062 (b)(d) |  | 20524 | 20678 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H18, CME Term SOFR 1 month Index + 0.6345%, 4.9534% 8/20/2062 (b)(d)(m) |  | 108099 | 108455 |
| Ginnie Mae Mortgage pass-thru certificates Series 2012-H21 Class DF, CME Term SOFR 1 month Index + 0.7645%, 5.0834% 5/20/2061 (b)(d)(m) |  | 3723 | 3723 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H04 Class BA, 1.65% 2/20/2063 (m) |  | 162 | 152 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H19 Class FC, CME Term SOFR 1 month Index + 0.6%, 5.0334% 8/20/2063 (b)(d)(m) |  | 99808 | 100386 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H20 Class FB, CME Term SOFR 1 month Index + 1.1145%, 5.4334% 8/20/2063 (b)(d) |  | 5640 | 5721 |
| Ginnie Mae Mortgage pass-thru certificates Series 2013-H23 Class FA, CME Term SOFR 1 month Index + 1.4145%, 5.7334% 9/20/2063 (b)(d) |  | 8298 | 8408 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H02 Class HA, 2.5% 1/20/2065  |  | 5634 | 5501 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H13 Class HA, 2.5% 8/20/2064 (m) |  | 1372 | 1291 |
| Ginnie Mae Mortgage pass-thru certificates Series 2015-H23 Class FB, CME Term SOFR 1 month Index + 0.6345%, 4.9534% 9/20/2065 (b)(d) |  | 62527 | 62733 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H16 Class FD, CME Term SOFR 12 month Index + 1.0951%, 6.2971% 6/20/2066 (b)(d) |  | 85359 | 86265 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H17 Class FC, CME Term SOFR 1 month Index + 0.9445%, 5.2634% 8/20/2066 (b)(d) |  | 59065 | 59262 |
| Ginnie Mae Mortgage pass-thru certificates Series 2016-H24 Class KF, CME Term SOFR 12 month Index + 0.9651%, 4.783% 11/20/2066 (b)(d) |  | 353232 | 355452 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-134 Class BA, 2.5% 11/20/2046  |  | 529011 | 476286 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H06 Class FA, 1 year U.S. Treasury Index + 0.35%, 4.44% 8/20/2066 (b)(d)(m) |  | 175834 | 174963 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H08 Class XI, 2.2775% 3/20/2067 (d)(g) |  | 218555 | 9503 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H11 Class XI, 1.4713% 5/20/2067 (d)(g) |  | 645181 | 24353 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H14 Class AI, 1.9734% 6/20/2067 (d)(g) |  | 284902 | 16030 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H14 Class XI, 1.5293% 6/20/2067 (d)(g) |  | 265738 | 7201 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H23 Class FA, CME Term SOFR 1 month Index + 0.5945%, 4.9134% 10/20/2067 (b)(d) |  | 277250 | 278200 |
| Ginnie Mae Mortgage pass-thru certificates Series 2017-H24 Class FQ, CME Term SOFR 12 month Index + 0.9151%, 5.1062% 11/20/2067 (b)(d) |  | 513444 | 517720 |
| Ginnie Mae Mortgage pass-thru certificates Series 2019-H09 Class FA, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 5/20/2069 (b)(d) |  | 203188 | 204038 |
| Ginnie Mae Mortgage pass-thru certificates Series 2019-H16 Class EF, CME Term SOFR 1 month Index + 0.7445%, 5.0634% 10/20/2069 (b)(d) |  | 11928129 | 11945153 |
| Ginnie Mae Mortgage pass-thru certificates Series 2019-H20 Class FC, CME Term SOFR 1 month Index + 0.6145%, 4.9334% 11/20/2069 (b)(d) |  | 762844 | 765875 |
| Ginnie Mae Mortgage pass-thru certificates Series 2020-H08 Class FC, CME Term SOFR 1 month Index + 0.7645%, 5.0834% 2/20/2070 (b)(d) |  | 397836 | 400272 |
| Ginnie Mae Mortgage pass-thru certificates Series 2024-H04 Class FA, U.S. 30-Day Avg. SOFR Index + 0.7%, 5.0283% 2/20/2074 (b)(d) |  | 286386 | 284482 |
| Ginnie Mae Multifamily REMICS Series 2007-16 Class KU, 6.5355% - CME Term SOFR 1 month Index 2.2111% 4/20/2037 (d)(g) |  | 7308 | 648 |
| Ginnie Mae Multifamily REMICS Series 2024-30 Class CF, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.5783% 2/20/2054 (b)(d) |  | 3668185 | 3665763 |
| Ginnie Mae REMIC pass-thru certificates Series 2003-18 Class PG, 5.5% 3/20/2033  |  | 5572 | 5684 |
| Ginnie Mae REMIC pass-thru certificates Series 2003-52 Class SB, CME Term SOFR 1 month Index + 11.3497%, 3.7745% 6/16/2033 (b)(d) |  | 670 | 652 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-105 Class SN, 5.9855% - CME Term SOFR 1 month Index 1.6611% 12/20/2034 (d)(g) |  | 9781 | 822 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-19 Class KE, 5% 3/16/2034  |  | 23298 | 23495 |
| Ginnie Mae REMIC pass-thru certificates Series 2004-90 Class SI, 5.9855% - CME Term SOFR 1 month Index 1.6611% 10/20/2034 (d)(g) |  | 4350 | 319 |
| Ginnie Mae REMIC pass-thru certificates Series 2006-26 Class S, 6.3855% - CME Term SOFR 1 month Index 2.0611% 6/20/2036 (d)(g) |  | 7736 | 721 |
| Ginnie Mae REMIC pass-thru certificates Series 2006-33 Class PK, 6% 7/20/2036  |  | 2349 | 2420 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-22 Class PK, 5.5% 4/20/2037  |  | 11775 | 12076 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-24 Class SA, 6.3955% - CME Term SOFR 1 month Index 2.0711% 5/20/2037 (d)(g) |  | 10937 | 1073 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-7 Class EI, 6.0855% - CME Term SOFR 1 month Index 1.7611% 2/20/2037 (d)(g) |  | 11143 | 899 |
| Ginnie Mae REMIC pass-thru certificates Series 2007-9 Class CI, 6.0855% - CME Term SOFR 1 month Index 1.7611% 3/20/2037 (d)(g) |  | 6980 | 653 |
| Ginnie Mae REMIC pass-thru certificates Series 2008-40 Class SA, 6.2855% - CME Term SOFR 1 month Index 1.9569% 5/16/2038 (d)(g) |  | 6948 | 415 |
| Ginnie Mae REMIC pass-thru certificates Series 2008-49 Class PH, 5.25% 6/20/2038  |  | 12205 | 12388 |
| Ginnie Mae REMIC pass-thru certificates Series 2008-50 Class SA, 6.1155% - CME Term SOFR 1 month Index 1.7911% 6/20/2038 (d)(g) |  | 16991 | 1720 |
| Ginnie Mae REMIC pass-thru certificates Series 2008-55 Class PL, 5.5% 6/20/2038  |  | 11469 | 11793 |
| Ginnie Mae REMIC pass-thru certificates Series 2009-106 Class XL, 6.6355% - CME Term SOFR 1 month Index 2.3111% 6/20/2037 (d)(g) |  | 3501 | 298 |
| Ginnie Mae REMIC pass-thru certificates Series 2009-16 Class SJ, 6.6855% - CME Term SOFR 1 month Index 2.3611% 5/20/2037 (d)(g) |  | 11401 | 1379 |
| Ginnie Mae REMIC pass-thru certificates Series 2009-72 Class SM, 6.1355% - CME Term SOFR 1 month Index 1.8069% 8/16/2039 (d)(g) |  | 3987 | 328 |
| Ginnie Mae REMIC pass-thru certificates Series 2009-81 Class A, 5.75% 9/20/2036  |  | 1267 | 1283 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-116 Class QB, 4% 9/16/2040  |  | 1279499 | 1211990 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-160 Class DY, 4% 12/20/2040  |  | 780272 | 755410 |
| Ginnie Mae REMIC pass-thru certificates Series 2010-170 Class B, 4% 12/20/2040  |  | 172490 | 166832 |
| Ginnie Mae REMIC pass-thru certificates Series 2011-94 Class SA, 5.9855% - CME Term SOFR 1 month Index 1.6611% 7/20/2041 (d)(g) |  | 57077 | 5429 |
| Ginnie Mae REMIC pass-thru certificates Series 2013-149 Class MA, 2.5% 5/20/2040  |  | 316590 | 310384 |
| Ginnie Mae REMIC pass-thru certificates Series 2014-60 Class W, 4.0509% 2/20/2029 (d) |  | 2988 | 2969 |
| Ginnie Mae REMIC pass-thru certificates Series 2015-157 Class GA, 3% 1/20/2045  |  | 6609 | 6337 |
| Ginnie Mae REMIC pass-thru certificates Series 2015-H04 Class FL, CME Term SOFR 1 month Index + 0.5845%, 4.9092% 2/20/2065 (b)(d) |  | 50226 | 50064 |
| Ginnie Mae REMIC pass-thru certificates Series 2016-69 Class WA, 3% 2/20/2046  |  | 226990 | 206864 |
| Ginnie Mae REMIC pass-thru certificates Series 2017-139 Class BA, 3% 9/20/2047  |  | 2330245 | 2048366 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-128 Class FH, CME Term SOFR 1 month Index + 0.6145%, 4.9389% 10/20/2049 (b)(d) |  | 197002 | 192726 |
| Ginnie Mae REMIC pass-thru certificates Series 2019-23 Class NF, CME Term SOFR 1 month Index + 0.5645%, 4.8889% 2/20/2049 (b)(d) |  | 891816 | 875581 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-125 Class HA, 1.5% 4/20/2051  |  | 690568 | 568989 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-155 Class PD, 1.25% 9/20/2051  |  | 707737 | 581312 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-175 Class PB, 1% 3/20/2050  |  | 298573 | 226937 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-215 Class LG, 1.75% 12/20/2051  |  | 1071151 | 873571 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-58 Class IY, 3% 2/20/2051 (g) |  | 1602615 | 274523 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-78 Class IP, 3% 5/20/2051 (g) |  | 547195 | 93025 |
| Ginnie Mae REMIC pass-thru certificates Series 2021-H10 Class AF, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.8283% 6/20/2071 (b)(d) |  | 677833 | 684115 |
| Ginnie Mae REMIC pass-thru certificates Series 2022-22 Class UH, 3% 12/20/2050  |  | 625730 | 560063 |
| Ginnie Mae REMIC pass-thru certificates Series 2022-85 Class IK, 3% 5/20/2051 (g) |  | 288888 | 49443 |
| Ginnie Mae REMIC pass-thru certificates Series 2025-RPL1 Class PT, 3.2236% 1/25/2064 (c)(d) |  | 9748106 | 8560786 |
| Ginnie Mae REMIC pass-thru certificates Series 2025-RPL1 Class SA, 0% 1/25/2064 (c)(g)(n) |  | 21186 | 9566 |
| Ginnie Mae Series 2021-97 Class LI, 3% 8/20/2050 (g) |  | 1911138 | 325013 |
| GMACM Home Equity Loan Trust Series 2003-J10 Class A1, 4.75% 1/25/19 (i) |  | 319 | 316 |
| GMACM Home Equity Loan Trust Series 2005-AR6 Class 2A1, 3.8492% 11/19/2035 (d) |  | 1628908 | 1231604 |
| GS Mortgage-Backed Securities Trust Series 2022-NQM1 Class A4, 4% 5/25/2062 (c)(d) |  | 68362 | 61152 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (c)(f) |  | 6197229 | 5905301 |
| GSAMP Trust Series 2004-6F Class 2A4, 5.5% 5/25/2034  |  | 938 | 916 |
| GSAMP Trust Series 2004-6F Class 3A4, 6.5% 5/25/2034  |  | 1248 | 1252 |
| Home Equity Asset Trust Series 2005-11 Class 1A1, 6.5% 12/25/2035  |  | 197623 | 91859 |
| Home Re 2022-1 Ltd Series 2022-1 Class M1C, U.S. 30-Day Avg. SOFR Index + 5.5%, 9.822% 10/25/2034 (b)(c)(d) |  | 563164 | 584649 |
| Homes Series 2025-NQM1 Class M1, 6.52% 1/25/2070 (c)(d) |  | 600000 | 603058 |
| Homes Trust Series 2024-NQM2 Class A1, 5.717% 10/25/2069 (c) |  | 5361840 | 5367898 |
| Homes Trust Series 2025-NQM2 Class A1, 5.425% 2/25/2070 (c) |  | 1784655 | 1778565 |
| Homeward Opportunities Fund Trust Series 2020-2 Class B1, 5.45% 5/25/2065 (c) |  | 1545000 | 1520568 |
| Homeward Opportunities Fund Trust Series 2022-1 Class A1, 5.082% 7/25/2067 (c)(d) |  | 157674 | 157473 |
| Homeward Opportunities Fund Trust Series 2022-1 Class M1, 5.0377% 7/25/2067 (c)(d) |  | 200000 | 195804 |
| Impac CMB Trust Series 2004-10 Class 3A1, CME Term SOFR 1 month Index + 0.8145%, 5.1392% 3/25/2035 (b)(d) |  | 2784 | 2681 |
| Impac CMB Trust Series 2004-10 Class 3A2, CME Term SOFR 1 month Index + 0.9145%, 5.2392% 3/25/2035 (b) |  | 1819 | 1764 |
| Impac CMB Trust Series 2007-A Class A, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 5/25/2037 (Assured Guaranty Inc Insured) (b)(c)(d) |  | 151313 | 143127 |
| Impac Secd Assets Corp Series 2006-3 Class A1, CME Term SOFR 1 month Index + 0.4545%, 4.7792% 11/25/2036 (b) |  | 262217 | 228845 |
| Indymac Index Mortgage Loan Trust Series 2003-A8 Class A1, 3.75% 10/25/18  |  | 232 | 222 |
| IndyMac INDX Mortgage Loan Trust Series 2006-AR35 Class 2A1A, CME Term SOFR 1 month Index + 0.4545%, 4.7792% 1/25/2037 (b)(d) |  | 21929 | 19870 |
| JP Morgan Mortgage Trust Series 2024-VIS2 Class B1, 7.7248% 11/25/2064 (c)(d) |  | 201000 | 201628 |
| JP Morgan Mortgage Trust Series 2025-VIS1 Class M1, 6.412% 8/25/2055 (c) |  | 220000 | 220015 |
| JP Morgan Seasoned Mortgage Trust Series 2024-1 Class A3, 4.4603% 1/25/2063 (c)(d) |  | 3358698 | 3188998 |
| JPMorgan Mortgage Trust Series 2004-S1 Class 3A1, 5.5% 9/25/2034 (i) |  | 523 | 512 |
| JPMorgan Mortgage Trust Series 2004-S2 Class 4A5, 6% 11/25/2034  |  | 5407 | 5038 |
| JPMorgan Mortgage Trust Series 2004-S2 Class 5A1, 5.5% 12/25/19  |  | 492 | 477 |
| JPMorgan Mortgage Trust Series 2006-A2 Class 4A1, 7.2105% 8/25/2034 (d) |  | 1377 | 1374 |
| JPMorgan Mortgage Trust Series 2006-A2 Class 5A3, 7.1115% 11/25/2033 (d) |  | 535 | 522 |
| JPMorgan Mortgage Trust Series 2021-13 Class A3, 2.5% 4/25/2052 (c) |  | 10915395 | 8682856 |
| JPMorgan Mortgage Trust Series 2023-HE3 Class A1, U.S. 30-Day Avg. SOFR Index + 1.6%, 5.9283% 5/25/2054 (b)(c)(d) |  | 242656 | 243617 |
| JPMorgan Mortgage Trust Series 2024-VIS1 Class A1, 5.99% 7/25/2064 (c) |  | 849744 | 853063 |
| JPMorgan Mortgage Trust Series 2024-VIS1 Class B2, 8.0792% 7/25/2064 (c)(d) |  | 163000 | 160645 |
| JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (c)(d) |  | 1700000 | 1701907 |
| LHOME Mortgage Trust Series 2023-RTL1 Class A1, 7.869% 1/25/2028 (c)(d) |  | 1705987 | 1711049 |
| LHOME Mortgage Trust Series 2023-RTL2 Class A1, 8% 6/25/2028 (c)(f) |  | 3000000 | 3015152 |
| LHOME Mortgage Trust Series 2023-RTL4 Class A1, 7.628% 11/25/2028 (c)(f) |  | 2450000 | 2471689 |
| LHOME Mortgage Trust Series 2024-RTL4 Class A1, 5.921% 7/25/2039 (c)(f) |  | 1650000 | 1651775 |
| MASTR Adjustable Rate Mortgages Trust Series 2004-13 Class 2A1, 6.8348% 4/21/2034 (d) |  | 375 | 367 |
| MASTR Alternative Loan Trust Series 2004-6 Class 6A1, 6.5% 7/25/2034  |  | 6272 | 6271 |
| MASTR Alternative Loan Trust Series 2004-6 Class 7A1, 6% 7/25/2034  |  | 4853 | 4759 |
| MASTR Resecuritization Trust Series 2005-PO Class 3PO, 0% 5/28/2035 (c)(h) |  | 231 | 174 |
| MASTR Specialized Loan Trust Series 2005-1 Class 1A3, 7% 8/25/2034 (c) |  | 970218 | 665991 |
| Merrill Lynch Mortgage Investors Trust Series 2004-C Class A2, CME Term SOFR 6 month Index + 1.0283%, 5.2999% 7/25/2029 (b)(d) |  | 539 | 522 |
| Merrill Lynch Mortgage Investors Trust Series 2004-D Class A3, 6.2422% 9/25/2029 (d) |  | 320 | 304 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A2 Class 1A, CME Term SOFR 1 month Index + 0.4745%, 4.7992% 2/25/2036 (b) |  | 5204474 | 2906010 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 Class AV1, CME Term SOFR 1 month Index + 0.4345%, 4.7592% 9/25/2037 (b)(d) |  | 26985 | 14605 |
| MFA Trust Series 2024-NQM3 Class M1, 6.671% 12/25/2069 (c)(d) |  | 1470588 | 1478589 |
| MFRA Trust Series 2022-NQM1 Class M1, 4.2204% 12/25/2066 (c)(d) |  | 171000 | 140443 |
| MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (c)(d) |  | 3675662 | 3402225 |
| MFRA Trust Series 2024-RTL1 Class A1, 7.093% 2/25/2029 (c)(f) |  | 230000 | 231314 |
| Morgan Stanley Capital I Trust Series 2004-3 Class 4A, 5.6395% 4/25/2034 (d) |  | 2600 | 2516 |
| Morgan Stanley Mortgage Loan Trust Series 2004-7AR Class 2A6, 5.7445% 9/25/2034 (d) |  | 637 | 617 |
| Morgan Stanley Resecuritization Trust Series 2015-R2 Class 1B, 12 month Average U.S. Treasury Maturity + 0.71%, 4.1237% 12/27/2046 (b)(c)(d) |  | 923048 | 823008 |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (c)(d) |  | 3701000 | 3704884 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2014-1A Class B3, 5.8912% 6/25/2044 (c)(d) |  | 585474 | 588682 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2023-NQM1 Class B1, 7.3998% 9/25/2068 (c)(d) |  | 100000 | 99486 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2024-RPL1 Class A1, 4% 6/25/2064  |  | 5559187 | 5338826 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-NQM1 Class A1, 5.738% 11/25/2069 (c)(d) |  | 546037 | 547409 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-NQM1 Class M1, 6.496% 11/25/2069 (c)(d) |  | 128000 | 128214 |
| NACC Reperforming Loan REMIC Trust Series 2004-R2 Class A1, 6.5% 10/25/2034 (c)(d) |  | 1729 | 1505 |
| New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (c) |  | 1398090 | 1300620 |
| New Residential Mortgage Loan Trust Series 2024-NQM3 Class B1, 7.1666% 11/25/2064 (c)(d) |  | 259000 | 249503 |
| New Residential Mortgage Loan Trust Series 2024-RTL2 Class A1, 5.443% 9/25/2039 (c) |  | 2000000 | 1985051 |
| New Residential Mortgage Loan Trust Series 2025-NQM1 Class A1, 0% 1/25/2065 (c)(d) |  | 1414882 | 1420006 |
| New Residential Mortgage Loan Trust Series 2025-NQM1 Class M1, 6.472% 1/25/2065 (c)(d) |  | 322972 | 323082 |
| New York Mortgage Trust Series 2021-SP1 Class A1, 4.6696% 8/25/2061 (c) |  | 3372854 | 3356194 |
| NLT Trust Series 2025-INV1 Class A1, 5.506% 2/25/2070 (c)(d) |  | 6341357 | 6348195 |
| NLT Trust Series 2025-INV1 Class A2, 5.708% 2/25/2070 (c) |  | 711088 | 712228 |
| NLT Trust Series 2025-INV1 Class A3, 5.86% 2/25/2070 (c) |  | 1220139 | 1220968 |
| NLT Trust Series 2025-INV1 Class AIOS, 0.3988% 2/25/2070 (c)(d) |  | 9620588 | 81404 |
| NLT Trust Series 2025-INV1 Class B1, 6.6039% 2/25/2070 (c)(d) |  | 364000 | 353269 |
| NLT Trust Series 2025-INV1 Class B2, 6.6039% 2/25/2070 (c)(d) |  | 286000 | 268905 |
| NLT Trust Series 2025-INV1 Class B3, 6.6039% 2/25/2070 (c)(d) |  | 179000 | 160050 |
| NLT Trust Series 2025-INV1 Class M1, 6.314% 2/25/2070 (c)(d) |  | 519000 | 517368 |
| NLT Trust Series 2025-INV1 Class XS, 0.9008% 2/25/2070 (c)(d) |  | 9620588 | 171246 |
| NMLT Trust Series 2021-INV3 Class PT, 2.2769% 11/25/2056 (c) |  | 4803925 | 4392678 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 Class 1A3, 6.408% 5/25/2036  |  | 2759870 | 513148 |
| Nrm Fht1 Excess Owner LLC Series 2025-FHT1 Class A, 6.545% 3/25/2032 (c)(f) |  | 4395264 | 4397583 |
| NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (c) |  | 2839459 | 2621577 |
| NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (c) |  | 1317591 | 1213306 |
| Nymt Loan Trust Series 2024-INV1 Class A1, 5.379% 6/25/2069 (c) |  | 3435702 | 3419579 |
| NYMT Trust Series 2024-RR1 Class A, 7.375% 5/25/2064 (c) |  | 330898 | 331830 |
| OBX Trust Series 2021-NQM3 Class A1, 1.054% 7/25/2061 (c) |  | 10440174 | 8447652 |
| OBX Trust Series 2022-NQM7 Class A1, 5.11% 8/25/2062 (c)(f) |  | 3915057 | 3882306 |
| OBX Trust Series 2023-NQM8 Class A2, 7.248% 9/25/2063 (c) |  | 699769 | 708311 |
| OBX Trust Series 2024-HYB2 Class A1, 3.6795% 4/25/2053 (c)(d) |  | 399259 | 389473 |
| OBX Trust Series 2024-NQM2 Class A1, 5.878% 12/25/2063 (c) |  | 948642 | 950296 |
| OBX Trust Series 2024-NQM8 Class A1, 6.233% 5/25/2064 (c) |  | 1839556 | 1853544 |
| OBX Trust Series 2024-NQM9 Class A1, 6.03% 1/25/2064 (c)(d) |  | 3502819 | 3521431 |
| OBX Trust Series 2025-NQM3 Class A1, 5.648% 12/1/2064 (c)(d) |  | 356339 | 356808 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (c) |  | 287477 | 283704 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (c) |  | 281745 | 274023 |
| Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (c) |  | 619582 | 617182 |
| Onslow Bay Mortgage Loan Trust Series 2021-NQM4 Class A2, 2.162% 10/25/2061 (c)(d) |  | 6985450 | 5883891 |
| OSS Mortgage Trust Series 2024-H6 Class A1, 5.129% 9/25/2069 (c) |  | 7366711 | 7303910 |
| PHH Mortgage Trust Series 2008-CIM2 Class 5A1, 6% 7/25/2038 (i) |  | 1140 | 1026 |
| PMT Credit Risk Transfer Trust Series 2024-1R Class A, U.S. 30-Day Avg. SOFR Index + 3.5%, 7.822% 5/25/2033 (b)(c)(d) |  | 7093958 | 7228981 |
| PMT Credit Risk Transfer Trust Series 2024-2R Class A, U.S. 30-Day Avg. SOFR Index + 3.35%, 7.6642% 3/29/2027 (b)(c)(d) |  | 4877065 | 4960851 |
| Pmt Loan Trust Series 2024-INV1 Class A3, 5.5% 10/25/2059 (c) |  | 4748900 | 4675440 |
| Pret 2024-Rpl2 Tr Series 2024-RPL2 Class A1, 4.075% 6/25/2064 (c)(d) |  | 5553860 | 5255466 |
| PRET LLC Series 2022-RN2 Class A1, 5% 6/25/2052 (c) |  | 7266878 | 7255972 |
| PRET Trust Series 2024-RPL1 Class A1, 3.9% 10/25/2063 (c) |  | 1752396 | 1643633 |
| PRET Trust Series 2025-RPL1 Class A1, 4% 7/25/2069 (c) |  | 2111174 | 2020719 |
| PRET Trust Series 2025-RPL2 Class A1, 4% 8/25/2064 (c) |  | 2944347 | 2818686 |
| Prime Mortgage Trust Series 2004-CL1 Class 1A1, 6% 2/25/2034  |  | 803 | 782 |
| PRKCM Trust Series 2023-AFC1 Class B1, 7.447% 2/25/2058 (c)(d) |  | 757000 | 752385 |
| PRKCM Trust Series 2023-AFC3 Class A2, 6.987% 9/25/2058 (c) |  | 686880 | 692733 |
| PRMP Trust Series 2024-NQM3 Class A1, 5.228% 8/25/2069 (c) |  | 7821491 | 7764910 |
| Prpm 2025-Rpl2 LLC Series 2025-RPL2 Class A1, 3.75% 4/25/2055 (c) |  | 5049149 | 4862624 |
| PRPM LLC Series 2024-HOME1 Class A1, 6.431% 5/25/2059 (c)(d) |  | 2307110 | 2329102 |
| PRPM LLC Series 2024-NQM1 Class A1, 6.265% 12/25/2068 (c) |  | 390298 | 392652 |
| PRPM LLC Series 2024-NQM1 Class B1, 7.4926% 12/25/2068 (c)(d) |  | 224000 | 222966 |
| PRPM LLC Series 2024-RCF3 Class A1, 4% 5/25/2054 (c) |  | 1187770 | 1155604 |
| PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (c) |  | 4397055 | 4289096 |
| PRPM LLC Series 2024-RCF5 Class A1, 4% 8/25/2054 (c) |  | 1614394 | 1573936 |
| PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2054 (c)(d) |  | 272121 | 263117 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (c)(d) |  | 3197691 | 3080247 |
| PRPM LLC Series 2024-RPL3 Class A1, 4% 11/25/2054 (c) |  | 8304688 | 8027533 |
| PRPM LLC Series 2025-RPL1 Class A1, 4% 3/25/2055 (c) |  | 3396300 | 3277070 |
| PRPM LLC Series 2025-RPL1 Class A2, 4% 3/25/2055 (c) |  | 621000 | 574138 |
| PRPM LLC Series 2025-RPL1 Class A3, 4% 3/25/2055 (c) |  | 366000 | 332069 |
| PRPM LLC Series 2025-RPL1 Class M1A, 4% 3/25/2055 (c) |  | 357000 | 325877 |
| PRPM LLC Series 2025-RPL1 Class M1B, 4% 3/25/2055 (c) |  | 126000 | 112153 |
| PRPM Trust Series 2022-INV1 Class A2, 4.4232% 4/25/2067 (c)(d) |  | 638336 | 610570 |
| PRPM Trust Series 2024-NQM2 Class A1, 6.327% 6/25/2069 (c)(d) |  | 2442841 | 2464168 |
| PRPM Trust Series 2025-NQM1 Class A1, 5.802% 11/25/2069 (c)(d) |  | 1654301 | 1659537 |
| PRPM Trust Series 2025-NQM1 Class M1A, 6.645% 11/25/2069 (c)(f) |  | 662810 | 668946 |
| PRPM Trust Series 2025-NQM2 Class A1, 5.688% 4/25/2070 (c) |  | 1747621 | 1747162 |
| PRPM Trust Series 2025-RCF1 Class A1, 4.5% 2/25/2055 (c)(d) |  | 963519 | 945221 |
| Radnor Re Ltd Series 2022-1 Class M1B, U.S. 30-Day Avg. SOFR Index + 6.75%, 11.072% 9/25/2032 (b)(c)(d) |  | 357363 | 372265 |
| Rain City Mortgage Trust Series 2024-RTL1 Class A1, 6.53% 11/25/2029 (c) |  | 338000 | 338411 |
| RCKT Mortgage Trust Series 2024-CES9 Class A1A, 5.582% 12/25/2044 (c)(f) |  | 3098496 | 3094439 |
| RCKT Mortgage Trust Series 2025-CES1 Class A1A, 5.653% 1/25/2045 (c) |  | 3609062 | 3609238 |
| RCKT Trust Series 2024-CES7 Class A1A, 5.158% 10/25/2044 (c)(d) |  | 3247387 | 3219236 |
| Redwood Funding Trust 2023-1 Series 2023-1 Class A, 7.5% 7/25/2059 (c) |  | 167222 | 167151 |
| Residential Accredit Loans Inc Trust Series 2007-QS8 Class A5, 6% 6/25/2037  |  | 715353 | 562752 |
| Residential Accredit Loans, Inc. Trust Series 2005-QS5 Class A4, 5.75% 4/25/2035  |  | 16958 | 14769 |
| Residential Accredit Loans, Inc. Trust Series 2006-QA10 Class A2, CME Term SOFR 1 month Index + 0.4745%, 4.7992% 12/25/2036 (b) |  | 96807 | 84012 |
| Residential Accredit Loans, Inc. Trust Series 2006-QS4 Class A4, 6% 4/25/2036  |  | 1234044 | 970239 |
| Residential Accredit Loans, Inc. Trust Series 2007-QS3 Class A5, 6.25% 2/25/2037  |  | 1894929 | 1488839 |
| Residential Asset Securitization Trust Series 2006-A14C Class 1A2, 6.25% 12/25/2036  |  | 925191 | 632280 |
| Residential Asset Securitization Trust Series 2007-A9 Class A1, CME Term SOFR 1 month Index + 0.6645%, 4.9892% 9/25/2037 (b)(d) |  | 2950386 | 829571 |
| Residential Asset Securitization Trust Series 2007-A9 Class A2, 6.3355% - CME Term SOFR 1 month Index 2.0108% 9/25/2037 (d)(g) |  | 2950386 | 340468 |
| Residential Mortgage Loan Trust Series 2019-2 Class B2, 6.037% 5/25/2059 (c) |  | 540000 | 532878 |
| Residential Mortgage Loan Trust Series 2019-3 Class B2, 5.664% 9/25/2059 (c)(d) |  | 136000 | 133143 |
| RFMSI Trust Series 2006-SA4 Class 2A1, 5.5492% 11/25/2036 (d) |  | 64485 | 51646 |
| RMF Buyout Issuance Trust Series 2020-HB1 Class A1, 1.7188% 10/25/2050 (c) |  | 560933 | 517892 |
| Roc Mortgage Trus Series 2025-RTL1 Class A1, 5.625% 2/25/2040 (c)(f) |  | 1700000 | 1697503 |
| Rocket Mortgage Trust Series 2024-CES5 Class A1A, 5.846% 8/25/2044 (c)(f) |  | 1267368 | 1270221 |
| Rocket Mortgage Trust Series 2024-CES8 Class A1A, 5.4896% 11/25/2044 (c)(f) |  | 3326775 | 3316528 |
| Saco I, Inc. Series 1997-2 Class 1A5, 7% 8/25/2036 (c) |  | 212 | 201 |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL4 Class A1, 7.5% 2/25/2030 (c)(d) |  | 404000 | 406231 |
| Saluda Grade Alternative Mortgage Trust Series 2024-RTL5 Class A1, 7.762% 4/25/2030 (c)(f) |  | 233000 | 236274 |
| Santander Mortgage Asset Receivable Trust 2025-Nqm2 Series 2025-NQM2 Class A1, 5.732% 2/25/2065 (c)(d) |  | 1282741 | 1285916 |
| Santander Mortgage Asset Receivable Trust Series 2025-NQM1 Class A1, 5.545% 1/25/2065 (c)(d) |  | 1919188 | 1918618 |
| Seasoned Loans Structured Transaction Series 2018-1 Series 2025-1 Class A1, 3% 5/25/2035  |  | 4439999 | 4016238 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5914% 7/20/2034 (b)(d) |  | 517 | 476 |
| Sequoia Mortgage Trust Series 2004-8 Class A2, CME Term SOFR 6 month Index + 1.1683%, 5.4641% 9/20/2034 (b)(d) |  | 3420 | 3139 |
| Sequoia Mortgage Trust Series 2007-3 Class 2AA1, 4.7496% 7/20/2037 (d) |  | 381472 | 299084 |
| Sequoia Mortgage Trust Series 2024-HYB1 Class A1A, 4.5248% 11/25/2063 (c)(d) |  | 7930752 | 7727899 |
| Sequoia Mortgage Trust Series 2024-INV1 Class A3, 5.5% 10/25/2054 (c) |  | 3176147 | 3127016 |
| Sequoia Mortgage Trust Series 2025-2 Class A5, 5.5% 3/25/2055 (c)(d) |  | 2289117 | 2285532 |
| SG Residential Mortgage Trust Series 2022-2 Class B1, 5.2976% 8/25/2062 (c)(d) |  | 104000 | 99957 |
| SG Residential Mortgage Trust Series 2022-2 Class M1, 5.2976% 8/25/2062 (c)(d) |  | 485000 | 471697 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-14 Class 1A, 5.3802% 10/25/2034 (d) |  | 528 | 516 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-6 Class 3A1, 4.3517% 7/25/2037 (d) |  | 1290539 | 807038 |
| Structured Asset Securities Corp Mortgage Loan Trust Series 2003-26A Class 3A5, 5.6665% 9/25/2033 (d) |  | 6490 | 6186 |
| Structured Asset Securities Corp Mortgage Loan Trust Series 2003-37A Class 1A, 5.7743% 12/25/2033 (d) |  | 10534 | 10000 |
| Structured Asset Securities Corp Mortgage Loan Trust Series 2003-37A Class 2A, 5.7499% 12/25/2033 (d) |  | 852 | 810 |
| Thornburg Mortgage Securities Trust Series 2003-4 Class A1, CME Term SOFR 1 month Index + 0.7545%, 5.0792% 9/25/2043 (b)(d) |  | 783261 | 755193 |
| Toorak Mortgage Corp Ltd Series 2021-INV1 Class B1, 3.287% 7/25/2056 (c) |  | 100000 | 77404 |
| Toorak Mortgage Trust Series 2024-2 Class A1, 6.329% 10/25/2031 (c) |  | 252000 | 251440 |
| Towd Point Mortgage Trust 2025-CES1 Series 2025-CES1 Class A1, 5.705% 2/25/2055 (c) |  | 3800000 | 3807600 |
| Towd Point Mortgage Trust Series 2016-1 Class B2, 4.5033% 2/25/2055 (c)(d) |  | 500000 | 479049 |
| Towd Point Mortgage Trust Series 2017-FRE2 Class M6, 4% 11/25/2047 (c)(f) |  | 58207 | 56739 |
| Towd Point Mortgage Trust Series 2021-R1 Class A1, 2.9181% 11/30/2060 (c)(d) |  | 1016795 | 901386 |
| Towd Point Mortgage Trust Series 2021-R1 Class A2C, 3.3072% 11/30/2060 (c)(d) |  | 877659 | 748725 |
| Towd Point Mortgage Trust Series 2021-SJ2 Class A2, 2.5% 12/25/2061 (c) |  | 1500000 | 1353446 |
| Towd Point Mortgage Trust Series 2024-3 Class A1A, 5.1084% 7/25/2065 (c)(d) |  | 3392324 | 3448989 |
| Towd Point Mortgage Trust Series 2024-4 Class A1A, 4.4523% 10/27/2064 (c)(d) |  | 13026564 | 13114097 |
| Towd Point Mortgage Trust Series 2024-5 Class A1A, 4.5112% 10/25/2064 (c)(d) |  | 14663857 | 14799880 |
| Towd Point Mortgage Trust Series 2024-CES6 Class A1, 5.725% 11/25/2064 (c) |  | 9984947 | 10023694 |
| TRK Trust Series 2021-INV2 Class B1, 4.104% 11/25/2056 (c) |  | 148000 | 119360 |
| Vendee Mortgage Trust Series 1996-2 Class 1Z, 6.75% 6/15/2026  |  | 682 | 687 |
| Vendee Mortgage Trust Series 1998-1 Class 2E, 7% 3/15/2028  |  | 4258 | 4317 |
| Vendee Mortgage Trust Series 1999-1 Class 2Z, 6.5% 1/15/2029  |  | 730 | 741 |
| Verus Securitization Trust Series 2021-3 Class B1, 3.203% 6/25/2066 (c) |  | 100000 | 68888 |
| Verus Securitization Trust Series 2022-3 Class B1, 4.0652% 2/25/2067 (c)(d) |  | 158000 | 127144 |
| Verus Securitization Trust Series 2022-INV1 Class A1, 5.041% 8/25/2067 (c)(d) |  | 3042855 | 3015313 |
| Verus Securitization Trust Series 2023-2 Class A1, 6.193% 3/25/2068 (c)(d) |  | 298217 | 298238 |
| Verus Securitization Trust Series 2023-2 Class B1, 7.4875% 3/25/2068 (c)(d) |  | 676000 | 672463 |
| Verus Securitization Trust Series 2023-3 Class B1, 7.7797% 3/25/2068 (c)(d) |  | 110000 | 110302 |
| Verus Securitization Trust Series 2024-4 Class A1, 6.218% 6/25/2069 (c)(f) |  | 1182681 | 1191632 |
| Verus Securitization Trust Series 2024-5 Class A1, 6.192% 6/25/2069 (c) |  | 3052906 | 3080563 |
| Verus Securitization Trust Series 2024-7 Class B1, 6.496% 9/25/2069 (c) |  | 299000 | 293996 |
| Verus Securitization Trust Series 2024-R1 Class A1, 5.218% 9/25/2069 (c)(d) |  | 8491417 | 8453042 |
| Verus Securitization Trust Series 2025-2 Class A1, 5.307% 3/25/2070 (c) |  | 4117718 | 4097400 |
| Verus Securitization Trust Series 2025-4 Class A1, 5.448% 5/25/2070 (c) |  | 1000000 | 998060 |
| Verus Series 2022-4 Class B1, 4.7658% 4/25/2067 (c)(d) |  | 163000 | 143373 |
| Visio Trust Series 2022-1 Class B1, 6.266% 8/25/2057 (c)(d) |  | 200000 | 198714 |
| Vista Point Securitization Trust Series 2020-2 Class B2, 5.16% 4/25/2065 (c) |  | 357200 | 323856 |
| Vista Point Securitization Trust Series 2024-CES3 Class A1, 5.679% 1/25/2055 (c)(f) |  | 5533318 | 5491473 |
| Wachovia Mortgage Loan Trust Series 2006-AMN1 Class A2, CME Term SOFR 1 month Index + 0.4145%, 1.6897% 8/25/2036 (b) |  | 2682663 | 914510 |
| WaMu Mortgage MSC Pass Through Certificates Series 2004-RA1 Class 2A, 7% 3/25/2034  |  | 2024 | 2010 |
| WaMu Mortgage MSC Pass Through Certificates Series 2005-4 Class CB7, 5.5% 6/25/2035  |  | 6205 | 5644 |
| WaMu Mortgage MSC Pass Through Certificates Series 2005-AR1 Class A1A, 4.9592% 12/25/2035 (d) |  | 426770 | 362067 |
| WaMu Mortgage MSC Pass Through Certificates Series 2006-2 Class 3CB, 6% 3/25/2036  |  | 1035389 | 799592 |
| WaMu Mortgage Pass Through Certificates Series 2003-AR8 Class A, 6.2214% 8/25/2033 (d) |  | 1420 | 1348 |
| WaMu Mortgage Pass Through Certificates Series 2003-AR9 Class 1A6, 6.5477% 9/25/2033 (d) |  | 1082 | 1029 |
| WaMu Mortgage Pass Through Certificates Series 2004-AR11 Class A, 6.9294% 10/25/2034 (d) |  | 2902 | 2777 |
| WaMu Mortgage Pass Through Certificates Series 2004-AR3 Class A1, 5.4226% 6/25/2034 (d) |  | 382 | 351 |
| WaMu Mortgage Pass Through Certificates Series 2004-AR3 Class A2, 5.4226% 6/25/2034 (d) |  | 3531 | 3211 |
| WaMu Mortgage Pass Through Certificates Series 2004-S2 Class 2A4, 5.5% 6/25/2034  |  | 3052 | 2920 |
| WaMu Mortgage Pass Through Certificates Series 2005-AR2 Class 2A1B, CME Term SOFR 1 month Index + 0.8545%, 5.1792% 1/25/2045 (b) |  | 781238 | 762447 |
| WaMu Mortgage Pass Through Certificates Series 2005-AR2 Class 2A21, CME Term SOFR 1 month Index + 0.7745%, 5.0992% 1/25/2045 (b)(d) |  | 371 | 361 |
| WaMu Mortgage Pass Through Certificates Series 2006-4 Class 3A1, 7% 5/25/2036 (f) |  | 151972 | 132772 |
| WaMu Mortgage Pass Through Certificates Series 2006-7 Class A1A, 3.9313% 9/25/2036 (f) |  | 625495 | 167794 |
| WaMu Mortgage Pass Through Certificates Series 2006-7 Class A1B, CME Term SOFR 1 month Index + 0.2745%, 3.9313% 9/25/2036 (b) |  | 1938931 | 527157 |
| WaMu Mortgage Pass Through Certificates Series 2006-8 Class A4, 4.1154% 10/25/2036 (f) |  | 238109 | 82645 |
| WaMu Mortgage Pass Through Certificates Series 2007-HY3 Class 4A1, 5.1581% 3/25/2037 (d) |  | 1176 | 1066 |
| WaMu Mortgage Pass Through Certificates Series 2007-HY4 Class 1A1, 3.7543% 4/25/2037 (d) |  | 1046541 | 938529 |
| WaMu Mortgage Pass Through Certificates Series 2007-OA1 Class 2A, 12 month Average U.S. Treasury Maturity + 0.72%, 5.2172% 12/25/2046 (b)(d) |  | 12997 | 11166 |
| WaMu Mortgage Pass Through Certificates Series 2007-OA2 Class 2A, 12 month Average U.S. Treasury Maturity + 0.7%, 5.1972% 1/25/2047 (b)(d) |  | 519985 | 428997 |
| WaMu Mortgage Pass Through Certificates Series 2007-OA5 Class 1A, 12 month Average U.S. Treasury Maturity + 0.75%, 5.2472% 6/25/2047 (b)(d) |  | 244875 | 197887 |
| WaMu Mortgage Pass Through Certificates Series 2007-OC2 Class A3, CME Term SOFR 1 month Index + 0.7345%, 5.0592% 6/25/2037 (b) |  | 33905 | 31338 |
| Wells Fargo Mortgage Backed Securities Trust Series 2004-K Class 1A2, 7.49% 7/25/2034 (d) |  | 661 | 657 |
| Wells Fargo Mortgage Backed Securities Trust Series 2004-U Class A1, 7.3004% 10/25/2034 (d) |  | 1642 | 1604 |
| TOTAL UNITED STATES |  |  | 930491305 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $954,301,240) |  |  | <br> **941842593** |

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---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.1%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |  |
| Acre Commercial Mortgage Ltd Series 2021-FL4 Class C, CME Term SOFR 1 month Index + 2.3645%, 6.6912% 12/18/2037 (b)(c)(d) |  | 263000 | 252354 |
| BXMT 2020-FL3 Ltd Series 2020-FL3 Class A, CME Term SOFR 1 month Index + 2.0145%, 6.3432% 11/15/2037 (b)(c) |  | 1341950 | 1340882 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  |  | 1593236 |
| IRELAND - 0.0%  |  |  |  |
| Last Mile Logistics Pan Euro Finance DAC Series 2021-1X Class E, 3 month EURIBOR + 2.7%, 4.827% 8/17/2033 (b)(d)(e) | EUR | 176734 | 195714 |
| Taurs Series 2025-UK2X Class B, SONIA Overnight Deposit Rates SWAP + 2%, 6.2142% 2/18/2035 (b)(d)(e) | GBP | 129455 | 173806 |
| Thunder Logistics Series 2024-1X Class B, 3 month EURIBOR + 2.05%, 4.177% 11/17/2036 (b)(d)(e) | EUR | 71578 | 81272 |
| UK Logistics Series 2024-1X Class A, SONIA Overnight Deposit Rates SWAP + 1.65%, 5.8824% 5/17/2034 (b)(d)(e) | GBP | 100000 | 134731 |
| TOTAL IRELAND |  |  | 585523 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Sage AR Funding No 1 PLC Series 2025-1X Class C, SONIA Overnight Deposit Rates SWAP + 2.4%, 6.6106% 5/17/2037 (b)(d)(e) | GBP | 121000 | 163117 |
| Sage AR Funding No 1 PLC Series 2025-1X Class D, SONIA Overnight Deposit Rates SWAP + 3.9%, 8.1106% 5/17/2037 (b)(d)(e) | GBP | 105000 | 141541 |
| TOTAL UNITED KINGDOM |  |  | 304658 |
| UNITED STATES - 3.1%  |  |  |  |
| 1345 Trust Series 2025-AOA Class A, CME Term SOFR 1 month Index + 1.6%, 5.9% 6/15/2030 (b)(c)(d) |  | 197000 | 197346 |
| 1345 Trust Series 2025-AOA Class E, CME Term SOFR 1 month Index + 4.5%, 8.8% 6/15/2030 (b)(c)(d) |  | 346000 | 345156 |
| 20 Times Square Trust Series 2018-20TS Class F, 3.0999% 5/15/2035 (c)(d) |  | 3016196 | 2412957 |
| 2023-MIC Trust/THE Series 2023-MIC Class A, 8.4366% 12/5/2038 (c)(d) |  | 82000 | 88900 |
| 245 Park Avenue Trust Series 2017-245P Class E, 3.6574% 6/5/2037 (c)(d) |  | 1008000 | 936432 |
| 280 Park Avenue Mortgage Trust Series 2017-280P Class A, CME Term SOFR 1 month Index + 0.88%, 5.518% 9/15/2034 (b)(c)(d) |  | 104000 | 102765 |
| 280 Park Avenue Mortgage Trust Series 2017-280P Class E, CME Term SOFR 1 month Index + 2.4189%, 6.7569% 9/15/2034 (b)(c) |  | 154796 | 149877 |
| 3650r Commercial Mortgage Trust Series 2021-PF1 Class A4, 2.253% 11/15/2054  |  | 4200000 | 3634140 |
| 3650r Commercial Mortgage Trust Series 2021-PF1 Class A5, 2.522% 11/15/2054  |  | 1000000 | 861607 |
| AG Trust Series 2024-NLP Class A, CME Term SOFR 1 month Index + 2.0156%, 6.3444% 7/15/2041 (b)(c)(d) |  | 2850994 | 2850994 |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.0426% 6/15/2030 (b)(c)(d) |  | 5215000 | 5236841 |
| ALA Trust Series 2025-OANA Class D, CME Term SOFR 1 month Index + 3.0907%, 7.3907% 6/15/2030 (b)(c)(d) |  | 254000 | 254953 |
| Arbor Multifamily Mortgage Securities Trust Series 2021-MF2 Class A4, 2.2515% 6/15/2054 (c) |  | 9500000 | 8266618 |
| Arbor Multifamily Mortgage Securities Trust Series 2021-MF3 Class A5, 2.5747% 10/15/2054 (c) |  | 440000 | 384444 |
| Ares Commercial Mortgage Trust Series 2024-IND Class A, CME Term SOFR 1 month Index + 1.6916%, 6.0203% 7/15/2041 (b)(c)(d) |  | 430000 | 430538 |
| Ares Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.443%, 5.7717% 10/15/2034 (b)(c)(d) |  | 680000 | 680425 |
| Atrium Hotel Portfolio Trust Series 2017-ATRM Class A, CME Term SOFR 1 month Index + 1.227%, 5.556% 12/15/2036 (b)(c)(d) |  | 2468048 | 2412516 |
| Atrium Hotel Portfolio Trust Series 2024-ATRM Class A, 5.5895% 11/10/2029 (c)(d) |  | 410000 | 407118 |
| Atrium Hotel Portfolio Trust Series 2024-ATRM Class E, 9.5201% 11/10/2029 (c)(d) |  | 84000 | 84789 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (c) |  | 3863206 | 3677975 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (c) |  | 752000 | 696457 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class CNM, 3.7186% 11/5/2032 (c)(d) |  | 461000 | 410939 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.479% 1/15/2039 (b)(c)(d) |  | 3783612 | 3769424 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class B, CME Term SOFR 1 month Index + 1.55%, 5.879% 1/15/2039 (b)(c)(d) |  | 715549 | 709735 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class C, CME Term SOFR 1 month Index + 2.15%, 6.479% 1/15/2039 (b)(c)(d) |  | 509681 | 504743 |
| BAMLL Re-REMIC Trust Series 2024-FRR2 Class C, 1.2323% 7/27/2050 (c)(d) |  | 6500000 | 5863274 |
| BAMLL Re-REMIC Trust Series 2024-FRR2 Class D, 1.2323% 7/27/2050 (c)(d) |  | 4000000 | 3530390 |
| BAMLL Re-REMIC Trust Series 2024-FRR3 Class D, 0.5757% 1/27/2050 (c)(d) |  | 3000000 | 2669131 |
| Bamll Series 2024-BHP Class A, CME Term SOFR 1 month Index + 2.35%, 6.6787% 8/15/2039 (b)(c)(d) |  | 280000 | 281355 |
| BAMLL Trust Series 2025-ASHF Class A, CME Term SOFR 1 month Index + 1.85%, 6.179% 2/15/2042 (b)(c)(d) |  | 746000 | 745995 |
| BAMLL Trust Series 2025-ASHF Class E, CME Term SOFR 1 month Index + 5.25%, 9.579% 2/15/2042 (b)(c)(d) |  | 300000 | 295372 |
| BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060  |  | 155678 | 154066 |
| BANK Series 2018-BN14 Class A4, 4.231% 9/15/2060  |  | 7200000 | 7074263 |
| BANK Series 2019-BN19 Class A3, 3.183% 8/15/2061  |  | 292553 | 270810 |
| BANK Series 2019-BN21 Class A4, 2.6% 10/17/2052  |  | 4086706 | 3754984 |
| BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052  |  | 838000 | 764539 |
| BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052  |  | 365705 | 350835 |
| BANK Series 2020-BN25 Class XB, 0.4364% 1/15/2063 (d)(g) |  | 5200000 | 94274 |
| BANK Series 2020-BN28 Class A3, 1.584% 3/15/2063  |  | 8769825 | 7538606 |
| BANK Series 2021-BN31 Class A3, 1.771% 2/15/2054  |  | 2000000 | 1716378 |
| BANK Series 2021-BN31 Class XB, 0.8672% 2/15/2054 (d)(g) |  | 7000000 | 264650 |
| BANK Series 2021-BN32 Class A4, 2.349% 4/15/2054  |  | 20000000 | 17780736 |
| BANK Series 2021-BN33 Class A4, 2.27% 5/15/2064  |  | 9000000 | 7900163 |
| BANK Series 2021-BN33 Class XA, 1.0438% 5/15/2064 (d)(g) |  | 13343825 | 563747 |
| BANK Series 2021-BN34 Class XB, 0.5168% 6/15/2063 (d)(g) |  | 171794000 | 4415759 |
| BANK Series 2021-BN35 Class ASB, 2.067% 6/15/2064  |  | 1300000 | 1188005 |
| BANK Series 2022-BNK44 Class A5, 5.7439% 11/15/2055 (d) |  | 1700000 | 1763373 |
| BANK Series 2023-BNK45 Class A5, 5.203% 2/15/2056 (d) |  | 1300000 | 1299511 |
| BANK Series 2025-BNK49 Class A5, 5.623% 3/15/2058  |  | 3200000 | 3287933 |
| BANK5 Series 2023-5YR2 Class A3, 6.656% 7/15/2056  |  | 7500000 | 7872359 |
| BANK5 Series 2024-5YR11 Class A3, 5.893% 11/15/2057  |  | 116000 | 120391 |
| BANK5 Series 2024-5YR6 Class A3, 6.225% 5/15/2057  |  | 13782 | 14425 |
| BANK5 Series 2024-5YR9 Class A3, 5.6136% 8/15/2057  |  | 13500000 | 13860646 |
| Bay 2025-Livn Mortgage Trust Series 2025-LIVN Class A, CME Term SOFR 1 month Index + 1.8%, 6.129% 5/15/2035 (b)(c)(d) |  | 1123000 | 1123351 |
| Bayview Commercial Asset Trust Series 2005-3A Class A2, CME Term SOFR 1 month Index + 0.7145%, 5.0392% 11/25/2035 (b)(c)(d) |  | 10651 | 10240 |
| Bayview Commercial Asset Trust Series 2005-4A Class A2, CME Term SOFR 1 month Index + 0.6995%, 5.0242% 1/25/2036 (b)(c)(d) |  | 25197 | 23708 |
| Bayview Commercial Asset Trust Series 2005-4A Class M1, CME Term SOFR 1 month Index + 0.7895%, 5.1142% 1/25/2036 (b)(c)(d) |  | 8133 | 7682 |
| Bayview Commercial Asset Trust Series 2006-4A Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.8442% 12/25/2036 (b)(c)(d) |  | 55000 | 51448 |
| Bayview Commercial Asset Trust Series 2007-1 Class A2, CME Term SOFR 1 month Index + 0.5195%, 4.8442% 3/25/2037 (b)(c)(d) |  | 13600 | 12814 |
| Bayview Commercial Asset Trust Series 2007-2A Class A1, CME Term SOFR 1 month Index + 0.3845%, 4.8442% 7/25/2037 (b)(c)(d) |  | 45689 | 41957 |
| Bayview Commercial Asset Trust Series 2007-2A Class A2, CME Term SOFR 1 month Index + 0.4345%, 4.9192% 7/25/2037 (b)(c)(d) |  | 42777 | 39327 |
| Bayview Commercial Asset Trust Series 2007-2A Class M1, CME Term SOFR 1 month Index + 0.4845%, 4.9942% 7/25/2037 (b)(c)(d) |  | 14560 | 13716 |
| Bayview Commercial Asset Trust Series 2007-3 Class A2, CME Term SOFR 1 month Index + 0.5495%, 4.8742% 7/25/2037 (b)(c)(d) |  | 14832 | 13886 |
| Bayview Commercial Asset Trust Series 2007-3 Class M1, CME Term SOFR 1 month Index + 0.5795%, 4.9042% 7/25/2037 (b)(c)(d) |  | 7861 | 7129 |
| Bayview Commercial Asset Trust Series 2007-3 Class M2, CME Term SOFR 1 month Index + 0.6245%, 4.9492% 7/25/2037 (b)(c)(d) |  | 8407 | 7539 |
| Bayview Commercial Asset Trust Series 2007-3 Class M3, CME Term SOFR 1 month Index + 0.6695%, 4.9942% 7/25/2037 (b)(c)(d) |  | 13465 | 12395 |
| Bayview Commercial Asset Trust Series 2007-3 Class M4, CME Term SOFR 1 month Index + 0.8645%, 5.1892% 7/25/2037 (b)(c)(d) |  | 21258 | 19539 |
| Bayview Commercial Asset Trust Series 2007-3 Class M5, CME Term SOFR 1 month Index + 1.0145%, 5.3392% 7/25/2037 (b)(c)(d) |  | 13733 | 14762 |
| BBCCRE Trust Series 2015-GTP Class A, 3.966% 8/10/2033 (c) |  | 274000 | 252080 |
| BBCMS Mortgage Trust Series 2016-ETC Class E, 3.6089% 8/14/2036 (c)(d) |  | 4500000 | 4012449 |
| BBCMS Mortgage Trust Series 2018-TALL Class A, CME Term SOFR 1 month Index + 0.872%, 5.248% 3/15/2037 (b)(c)(d) |  | 525000 | 494470 |
| BBCMS Mortgage Trust Series 2019-C4 Class A4, 2.661% 8/15/2052  |  | 3471290 | 3238880 |
| BBCMS Mortgage Trust Series 2021-C9 Class A4, 2.021% 2/15/2054  |  | 10000000 | 8665138 |
| BBCMS Mortgage Trust Series 2023-C21 Class A3, 6.2958% 9/15/2056 (d) |  | 1600000 | 1700563 |
| BBCMS Mortgage Trust Series 2024-5C29 Class XB, 1.0114% 9/15/2057 (d)(g) |  | 147436000 | 5862999 |
| Bbcms Mtg Tr Series 2025-5C34 Class A3, 5.659% 5/15/2058  |  | 1315000 | 1357906 |
| Benchmark Mortgage Trust Series 2018-B2 Class A4, 3.6147% 2/15/2051  |  | 3500000 | 3416317 |
| Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051  |  | 949000 | 927682 |
| Benchmark Mortgage Trust Series 2019-B10 Class A4, 3.717% 3/15/2062  |  | 2373000 | 2278804 |
| Benchmark Mortgage Trust Series 2019-B12 Class XA, 1.0654% 8/15/2052 (d)(g) |  | 36150469 | 1033159 |
| Benchmark Mortgage Trust Series 2019-B13 Class A4, 2.952% 8/15/2057  |  | 7629000 | 7069349 |
| Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.75% 12/15/2062 (d)(g) |  | 20825797 | 444577 |
| Benchmark Mortgage Trust Series 2020-B16 Class A4, 2.483% 2/15/2053  |  | 3200000 | 2897706 |
| Benchmark Mortgage Trust Series 2020-B18 Class A4, 1.672% 7/15/2053  |  | 10000000 | 8680040 |
| Benchmark Mortgage Trust Series 2020-B19 Class A3, 1.787% 9/15/2053  |  | 5800000 | 5495895 |
| Benchmark Mortgage Trust Series 2020-B19 Class A4, 1.546% 9/15/2053  |  | 12500000 | 10945863 |
| Benchmark Mortgage Trust Series 2020-B22 Class A4, 1.685% 1/15/2054  |  | 3175000 | 2736737 |
| Benchmark Mortgage Trust Series 2021-B23 Class A4A1, 1.823% 2/15/2054  |  | 2000000 | 1702893 |
| Benchmark Mortgage Trust Series 2021-B24 Class A4, 2.2638% 3/15/2054  |  | 5800000 | 5123866 |
| Benchmark Mortgage Trust Series 2021-B26 Class A4, 2.295% 6/15/2054  |  | 8800000 | 7722024 |
| Benchmark Mortgage Trust Series 2021-B31 Class A5, 2.669% 12/15/2054  |  | 400000 | 345460 |
| Benchmark Mortgage Trust Series 2023-V2 Class A3, 5.8118% 5/15/2055  |  | 13000000 | 13327894 |
| Benchmark Mortgage Trust Series 2024-V10 Class A3, 5.2774% 9/15/2057  |  | 10500000 | 10657497 |
| Benchmark Mortgage Trust Series 2024-V9 Class A3, 5.6019% 8/15/2057  |  | 4400000 | 4518199 |
| Benchmark Mortgage Trust Series 2025-V14 Class A4, 5.6599% 4/15/2057  |  | 11710000 | 12092990 |
| BFLD Commercial Mortgage Trust Series 2024-UNIV Class A, CME Term SOFR 1 month Index + 1.4925%, 5.8212% 11/15/2041 (b)(c)(d) |  | 210000 | 210131 |
| BFLD Commercial Mortgage Trust Series 2024-UNIV Class E, CME Term SOFR 1 month Index + 3.6395%, 7.9682% 11/15/2041 (b)(c)(d) |  | 134000 | 133692 |
| BFLD Trust Series 2024-VICT Class A, CME Term SOFR 1 month Index + 1.89%, 6.2187% 7/15/2041 (b)(c)(d) |  | 2906000 | 2915081 |
| BFLD Trust Series 2024-WRHS Class A, CME Term SOFR 1 month Index + 1.4921%, 5.8208% 8/15/2026 (b)(c)(d) |  | 834297 | 835959 |
| BHMS Series 2018-ATLS Class A, CME Term SOFR 1 month Index + 1.297%, 5.8757% 7/15/2035 (b)(c)(d) |  | 453000 | 453036 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4435% 9/15/2026 (b)(c)(d) |  | 8921000 | 8805039 |
| BLP Commercial Mortgage Trust Series 2023-IND Class A, CME Term SOFR 1 month Index + 1.692%, 6.0207% 3/15/2040 (b)(c)(d) |  | 275000 | 273625 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.6709% 3/15/2041 (b)(c)(d) |  | 2846482 | 2848261 |
| BMD2 Re-Remic Trust Series 2019-FRR1 Class 1A5, U.S. 30-Day Avg. SOFR Index + 4.3145%, 8.6682% 5/25/2052 (b)(c)(d) |  | 15366 | 15268 |
| BMD2 Re-Remic Trust Series 2019-FRR1 Class 5B13, 2.1751% 5/25/2052 (c)(d) |  | 4000000 | 3314121 |
| BMD2 Re-Remic Trust Series 2019-FRR1 Class 5D1, 0% 5/25/2052 (c)(h) |  | 4000000 | 2844212 |
| BMD2 Re-Remic Trust Series 2019-FRR1 Class 6C, 0% 5/25/2052 (c)(h) |  | 4200000 | 3073732 |
| BMO Mortgage Trust Series 2022-C1 Class A4, 3.119% 2/17/2055  |  | 6200000 | 5529172 |
| BMO Mortgage Trust Series 2023-5C1 Class A3, 6.534% 8/15/2056  |  | 10000000 | 10468011 |
| BMO Mortgage Trust Series 2023-C5 Class A2, 6.5176% 6/15/2056  |  | 8500000 | 8694563 |
| BMO Mortgage Trust Series 2025-5C9 Class A3, 5.7785% 4/15/2058 (d) |  | 9700000 | 10053096 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.7007% 6/15/2041 (b)(c)(d) |  | 4040000 | 4042525 |
| BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.9703% 6/15/2041 (b)(c)(d) |  | 1590000 | 1590994 |
| BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 6.17% 6/15/2041 (b)(c)(d) |  | 1060000 | 1060663 |
| BMP Series 2024-MF23 Class D, CME Term SOFR 1 month Index + 2.3905%, 6.7192% 6/15/2041 (b)(c)(d) |  | 180000 | 180113 |
| BMP Series 2024-MF23 Class E, CME Term SOFR 1 month Index + 3.3891%, 7.7178% 6/15/2041 (b)(c)(d) |  | 124000 | 123516 |
| Boca Commercial Mortgage Trust 2024-Boca Series 2024-BOCA Class A, CME Term SOFR 1 month Index + 1.9207%, 6.2494% 8/15/2041 (b)(c)(d) |  | 100000 | 100156 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class A, 5.218% 11/5/2039 (c)(d) |  | 100000 | 100501 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class B, 5.7976% 11/5/2039 (c)(d) |  | 500000 | 503236 |
| BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.2267% 4/15/2037 (b)(c)(d) |  | 15784000 | 15779068 |
| BPR Trust Series 2022-OANA Class B, CME Term SOFR 1 month Index + 2.447%, 6.7757% 4/15/2037 (b)(c)(d) |  | 4626000 | 4623109 |
| BPR Trust Series 2023-STON Class A, 7.497% 12/5/2039 (c) |  | 304000 | 315959 |
| BPR Trust Series 2024-PMDW Class A, 5.358% 11/5/2041 (c)(d) |  | 40000 | 40313 |
| BSTN Commercial Mortgage Trust Series 2025-1C Class A, 5.5479% 6/15/2044 (c)(d) |  | 384000 | 385979 |
| BSTN Commercial Mortgage Trust Series 2025-1C Class C, 6.4441% 6/15/2044 (c)(d) |  | 344000 | 344939 |
| BSTN Commercial Mortgage Trust Series 2025-1C Class D, 6.9407% 6/15/2044 (c)(d) |  | 335000 | 335840 |
| BWAY Mortgage Trust Series 2013-1515 Class F, 3.927% 3/10/2033 (c)(d) |  | 146276 | 125941 |
| Bway Trust Series 2025-1535 Class A, 6.309% 5/5/2042 (c)(d) |  | 62000 | 63321 |
| Bx Coml Mtg Tr 2023-Vlt3 Series 2023-VLT3 Class A, CME Term SOFR 1 month Index + 1.94%, 6.2687% 11/15/2028 (b)(c)(d) |  | 550000 | 550000 |
| BX Commercial Mortgage Trust 2024-KING Series 2024-KING Class A, CME Term SOFR 1 month Index + 1.541%, 5.8698% 5/15/2034 (b)(c)(d) |  | 167791 | 167791 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.7204% 3/15/2041 (b)(c)(d) |  | 16802093 | 16812594 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class D, CME Term SOFR 1 month Index + 2.6898%, 7.0185% 3/15/2041 (b)(c)(d) |  | 815587 | 815332 |
| BX Commercial Mortgage Trust 21-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.8197% 4/15/2037 (b)(c)(d) |  | 4550261 | 4550261 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.97% 5/15/2041 (c)(d) |  | 7381854 | 7391081 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.3753% 4/15/2034 (b)(c)(d) |  | 3532346 | 3499230 |
| BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.6753% 4/15/2034 (b)(c)(d) |  | 4464000 | 4391460 |
| BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.9753% 4/15/2034 (b)(c)(d) |  | 2952000 | 2900340 |
| BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 6.2753% 4/15/2034 (b)(c)(d) |  | 3099000 | 3040894 |
| BX Commercial Mortgage Trust Series 2021-CIP Class E, CME Term SOFR 1 month Index + 2.9345%, 7.2635% 12/15/2038 (b)(c)(d) |  | 4398225 | 4384481 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d) |  | 8126000 | 8090504 |
| BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 5.3423% 10/15/2036 (b)(c)(d) |  | 1201000 | 1194244 |
| BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.5421% 10/15/2036 (b)(c)(d) |  | 1607000 | 1595952 |
| BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.7418% 10/15/2036 (b)(c)(d) |  | 1560000 | 1546350 |
| BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.391% 10/15/2036 (b)(c)(d) |  | 5425000 | 5387703 |
| BX Commercial Mortgage Trust Series 2021-VINO Class A, CME Term SOFR 1 month Index + 0.7668%, 5.0958% 5/15/2038 (b)(c)(d) |  | 904543 | 903978 |
| BX Commercial Mortgage Trust Series 2022-CSMO Class B, CME Term SOFR 1 month Index + 3.1407%, 7.4694% 6/15/2027 (b)(c)(d) |  | 1523800 | 1529514 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d) |  | 607064 | 605926 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.0901% 12/9/2040 (b)(c)(d) |  | 3670977 | 3685914 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.5195% 12/9/2040 (b)(c)(d) |  | 713145 | 715151 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.9689% 12/9/2040 (b)(c)(d) |  | 386645 | 387732 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class D, CME Term SOFR 1 month Index + 3.5888%, 7.9175% 12/9/2040 (b)(c)(d) |  | 214803 | 215407 |
| BX Commercial Mortgage Trust Series 2024-5C6 Class A3, 5.3161% 9/15/2057  |  | 14800000 | 15031021 |
| BX Commercial Mortgage Trust Series 2024-AIR2 Class A, CME Term SOFR 1 month Index + 1.4923%, 5.8213% 10/15/2041 (b)(c)(d) |  | 6109978 | 6115706 |
| BX Commercial Mortgage Trust Series 2024-AIRC Class A, CME Term SOFR 1 month Index + 1.6912%, 6.02% 8/15/2039 (b)(c)(d) |  | 5692299 | 5710088 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d) |  | 1609117 | 1609117 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class B, CME Term SOFR 1 month Index + 1.6423%, 5.971% 12/15/2039 (b)(c)(d) |  | 135969 | 135969 |
| BX Commercial Mortgage Trust Series 2024-MF Class A, CME Term SOFR 1 month Index + 1.4416%, 5.7703% 2/15/2039 (b)(c)(d) |  | 115109 | 115253 |
| BX Commercial Mortgage Trust Series 2024-MF Class E, CME Term SOFR 1 month Index + 3.7383%, 8.067% 2/15/2039 (b)(c)(d) |  | 154069 | 154181 |
| BX Commercial Mortgage Trust Series 2024-PALM Class A, CME Term SOFR 1 month Index + 1.541%, 5.8697% 6/15/2037 (b)(c)(d) |  | 605769 | 607157 |
| BX Commercial Mortgage Trust Series 2024-PURE Class A, Canadian Overnight Repo Rate + 1.9%, 4.6563% 11/15/2041 (b)(c)(d) | CAD | 71000 | 52364 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7721% 4/15/2040 (b)(c)(d) |  | 8100000 | 8100942 |
| Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.7% 6/15/2035 (b)(c)(d) |  | 1727000 | 1729330 |
| Bx Tr 2025-Tail Series 2025-TAIL Class E, CME Term SOFR 1 month Index + 3.3%, 7.6% 6/15/2035 (b)(c)(d) |  | 255000 | 255000 |
| BX Trust 2019-OC11 Series 2019-OC11 Class E, 3.944% 12/9/2041 (c)(d) |  | 2140000 | 1939334 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class E, CME Term SOFR 1 month Index + 2.8894%, 7.2181% 7/15/2029 (b)(c)(d) |  | 220000 | 216975 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 8.2666% 7/15/2029 (b)(c)(d) |  | 390000 | 385538 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7706% 4/15/2041 (b)(c)(d) |  | 8713868 | 8724761 |
| BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 6.0202% 4/15/2041 (b)(c)(d) |  | 1364610 | 1366316 |
| BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 6.2699% 4/15/2041 (b)(c)(d) |  | 1132979 | 1134395 |
| BX Trust 2024-CNY Series 2024-CNYN Class D, CME Term SOFR 1 month Index + 2.6901%, 7.0188% 4/15/2041 (b)(c)(d) |  | 1261383 | 1265987 |
| BX Trust 2024-CNY Series 2024-CNYN Class E, CME Term SOFR 1 month Index + 3.6886%, 8.0174% 4/15/2041 (b)(c)(d) |  | 123369 | 122959 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d) |  | 13079000 | 12980908 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.7222% 3/15/2030 (b)(c)(d) |  | 1461000 | 1446390 |
| BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.872% 3/15/2030 (b)(c)(d) |  | 2059000 | 2022968 |
| BX Trust 2025-ROIC Series 2025-ROIC Class E, CME Term SOFR 1 month Index + 2.9413%, 7.27% 3/15/2030 (b)(c)(d) |  | 725000 | 706896 |
| BX Trust Series 2020-VIV3 Class B, 3.5439% 3/9/2044 (c)(d) |  | 2635000 | 2423993 |
| BX Trust Series 2021-ARIA Class A, CME Term SOFR 1 month Index + 1.0136%, 5.3426% 10/15/2036 (b)(c)(d) |  | 129000 | 128355 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 5.0794% 10/15/2026 (b)(c)(d) |  | 1777657 | 1770991 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2435% 2/15/2036 (b)(c)(d) |  | 1559000 | 1558026 |
| BX Trust Series 2021-MFM1 Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1435% 1/15/2034 (b)(c)(d) |  | 1357110 | 1356262 |
| BX Trust Series 2021-MFM1 Class E, CME Term SOFR 1 month Index + 2.3645%, 6.6935% 1/15/2034 (b)(c)(d) |  | 66555 | 66347 |
| BX Trust Series 2021-MFM1 Class F, CME Term SOFR 1 month Index + 3.1145%, 7.4435% 1/15/2034 (b)(c)(d) |  | 40957 | 40786 |
| BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1135% 6/15/2038 (b)(c)(d) |  | 1189733 | 1188990 |
| BX Trust Series 2021-VIEW Class F, CME Term SOFR 1 month Index + 4.0445%, 8.3735% 6/15/2036 (b)(c)(d) |  | 61000 | 59232 |
| BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 6.2687% 4/15/2037 (b)(c)(d) |  | 2788100 | 2788100 |
| BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.6187% 4/15/2037 (b)(c)(d) |  | 629300 | 629300 |
| BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 7.1677% 4/15/2037 (b)(c)(d) |  | 526399 | 526399 |
| BX Trust Series 2023-DELC Class A, CME Term SOFR 1 month Index + 2.69%, 7.0187% 5/15/2038 (b)(c)(d) |  | 1150000 | 1154825 |
| BX Trust Series 2024-BRBK Class A, CME Term SOFR 1 month Index + 2.8796%, 7.2083% 10/15/2041 (b)(c)(d) |  | 460000 | 461438 |
| BX Trust Series 2024-BRBK Class B, CME Term SOFR 1 month Index + 3.9266%, 8.2553% 10/15/2041 (b)(c)(d) |  | 112000 | 111720 |
| BX Trust Series 2024-BRBK Class D, CME Term SOFR 1 month Index + 5.9705%, 10.2992% 10/15/2041 (b)(c)(d) |  | 25000 | 24937 |
| BX Trust Series 2024-PAT Class A, CME Term SOFR 1 month Index + 2.09%, 6.4187% 3/15/2041 (b)(c)(d) |  | 150000 | 150000 |
| BX Trust Series 2024-PAT Class C, CME Term SOFR 1 month Index + 4.439%, 8.7677% 3/15/2041 (b)(c)(d) |  | 321000 | 324348 |
| BX Trust Series 2024-PAT Class D, CME Term SOFR 1 month Index + 5.389%, 9.7177% 3/15/2041 (b)(c)(d) |  | 155000 | 156620 |
| BX Trust Series 2024-VLT4 Class A, CME Term SOFR 1 month Index + 1.4914%, 5.8201% 7/15/2029 (b)(c)(d) |  | 899000 | 897033 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.7707% 2/15/2039 (b)(c)(d) |  | 6652461 | 6660768 |
| BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 6.1203% 2/15/2039 (b)(c)(d) |  | 811553 | 812314 |
| BX Trust Series 2024-XL4 Class D, CME Term SOFR 1 month Index + 3.1396%, 7.4683% 2/15/2039 (b)(c)(d) |  | 369318 | 370703 |
| BX Trust Series 2024-XL4 Class E, CME Term SOFR 1 month Index + 4.1881%, 8.5168% 2/15/2039 (b)(c)(d) |  | 198864 | 198762 |
| BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 3/15/2041 (b)(c)(d) |  | 2284146 | 2285573 |
| BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 6.2696% 3/15/2041 (b)(c)(d) |  | 3032675 | 3034571 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4787% 2/15/2035 (b)(c)(d) |  | 4360000 | 4343650 |
| Bx Trust Series 2025-LIFE Class A, 5.8836% 6/13/2047 (c)(d) |  | 689000 | 694076 |
| Bx Trust Series 2025-LUNR Class A, 5.83% 6/15/2040 (c) |  | 85000 | 85000 |
| BX Trust Series 2025-VLT6 Class A, CME Term SOFR 1 month Index + 1.4432%, 5.7719% 3/15/2042 (b)(c)(d) |  | 275000 | 273625 |
| BXSC Commercial Mortgage Trust Series 2022-WSS Class D, CME Term SOFR 1 month Index + 3.188%, 7.517% 3/15/2035 (b)(c)(d) |  | 4667000 | 4661186 |
| CALI Mortgage Trust Series 2024-SUN Class A, CME Term SOFR 1 month Index + 1.8911%, 6.2285% 7/15/2041 (b)(c)(d) |  | 320000 | 320000 |
| CAMB Commercial Mortgage Trust Series 2019-LIFE Class A, CME Term SOFR 1 month Index + 1.367%, 5.696% 12/15/2037 (b)(c)(d) |  | 3800000 | 3797625 |
| CAMB Commercial Mortgage Trust Series 2021-CX2 Class A, 2.7% 11/10/2046 (c) |  | 4000000 | 3371820 |
| CCUBS Commercial Mortgage Trust Series 2017-C1 Class A3, 3.283% 11/15/2050  |  | 5315660 | 5122634 |
| CD Mortgage Trust Series 2017-CD5 Class A3, 3.171% 8/15/2050  |  | 2700000 | 2610324 |
| CD Mortgage Trust Series 2017-CD5 Class A4, 3.431% 8/15/2050  |  | 1000000 | 969930 |
| CD Mortgage Trust Series 2017-CD6 Class A3, 3.104% 11/13/2050  |  | 964022 | 936869 |
| CENT Trust Series 2023-CITY Class A, CME Term SOFR 1 month Index + 2.62%, 6.9487% 9/15/2038 (b)(c)(d) |  | 733100 | 735162 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (c) |  | 16578699 | 16455851 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A2, 1.99% 7/15/2060 (c) |  | 6463082 | 5932173 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (c) |  | 8434906 | 8120993 |
| CF Series 2019-CF2 Class A4, 2.6236% 11/15/2052  |  | 823101 | 763187 |
| CFCRE Commercial Mortgage Trust Series 2011-C2 Class D, 5.2492% 12/15/2047 (c)(d) |  | 27696 | 26722 |
| CFCRE Commercial Mortgage Trust Series 2016-C6 Class A2, 2.95% 11/10/2049  |  | 913443 | 896759 |
| CFMT Trust Series 2021-FRR1 Class AK99, 0% 9/29/2029 (c) |  | 5353696 | 3986708 |
| CFMT Trust Series 2021-FRR1 Class BK54, 0% 2/28/2026 (c) |  | 659122 | 624049 |
| CFMT Trust Series 2021-FRR1 Class BK58, 2.4009% 9/29/2029 (c)(d) |  | 327366 | 300875 |
| CFMT Trust Series 2021-FRR1 Class BK98, 0% 8/29/2029 (c) |  | 2368616 | 1750604 |
| CFMT Trust Series 2021-FRR1 Class BK99, 0% 9/29/2029 (c)(i) |  | 447606 | 297168 |
| CFMT Trust Series 2021-FRR1 Class CK54, 0% 2/28/2026 (c) |  | 204787 | 192052 |
| CFMT Trust Series 2021-FRR1 Class CKW1, 0% 1/29/2026 (c) |  | 263297 | 250652 |
| CFSP Mortgage Trust Series 2024-AHP1 Class A, 6.5% 4/15/2037  |  | 570814 | 546189 |
| CGMS Commercial Mortgage Trust Series 2017-B1 Class A3, 3.197% 8/15/2050  |  | 862822 | 836180 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class A3, 3.515% 9/10/2058  |  | 219494 | 219069 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class AAB, 3.522% 9/10/2058  |  | 18769 | 18745 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class XA, 0.8231% 9/10/2058 (d)(g) |  | 11383083 | 5708 |
| Citigroup Commercial Mortgage Trust Series 2016-C2 Class A3, 2.575% 8/10/2049  |  | 2705173 | 2649465 |
| Citigroup Commercial Mortgage Trust Series 2016-GC36 Class A4, 3.349% 2/10/2049  |  | 2500000 | 2484835 |
| Citigroup Commercial Mortgage Trust Series 2016-GC37 Class A3, 3.05% 4/10/2049  |  | 2190826 | 2173467 |
| Citigroup Commercial Mortgage Trust Series 2016-P6 Class XA, 0.5476% 12/10/2049 (d)(g) |  | 12048628 | 72171 |
| COMM Mortgage Trust Series 2013-300P Class A1, 4.353% 8/10/2030 (c) |  | 500000 | 497581 |
| COMM Mortgage Trust Series 2015-CR24 Class A5, 3.696% 8/10/2048  |  | 162387 | 161997 |
| COMM Mortgage Trust Series 2015-CR25 Class A4, 3.759% 8/10/2048  |  | 126256 | 125934 |
| COMM Mortgage Trust Series 2016-787S Class A, 3.545% 2/10/2036 (c) |  | 4035000 | 3971381 |
| COMM Mortgage Trust Series 2016-COR1 Class A3, 2.826% 10/10/2049  |  | 7520414 | 7369714 |
| COMM Mortgage Trust Series 2017-COR2 Class A3, 3.51% 9/10/2050  |  | 11380000 | 11035719 |
| COMM Mortgage Trust Series 2017-COR2 Class ASB, 3.317% 9/10/2050  |  | 528472 | 521814 |
| COMM Mortgage Trust Series 2018-HOME Class A, 3.8151% 4/10/2033 (c)(d) |  | 699201 | 673694 |
| COMM Mortgage Trust Series 2024-277P Class A, 6.338% 8/10/2044 (c) |  | 1800000 | 1872001 |
| COMM Mortgage Trust Series 2024-277P Class X, 0.661% 8/10/2044 (c)(d)(g) |  | 5900000 | 162730 |
| COMM Mortgage Trust Series 2024-CBM Class A2, 5.867% 12/10/2041 (c)(d) |  | 110000 | 111055 |
| COMM Mortgage Trust Series 2024-WCL1 Class A, CME Term SOFR 1 month Index + 1.841%, 6.1697% 6/15/2041 (b)(c)(d) |  | 400000 | 397625 |
| COMM Mortgage Trust Series 2024-WCL1 Class B, CME Term SOFR 1 month Index + 2.59%, 6.9187% 6/15/2041 (b)(c)(d) |  | 237000 | 235592 |
| COMM Mortgage Trust Series 2024-WCL1 Class E, CME Term SOFR 1 month Index + 4.487%, 8.8157% 6/15/2041 (b)(c)(d) |  | 313000 | 309558 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  |  | 3181000 | 3135099 |
| Cone Trust Series 2024-DFW1 Class A, CME Term SOFR 1 month Index + 1.6417%, 5.9704% 8/15/2041 (b)(c)(d) |  | 320000 | 318840 |
| Cone Trust Series 2024-DFW1 Class D, CME Term SOFR 1 month Index + 3.0397%, 7.3684% 8/15/2041 (b)(c)(d) |  | 43000 | 42887 |
| Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 8.2172% 8/15/2041 (b)(c)(d) |  | 315000 | 312572 |
| Credit Suisse Commercial Mortgage Trust Series 2021-SOP2 Class A, CME Term SOFR 1 month Index + 1.1814%, 5.5101% 6/15/2034 (b)(c) |  | 454819 | 437116 |
| CSAIL Commercial Mortgage Trust Series 2015-C3 Class A4, 3.7182% 8/15/2048  |  | 211899 | 210613 |
| CSAIL Commercial Mortgage Trust Series 2016-C6 Class A5, 3.0898% 1/15/2049  |  | 1000000 | 982921 |
| CSAIL Commercial Mortgage Trust Series 2016-C7 Class A4, 3.21% 11/15/2049  |  | 2730956 | 2697556 |
| CSAIL Commercial Mortgage Trust Series 2021-C20 Class A2, 2.4862% 3/15/2054  |  | 14927284 | 13404380 |
| CSMC Trust Series 2014-USA Class A2, 3.953% 9/15/2037 (c) |  | 5001000 | 4650930 |
| CSMC Trust Series 2014-USA Class D, 4.3733% 9/15/2037 (c) |  | 3944000 | 3011596 |
| CSMC Trust Series 2016-NXSR Class A4, 3.7948% 12/15/2049  |  | 2000000 | 1966161 |
| CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (c) |  | 907411 | 897063 |
| CSMC Trust Series 2020-NET Class B, 2.8159% 8/15/2037 (c) |  | 500000 | 494244 |
| CSMC Trust Series 2021-ADV Class A, CME Term SOFR 1 month Index + 1.5145%, 5.8435% 7/15/2038 (b)(c)(d) |  | 500000 | 451552 |
| CSMC Trust Series 2021-BHAR Class A, CME Term SOFR 1 month Index + 1.2645%, 5.5935% 11/15/2038 (b)(c)(d) |  | 228000 | 226860 |
| Cstl Commercial Mortgage Trust Series 2024-GATE Class A, 4.7644% 11/10/2041 (c)(d) |  | 440000 | 433213 |
| DBGS Mortgage Trust Series 2024-SBL Class A, CME Term SOFR 1 month Index + 1.8821%, 6.2111% 8/15/2034 (b)(c)(d) |  | 812000 | 811239 |
| DBJPM Mortgage Trust Series 2017-C6 Class A3, 3.269% 6/10/2050  |  | 116781 | 113785 |
| DBSG Mortgage Trust Series 2024-ALTA Class A, 5.9456% 6/10/2037 (c)(d) |  | 121211 | 122988 |
| DBWF Mortgage Trust Series 2016-85T Class A, 3.791% 12/10/2036 (c) |  | 1390000 | 1346205 |
| DC Commercial Mortgage Trust Series 2024-HLTN Class A, 5.727% 4/13/2040 (c)(d) |  | 30000 | 30178 |
| DC Commercial Mortgage Trust Series 2024-HLTN Class F, 10.305% 4/13/2040 (c)(d) |  | 88000 | 87713 |
| DK Trust Series 2024-SPBX Class A, CME Term SOFR 1 month Index + 1.5%, 5.8287% 3/15/2034 (b)(c)(d) |  | 197000 | 197062 |
| DK Trust Series 2024-SPBX Class E, CME Term SOFR 1 month Index + 4%, 8.3287% 3/15/2034 (b)(c)(d) |  | 559000 | 559814 |
| DOLP Trust Series 2021-NYC Class A, 2.956% 5/10/2041 (c) |  | 8810000 | 7711730 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 5.8433% 1/15/2041 (c)(d) |  | 1752000 | 1788958 |
| Elm Trust Series 2024-ELM Class A10, 5.8009% 6/10/2039 (c)(d) |  | 460000 | 464509 |
| Elm Trust Series 2024-ELM Class A15, 5.8009% 6/10/2039 (c)(d) |  | 460000 | 464509 |
| Elm Trust Series 2024-ELM Class E10, 7.786% 6/10/2039 (c)(d) |  | 514000 | 514872 |
| Elm Trust Series 2024-ELM Class XP10, 0.2423% 6/10/2039 (c)(d)(g) |  | 2414000 | 5544 |
| Elm Trust Series 2024-ELM Class XP15, 1.6132% 6/10/2039 (c)(d)(g) |  | 2185000 | 33413 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d) |  | 10967234 | 10939816 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class B, CME Term SOFR 1 month Index + 1.2347%, 5.5637% 11/15/2038 (b)(c)(d) |  | 973866 | 970519 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class F, CME Term SOFR 1 month Index + 2.7815%, 7.1105% 11/15/2038 (b)(c)(d) |  | 998837 | 993219 |
| EQT Trust Series 2024-EXTR Class A, 5.3308% 7/5/2041 (c)(d) |  | 705000 | 713733 |
| Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5235% 7/15/2038 (b)(c)(d) |  | 3301394 | 3301395 |
| Extended Stay America Trust Series 2021-ESH Class A1, CME Term SOFR 1 month Index + 1.1945%, 5.5235% 7/15/2038 (b)(c)(d) |  | 171546 | 171687 |
| Extended Stay America Trust Series 2021-ESH Class B, CME Term SOFR 1 month Index + 1.4945%, 5.8235% 7/15/2038 (b)(c)(d) |  | 1805517 | 1805517 |
| Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1435% 7/15/2038 (b)(c)(d) |  | 1331193 | 1331193 |
| Extended Stay America Trust Series 2021-ESH Class D, CME Term SOFR 1 month Index + 2.3645%, 6.6935% 7/15/2038 (b)(c)(d) |  | 2689834 | 2689834 |
| Extended Stay America Trust Series 2021-ESH Class F, CME Term SOFR 1 month Index + 3.8145%, 8.1435% 7/15/2038 (b)(c)(d) |  | 861159 | 861159 |
| Fannie Mae Guaranteed REMIC Series 2015-M10 Class A2, 3.092% 4/25/2027  |  | 133972 | 131077 |
| Fannie Mae Guaranteed REMIC Series 2015-M13 Class A2, 2.673% 6/25/2025 (d) |  | 9008 | 8979 |
| Fannie Mae Guaranteed REMIC Series 2016-M6 Class A2, 2.488% 5/25/2026  |  | 175423 | 171879 |
| Fannie Mae Guaranteed REMIC Series 2016-M7 Class A2, 2.4994% 9/25/2026  |  | 156512 | 153349 |
| Fannie Mae Guaranteed REMIC Series 2017-M1 Class A2, 2.4154% 10/25/2026 (d) |  | 211140 | 205432 |
| Fannie Mae Guaranteed REMIC Series 2017-M3 Class A2, 2.4641% 12/25/2026 (d) |  | 350051 | 340139 |
| Fannie Mae Guaranteed REMIC Series 2017-M5 Class A2, 3.0086% 4/25/2029 (d) |  | 475828 | 454835 |
| Fannie Mae Guaranteed REMIC Series 2017-M8 Class A2, 3.061% 5/25/2027  |  | 209392 | 204440 |
| Fannie Mae Guaranteed REMIC Series 2017-T1 Class A, 2.898% 6/25/2027  |  | 2879136 | 2787578 |
| Fannie Mae Guaranteed REMIC Series 2018-M10 Class A2, 3.3548% 7/25/2028 (d) |  | 595664 | 580870 |
| Fannie Mae Guaranteed REMIC Series 2018-M14 Class A2, 3.5801% 8/25/2028 (d) |  | 994979 | 973740 |
| Fannie Mae Guaranteed REMIC Series 2018-M2 Class A2, 2.9059% 1/25/2028 (d) |  | 764904 | 740477 |
| Fannie Mae Guaranteed REMIC Series 2018-M3 Class A2, 3.0634% 2/25/2030 (d) |  | 926068 | 879305 |
| Fannie Mae Guaranteed REMIC Series 2018-M4 Class A2, 3.0571% 3/25/2028 (d) |  | 234118 | 226645 |
| Fannie Mae Guaranteed REMIC Series 2018-M7 Class A2, 3.0306% 3/25/2028 (d) |  | 785045 | 761017 |
| Fannie Mae Guaranteed REMIC Series 2019-M12 Class A2, 2.885% 6/25/2029 (d) |  | 786028 | 744944 |
| Fannie Mae Guaranteed REMIC Series 2019-M7 Class A2, 3.143% 4/25/2029  |  | 466255 | 445370 |
| Fannie Mae Guaranteed REMIC Series 2020-M50 Class A2, 1.2% 10/25/2030  |  | 147877 | 139335 |
| Fannie Mae Guaranteed REMIC Series 2020-M50 Class X1, 1.819% 10/25/2030 (d)(g) |  | 2318818 | 99649 |
| Fannie Mae Guaranteed REMIC Series 2022-M2S Class A2, 3.7506% 8/25/2032 (d) |  | 412499 | 390150 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-M38 Class 2A1, 1.594% 11/25/2028  |  | 131398 | 121430 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-M38 Class X2, 1.975% 11/25/2028 (d)(g) |  | 1022351 | 46192 |
| Fannie Mae Series 2022-M10 Class A2, 1.9278% 1/25/2032 (d) |  | 9000000 | 7678252 |
| Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class A, CME Term SOFR 1 month Index + 1.45%, 5.7787% 12/15/2039 (b)(c)(d) |  | 1930000 | 1920350 |
| Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class G, CME Term SOFR 1 month Index + 5.65%, 9.9787% 12/15/2039 (b)(c)(d) |  | 237000 | 236818 |
| Freddie Mac MSCR Trust Series 2023-MN7 Class M2, U.S. 30-Day Avg. SOFR Index + 5.7%, 10.022% 9/25/2043 (b)(c)(d) |  | 1030000 | 1070113 |
| Freddie Mac Multifamily Structured Credit Risk Series 2021-MN1 Class M2, U.S. 30-Day Avg. SOFR Index + 3.75%, 8.072% 1/25/2051 (b)(c)(d) |  | 3893281 | 3963636 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-K049 Class A2, 3.01% 7/25/2025  |  | 292388 | 291496 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K054 Class A2, 2.745% 1/25/2026  |  | 4554432 | 4499368 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K152 Class A2, 3.08% 1/25/2031  |  | 258704 | 242055 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-KS06 Class A2, 2.72% 7/25/2026  |  | 294893 | 290016 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K065 Class A2, 3.243% 4/25/2027  |  | 194050 | 190310 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  |  | 300000 | 293539 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K069 Class A2, 3.187% 9/25/2027  |  | 1179597 | 1152074 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K070 Class A2, 3.303% 11/25/2027  |  | 5976848 | 5846514 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K071 Class A2, 3.286% 11/25/2027  |  | 2100000 | 2052286 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-KJ17 Class A2, 2.982% 11/25/2025  |  | 3185 | 3170 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K072 Class A2, 3.444% 12/25/2027  |  | 3300000 | 3235000 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K073 Class A2, 3.35% 1/25/2028  |  | 3600000 | 3520241 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K074 Class A2, 3.6% 1/25/2028  |  | 8300000 | 8163226 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K076 Class A2, 3.9% 4/25/2028  |  | 1600000 | 1584432 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K077 Class A2, 3.85% 5/25/2028  |  | 5300000 | 5240709 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K081 Class A2, 3.9% 8/25/2028  |  | 1200000 | 1188143 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K083 Class A2, 4.05% 9/25/2028  |  | 1500000 | 1489611 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-W5FX Class AFX, 3.214% 4/25/2028 (d) |  | 289920 | 282062 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K095 Class X1, 0.9483% 6/25/2029 (d)(g) |  | 13598733 | 432830 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-KJ26 Class A2, 2.606% 7/25/2027  |  | 376217 | 369120 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-KL05 Class X1P, 0.8924% 6/25/2029 (d)(g) |  | 5143082 | 166415 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-KS11 Class AFX2, 2.654% 6/25/2029  |  | 1462765 | 1371860 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-1515 Class A2, 1.94% 2/25/2035  |  | 1053190 | 824239 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K106 Class X1, 1.3164% 1/25/2030 (d)(g) |  | 57020794 | 2936947 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K740 Class A2, 1.47% 9/25/2027  |  | 3100000 | 2914054 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-KX04 Class XFX, 1.6626% 1/25/2034 (d)(g) |  | 4584296 | 206444 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-Q014 Class X, 2.7754% 10/25/2055 (d)(g) |  | 623418 | 90807 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-1520 Class X3, 3.093% 4/25/2039 (d)(g) |  | 130186 | 29595 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class X3, 2.7808% 4/25/2031 (d)(g) |  | 375930 | 48354 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K741 Class X1, 0.5605% 12/25/2027 (d)(g) |  | 139012014 | 1653465 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K746 Class A2, 2.031% 9/25/2028  |  | 1200000 | 1119472 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K142 Class AM, 2.4% 3/25/2032  |  | 643616 | 561327 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  |  | 546050 | 482388 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K146 Class A2, 2.92% 6/25/2032  |  | 394946 | 356170 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K146 Class AM, 2.92% 7/25/2032  |  | 380318 | 341257 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K-153 Class A2, 3.82% 12/25/2032  |  | 731382 | 694329 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-KJ48 Class A2, 5.028% 10/25/2031  |  | 96000 | 97561 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-P015 Class A1, 4.3051% 11/25/2032 (d) |  | 109567 | 105989 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-Q029 Class A, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.9007% 8/25/2027 (b)(d) |  | 11000000 | 10996725 |
| FREMF Mortgage Trust Series 2015-K48 Class B, 3.6966% 8/25/2048 (c)(d) |  | 470571 | 468982 |
| FREMF Mortgage Trust Series 2015-K48 Class C, 3.6966% 8/25/2048 (c)(d) |  | 515000 | 513162 |
| FREMF Mortgage Trust Series 2015-K51 Class B, 3.9655% 10/25/2048 (c)(d) |  | 80452 | 80005 |
| FREMF Mortgage Trust Series 2016-K55 Class B, 4.1719% 4/25/2049 (c)(d) |  | 292553 | 289957 |
| FREMF Mortgage Trust Series 2016-K56 Class B, 3.9512% 6/25/2049 (c)(d) |  | 103827 | 102437 |
| FREMF Mortgage Trust Series 2016-K58 Class C, 3.7372% 9/25/2049 (c)(d) |  | 3090000 | 3027888 |
| FREMF Mortgage Trust Series 2016-K59 Class B, 3.5686% 11/25/2049 (c)(d) |  | 137909 | 135154 |
| FREMF Mortgage Trust Series 2017-K61 Class C, 3.698% 12/25/2049 (c)(d) |  | 156369 | 151918 |
| FREMF Mortgage Trust Series 2017-K63 Class B, 3.8788% 2/25/2050 (c)(d) |  | 347991 | 341547 |
| FREMF Mortgage Trust Series 2017-K63 Class C, 3.8788% 2/25/2050 (c)(d) |  | 146276 | 142850 |
| FREMF Mortgage Trust Series 2017-K68 Class B, 3.8406% 10/25/2049 (c)(d) |  | 275672 | 269418 |
| FREMF Mortgage Trust Series 2017-KL1P Class BP, 3.3682% 10/25/2025 (c)(d) |  | 388576 | 381610 |
| FREMF Mortgage Trust Series 2018-K733 Class B, 4.0852% 9/25/2025 (c)(d) |  | 384000 | 381891 |
| FREMF Mortgage Trust Series 2018-K74 Class B, 4.0935% 2/25/2051 (c)(d) |  | 292553 | 285741 |
| FREMF Mortgage Trust Series 2018-K85 Class C, 4.3199% 12/25/2050 (c)(d) |  | 1000000 | 963259 |
| FREMF Mortgage Trust Series 2018-KBX1 Class C, 3.5077% 1/25/2026 (c)(d) |  | 219414 | 211078 |
| FREMF Mortgage Trust Series 2018-KHG1 Class C, 3.8999% 12/25/2027 (c)(d) |  | 971831 | 906461 |
| FREMF Mortgage Trust Series 2018-KL3W Class CW, 4.103% 8/25/2025 (c)(d) |  | 585106 | 578096 |
| FREMF Mortgage Trust Series 2018-KSL1 Class C, 3.8744% 11/25/2025 (c)(d) |  | 498334 | 493320 |
| FREMF Mortgage Trust Series 2018-KSW4 Class B, U.S. 30-Day Avg. SOFR Index + 2.45%, 6.9152% 10/25/2028 (b)(d) |  | 3949698 | 3766141 |
| FREMF Mortgage Trust Series 2018-KW06 Class C, 0% 6/25/2028 (c) |  | 365011 | 292371 |
| FREMF Mortgage Trust Series 2018-KW06 Class X2A, 0.1% 6/25/2028 (c)(g) |  | 3133863 | 6867 |
| FREMF Mortgage Trust Series 2018-KW06 Class X2B, 0.1% 6/25/2028 (c)(g) |  | 486684 | 1222 |
| FREMF Mortgage Trust Series 2018-KW07 Class C, 0% 10/25/2031 (c)(h) |  | 380318 | 283494 |
| FREMF Mortgage Trust Series 2018-KW07 Class X2A, 0.1% 10/25/2031 (c)(g) |  | 3746900 | 7286 |
| FREMF Mortgage Trust Series 2018-KW07 Class X2B, 0.1% 10/25/2031 (c)(g) |  | 495949 | 1346 |
| FREMF Mortgage Trust Series 2019-K736 Class B, 3.741% 7/25/2026 (c)(d) |  | 905000 | 889484 |
| FREMF Mortgage Trust Series 2019-K98 Class B, 3.7376% 10/25/2052 (c)(d) |  | 321808 | 303102 |
| FREMF Mortgage Trust Series 2019-KBF3 Class C, U.S. 30-Day Avg. SOFR Index + 4.75%, 9.2152% 1/25/2029 (b)(c)(d) |  | 254909 | 244907 |
| FREMF Mortgage Trust Series 2019-KL05 Class BHG, 4.3706% 2/25/2029 (c)(d) |  | 105465 | 96522 |
| FREMF Mortgage Trust Series 2019-KL05 Class CHG, 4.37% 2/25/2029 (c) |  | 339771 | 300038 |
| FREMF Mortgage Trust Series 2019-KW10 Class B, 3.6311% 10/25/2032 (c)(d) |  | 268271 | 245005 |
| GAM Re-Remic Trust Series 2021-FRR1 Class 1B, 0% 11/29/2050 (c)(h) |  | 5000000 | 4382564 |
| GAM Re-Remic Trust Series 2021-FRR1 Class 1D, 0% 11/29/2050 (c)(h) |  | 4000000 | 3398024 |
| GAM Re-Remic Trust Series 2021-FRR1 Class 2B, 0% 11/29/2050 (c)(h) |  | 3400000 | 2903898 |
| GAM Re-Remic Trust Series 2022-FRR3 Class BK89, 0% 1/27/2052 (c)(h) |  | 6000000 | 4711674 |
| Ginnie Mae Multifamily REMICS Series 2021-2 Class AH, 1.5% 6/16/2063  |  | 3944673 | 2851436 |
| Ginnie Mae Multifamily REMICS Series 2021-21 Class AH, 1.4% 6/16/2063  |  | 2682473 | 1954598 |
| Ginnie Mae Multifamily REMICS Series 2021-31 Class B, 1.25% 1/16/2061  |  | 2917193 | 2100611 |
| Ginnie Mae Multifamily REMICS Series 2021-36 Class IO, 1.2879% 3/16/2063 (d)(g) |  | 13613091 | 1120458 |
| Ginnie Mae REMIC pass-thru certificates Series 2023-118 Class BA, 3.746% 5/16/2065 (d) |  | 1378782 | 1251352 |
| Ginnie Mae REMIC pass-thru certificates Series 2023-119 Class AD, 2.25% 4/16/2065  |  | 98338 | 78817 |
| Ginnie Mae REMIC pass-thru certificates Series 2023-50 Class AC, 3.25% 9/16/2063 (d) |  | 54382 | 49013 |
| Great Wolf Trust Series 2024-WOLF Class A, CME Term SOFR 1 month Index + 1.542%, 5.8707% 3/15/2039 (b)(c)(d) |  | 100000 | 99938 |
| GS Mortgage Securities Corp II Series 2019-GC40 Class A3, 2.904% 7/10/2052  |  | 2000000 | 1871994 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.148% 8/10/2044 (c)(d) |  | 6705712 | 6551928 |
| GS Mortgage Securities Trust Series 2015-GC34 Class XA, 1.1862% 10/10/2048 (d)(g) |  | 4742016 | 301 |
| GS Mortgage Securities Trust Series 2015-GS1 Class A3, 3.734% 11/10/2048  |  | 11384000 | 11299217 |
| GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050  |  | 461935 | 447701 |
| GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051  |  | 700000 | 675335 |
| GS Mortgage Securities Trust Series 2019-GC38 Class A4, 3.968% 2/10/2052  |  | 909839 | 878031 |
| GS Mortgage Securities Trust Series 2019-GSA1 Class A4, 3.0479% 11/10/2052  |  | 1300000 | 1211605 |
| GS Mortgage Securities Trust Series 2020-GC45 Class AAB, 2.8428% 2/13/2053  |  | 836823 | 804833 |
| GS Mortgage Securities Trust Series 2020-GSA2 Class A4, 1.721% 12/12/2053  |  | 4940000 | 4298935 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 10/15/2036 (b)(c)(d) |  | 7945000 | 7895344 |
| GS Mortgage Securities Trust Series 2021-IP Class B, CME Term SOFR 1 month Index + 1.2645%, 5.5935% 10/15/2036 (b)(c)(d) |  | 730000 | 724525 |
| GS Mortgage Securities Trust Series 2021-IP Class C, CME Term SOFR 1 month Index + 1.6645%, 5.9935% 10/15/2036 (b)(c)(d) |  | 601000 | 596492 |
| GS Mortgage Securities Trust Series 2023-FUN Class A, CME Term SOFR 1 month Index + 2.0913%, 6.42% 3/15/2028 (b)(c)(d) |  | 100000 | 100188 |
| GS Mortgage Securities Trust Series 2023-FUN Class B, CME Term SOFR 1 month Index + 2.7903%, 7.119% 3/15/2028 (b)(c)(d) |  | 1400000 | 1402625 |
| GS Mortgage Securities Trust Series 2023-SHIP Class A, 4.3223% 9/10/2038 (c)(d) |  | 4140000 | 4106301 |
| GS Mortgage Securities Trust Series 2023-SHIP Class E, 7.4336% 9/10/2038 (c)(d) |  | 74000 | 74489 |
| GS Mortgage Securities Trust Series 2024-RVR Class A, 5.1983% 8/10/2041 (c)(d) |  | 7700000 | 7678241 |
| GS Mortgage Securities Trust Series 2024-RVR Class E, 7.4703% 8/10/2041 (c)(d) |  | 438000 | 435346 |
| GS Mortgage Securities Trust Series 2025-800D Class A, CME Term SOFR 1 month Index + 2.65%, 6.9699% 11/25/2041 (b)(c)(d) |  | 597000 | 598005 |
| GWT Commercial Mortgage Trust Series 2024-WLF2 Class A, CME Term SOFR 1 month Index + 1.6912%, 6.02% 5/15/2041 (b)(c)(d) |  | 811000 | 811000 |
| HIH Trust Series 2024-61P Class A, CME Term SOFR 1 month Index + 1.842%, 6.1707% 10/15/2041 (b)(c)(d) |  | 177346 | 177346 |
| HIH Trust Series 2024-61P Class C, CME Term SOFR 1 month Index + 2.841%, 7.1697% 10/15/2041 (b)(c)(d) |  | 197051 | 196312 |
| HIH Trust Series 2024-61P Class D, CME Term SOFR 1 month Index + 3.64%, 7.9687% 10/15/2041 (b)(c)(d) |  | 68968 | 68666 |
| Hilt Commercial Mortgage Trust Series 2024-ORL Class A, CME Term SOFR 1 month Index + 1.5412%, 5.8699% 5/15/2037 (b)(c)(d) |  | 492000 | 491693 |
| Hilt Commercial Mortgage Trust Series 2024-ORL Class D, CME Term SOFR 1 month Index + 3.1889%, 7.5176% 5/15/2037 (b)(c)(d) |  | 255000 | 253884 |
| HLTM Commercial Mortgage Trust Series 2024-DPLO Class A, CME Term SOFR 1 month Index + 1.6415%, 5.9702% 6/15/2041 (b)(c)(d) |  | 1601000 | 1599999 |
| HONO Mortgage Trust Series 2021-LULU Class A, CME Term SOFR 1 month Index + 1.2645%, 5.5935% 10/15/2036 (b)(c)(d) |  | 1562409 | 1542879 |
| Htl Commercial Mortgage Trust Series 2024-T53 Class A, 6.0715% 5/10/2039 (c)(d) |  | 100000 | 100699 |
| Htl Commercial Mortgage Trust Series 2024-T53 Class D, 8.1977% 5/10/2039 (c)(d) |  | 1503605 | 1514215 |
| Htl Commercial Mortgage Trust Series 2024-T53 Class E, 10.2602% 5/10/2039 (c)(d) |  | 2073000 | 2109874 |
| ILPT Trust Series 2019-SURF Class A, 4.145% 2/11/2041 (c) |  | 2700000 | 2604961 |
| Independence Plaza Trust Series 2018-INDP Class A, 3.763% 7/10/2035 (c) |  | 475983 | 473606 |
| Investment Mortgage Trust Series 2024-IND Class A, CME Term SOFR 1 month Index + 1.7419%, 6.0706% 11/15/2041 (b)(c)(d) |  | 1500000 | 1501801 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust Series 2025-BHR5 Class A, CME Term SOFR 1 month Index + 1.693%, 6.022% 3/15/2040 (b)(c)(d) |  | 719000 | 717203 |
| JP Morgan Chase Commercial Mortgage Securities Trust Series 2020-609M Class A, CME Term SOFR 1 month Index + 1.7345%, 6.0635% 10/15/2033 (b)(c)(d) |  | 100000 | 99510 |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class A4, 3.5508% 7/15/2048  |  | 110600 | 110346 |
| JPMBB Commercial Mortgage Securities Trust Series 2015-C30 Class A5, 3.8218% 7/15/2048  |  | 3600000 | 3584330 |
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 Class A5, 3.4898% 7/15/2050  |  | 5000000 | 4829881 |
| JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 Class ASB, 3.2829% 7/15/2050  |  | 75432 | 74499 |
| JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 Class A3, 3.7629% 3/10/2052  |  | 5400000 | 5200494 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049  |  | 65483 | 64617 |
| JPMDB Commercial Mortgage Securities Trust Series 2017-C5 Class A4, 3.414% 3/15/2050  |  | 3511782 | 3421106 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2016-NINE Class B, 2.8541% 9/6/2038 (c)(d) |  | 300000 | 289229 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class A, 4.1283% 7/5/2031 (c) |  | 1700000 | 1559751 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-GW Class B, CME Term SOFR 1 month Index + 1.317%, 5.646% 5/15/2035 (b)(c) |  | 995000 | 992130 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-PHH Class A, CME Term SOFR 1 month Index + 1.257%, 5.586% 6/15/2035 (b)(c)(d) |  | 484543 | 425066 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (c) |  | 2700000 | 2558749 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (c) |  | 919000 | 700937 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (c) |  | 1414000 | 901789 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class XAFX, 1.116% 7/5/2033 (c)(d)(g) |  | 10000000 | 121421 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.9435% 9/15/2029 (b)(c)(d) |  | 2433272 | 2305665 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-2NU Class A, 1.9739% 1/5/2040 (c) |  | 5725000 | 5136807 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-MHC Class E, CME Term SOFR 1 month Index + 2.8145%, 7.1435% 4/15/2038 (b)(c)(d) |  | 17000 | 16989 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-MHC Class XCP, 0% 4/15/2038 (c)(d)(i) |  | 164060500 | 163 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2022-NLP Class A, CME Term SOFR 1 month Index + 0.8465%, 5.1752% 4/15/2037 (b)(c)(d) |  | 9518726 | 9352148 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-IGLG Class A, 5.1741% 11/9/2039 (c)(d) |  | 2410000 | 2419447 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-IGLG Class D, 6.4821% 11/9/2039 (c)(d) |  | 670000 | 669944 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-IGLG Class E, 7.2542% 11/9/2039 (c)(d) |  | 1227000 | 1222986 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-IGLG Class F, 8.2159% 11/9/2039 (c)(d) |  | 1051000 | 1042283 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class A, 5.7972% 10/5/2039 (c)(d) |  | 1110000 | 1122416 |
| JW Commercial Mortgage Trust Series 2024-MRCO Class A, CME Term SOFR 1 month Index + 1.6212%, 5.9499% 6/15/2039 (b)(c)(d) |  | 1338000 | 1336328 |
| JW Commercial Mortgage Trust Series 2024-MRCO Class D, CME Term SOFR 1 month Index + 3.1889%, 7.5176% 6/15/2039 (b)(c)(d) |  | 207000 | 205351 |
| KSL Commercial Mortgage Trust 2024-HT2 Series 2024-HT2 Class A, CME Term SOFR 1 month Index + 1.5424%, 5.8711% 12/15/2039 (b)(c)(d) |  | 539000 | 537653 |
| KSL Commercial Mortgage Trust Series 2025-MAK, 0% 6/16/2042 (c)(d) |  | 1035000 | 1032413 |
| KSL Commercial Mortgage Trust Series 2025-MAK, 0% 6/16/2042 (c)(d) |  | 97000 | 96757 |
| LBA Trust Series 2024-7IND Class A, CME Term SOFR 1 month Index + 1.443%, 5.7717% 10/15/2041 (b)(c)(d) |  | 780000 | 780488 |
| LBA Trust Series 2024-7IND Class D, CME Term SOFR 1 month Index + 2.641%, 6.9697% 10/15/2041 (b)(c)(d) |  | 199000 | 198751 |
| LBA Trust Series 2024-BOLT Class A, CME Term SOFR 1 month Index + 1.5911%, 5.9198% 6/15/2039 (b)(c)(d) |  | 610000 | 610382 |
| LBA Trust Series 2024-BOLT Class F, CME Term SOFR 1 month Index + 4.437%, 8.7657% 6/15/2039 (b)(c)(d) |  | 99000 | 98591 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.624% 5/15/2039 (b)(c)(d) |  | 12656000 | 12276320 |
| Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 6.1226% 5/15/2039 (b)(c)(d) |  | 6596000 | 6002360 |
| Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.4218% 5/15/2039 (b)(c)(d) |  | 3893000 | 3503700 |
| Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.8706% 5/15/2039 (b)(c)(d) |  | 3460000 | 3096423 |
| LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.5435% 3/15/2038 (b)(c)(d) |  | 112353 | 111581 |
| LV Trust Series 2024-SHOW Class A, 5.1043% 10/10/2041 (c)(d) |  | 22005 | 22016 |
| MCR Mortgage Trust Series 2024-HF1 Class A, CME Term SOFR 1 month Index + 1.793%, 6.1217% 12/15/2041 (b)(c)(d) |  | 1042000 | 1042000 |
| MCR Mortgage Trust Series 2024-HTL Class B, CME Term SOFR 1 month Index + 2.4075%, 6.7365% 2/15/2037 (b)(c)(d) |  | 396401 | 395781 |
| MCR Mortgage Trust Series 2024-HTL Class E, CME Term SOFR 1 month Index + 4.6543%, 8.9833% 2/15/2037 (b)(c)(d) |  | 98294 | 97465 |
| MCR Mortgage Trust Series 2024-TWA Class A, 5.924% 6/12/2039 (c) |  | 170000 | 171302 |
| MCR Mortgage Trust Series 2024-TWA Class D, 7.402% 6/12/2039 (c) |  | 240000 | 240882 |
| MCR Mortgage Trust Series 2024-TWA Class E, 8.725% 6/12/2039 (c) |  | 78000 | 78413 |
| MCR Mortgage Trust Series 2024-TWA Class XA, 0.92% 6/12/2039 (c)(g) |  | 783000 | 10306 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class A, CME Term SOFR 1 month Index + 0.9154%, 5.2444% 4/15/2038 (b)(c)(d) |  | 160041 | 159941 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class E, CME Term SOFR 1 month Index + 2.2154%, 6.5444% 4/15/2038 (b)(c)(d) |  | 4340000 | 4337288 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 7.0444% 4/15/2038 (b)(c)(d) |  | 571063 | 570706 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1435% 7/15/2038 (b)(c)(d) |  | 200000 | 199750 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 Class A4, 3.372% 10/15/2048  |  | 485548 | 483983 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 Class XA, 0.9793% 10/15/2048 (d)(g) |  | 4998520 | 2843 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 Class A4, 3.252% 10/15/2048  |  | 428812 | 428447 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 Class A3, 3.272% 1/15/2049  |  | 3302603 | 3274062 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 Class A3, 3.459% 12/15/2049  |  | 8677804 | 8534300 |
| Morgan Stanley Capital I Trust Series 2014-150E Class A, 3.912% 9/9/2032 (c) |  | 520000 | 461687 |
| Morgan Stanley Capital I Trust Series 2015-UBS8 Class A3, 3.54% 12/15/2048  |  | 2123329 | 2110756 |
| Morgan Stanley Capital I Trust Series 2016-UB11 Class A4, 2.782% 8/15/2049  |  | 13840000 | 13475555 |
| Morgan Stanley Capital I Trust Series 2016-UB12 Class A3, 3.337% 12/15/2049  |  | 1852015 | 1812340 |
| Morgan Stanley Capital I Trust Series 2017-ASHF Class B, CME Term SOFR 1 month Index + 1.25%, 5.876% 11/15/2034 (b)(c)(d) |  | 890000 | 863291 |
| Morgan Stanley Capital I Trust Series 2017-ASHF Class G, CME Term SOFR 1 month Index + 7.197%, 11.526% 11/15/2034 (b)(c) |  | 14000 | 13160 |
| Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 5.226% 8/15/2033 (b)(c)(d) |  | 4512912 | 3687094 |
| Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051  |  | 3837000 | 3770905 |
| Morgan Stanley Capital I Trust Series 2019-H6 Class D, 3% 6/15/2052 (c) |  | 17000 | 13417 |
| Morgan Stanley Capital I Trust Series 2019-NUGS Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 12/15/2036 (b)(c)(d) |  | 5200000 | 4494431 |
| Morgan Stanley Capital I Trust Series 2019-PLND Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4435% 5/15/2036 (b)(c)(d) |  | 400000 | 246004 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A3, 2.196% 6/15/2054  |  | 7000000 | 6094290 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.1728% 6/15/2054 (d)(g) |  | 12005412 | 528023 |
| Morgan Stanley Capital I Trust Series 2024-NSTB Class A, 3.9% 9/24/2057 (c)(d) |  | 12979595 | 12509482 |
| MRCD Mortgage Trust Series 2019-PARK Class E, 2.7175% 12/15/2036 (c) |  | 600000 | 418380 |
| MRCD Mortgage Trust Series 2019-PARK Class F, 2.7175% 12/15/2036 (c) |  | 1228000 | 748466 |
| MSCR Series 2021-MN3 Class M1, U.S. 30-Day Avg. SOFR Index + 2.3%, 6.622% 11/25/2051 (b)(c)(d) |  | 97777 | 97868 |
| MSCR Series 2021-MN3 Class M2, U.S. 30-Day Avg. SOFR Index + 4%, 8.322% 11/25/2051 (b)(c)(d) |  | 2605728 | 2687035 |
| MSCR Series 2022-MN4 Class M2, U.S. 30-Day Avg. SOFR Index + 6.5%, 10.822% 5/25/2052 (b)(c)(d) |  | 182845 | 205804 |
| MSSG Trust Series 2017-237P Class A, 3.397% 9/13/2039 (c) |  | 1750000 | 1619483 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class XA, 0.9069% 12/15/2056 (d)(g) |  | 2222141 | 131232 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class XD, 3.0181% 12/15/2056 (c)(d)(g) |  | 1400000 | 270167 |
| MTN Commercial Mortgage Trust Series 2022-LPFL Class A, CME Term SOFR 1 month Index + 1.3969%, 5.7269% 3/15/2039 (b)(c)(d) |  | 100000 | 99938 |
| MTN Commercial Mortgage Trust Series 2022-LPFL Class E, CME Term SOFR 1 month Index + 4.2891%, 8.6191% 3/15/2039 (b)(c)(d) |  | 7000000 | 6968066 |
| Multi-family1 Series 2021-W10 Class A, CME Term SOFR 1 month Index + 1.0703%, 5.3993% 12/15/2034 (b)(c)(d) |  | 480000 | 478379 |
| Multi-family1 Series 2021-W10 Class B, CME Term SOFR 1 month Index + 1.3703%, 5.6993% 12/15/2034 (b)(c)(d) |  | 400000 | 396766 |
| Multifamily Conn Ave Securities Trust Series 2019-01 Class M10, U.S. 30-Day Avg. SOFR Index + 3.3645%, 7.6865% 10/25/2049 (b)(c)(d) |  | 4091324 | 4115607 |
| Multifamily Conn Ave Securities Trust Series 2020-01 Class M10, U.S. 30-Day Avg. SOFR Index + 3.8645%, 8.1865% 3/25/2050 (b)(c)(d) |  | 4490860 | 4556099 |
| Multifamily Conn Ave Securities Trust Series 2023-01 Class M10, U.S. 30-Day Avg. SOFR Index + 6.5%, 10.822% 11/25/2053 (b)(c)(d) |  | 3525000 | 3939025 |
| NJ Trust Series 2023-GSP Class A, 6.4808% 1/6/2029 (c)(d) |  | 143000 | 149284 |
| NW Re-Remic Trust Series 2021-FRR1 Class BK88, 2.623% 12/18/2051 (c)(d) |  | 267686 | 223590 |
| NY Commercial Mortgage Trust Series 2025-299P Class B, 5.9278% 2/10/2047 (c)(d) |  | 61000 | 61252 |
| NYC Commercial Mortgage Trust Series 2025-1155 Class A, 5.8329% 6/10/2042 (c) |  | 3162000 | 3150979 |
| NYC Trust Series 2024-3ELV Class A, CME Term SOFR 1 month Index + 1.9909%, 6.3197% 8/15/2029 (b)(c)(d) |  | 100000 | 100417 |
| NYC Trust Series 2024-3ELV Class C, CME Term SOFR 1 month Index + 2.8397%, 7.1684% 8/15/2029 (b)(c)(d) |  | 562937 | 558779 |
| NYC Trust Series 2024-3ELV Class D, CME Term SOFR 1 month Index + 3.8383%, 8.167% 8/15/2029 (b)(c)(d) |  | 526000 | 520389 |
| One Bryant Park Trust Series 2019-OBP Class A, 2.5164% 9/15/2054 (c) |  | 4690000 | 4216020 |
| One Market Plaza Trust Series 2017-1MKT Class A, 3.6139% 2/10/2032 (c) |  | 3652239 | 3451366 |
| One Market Plaza Trust Series 2017-1MKT Class D, 4.1455% 2/10/2032 (c) |  | 100000 | 88603 |
| ONE Mortgage Trust Series 2021-PARK Class D, CME Term SOFR 1 month Index + 1.6145%, 5.9435% 3/15/2036 (b)(c)(d) |  | 4133000 | 3955974 |
| ONE Mortgage Trust Series 2021-PARK Class E, CME Term SOFR 1 month Index + 1.8645%, 6.1935% 3/15/2036 (b)(c)(d) |  | 2326000 | 2166218 |
| One New York Plaza Trust Series 2020-1NYP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 1/15/2036 (b)(c)(d) |  | 311000 | 301865 |
| One New York Plaza Trust Series 2020-1NYP Class AJ, CME Term SOFR 1 month Index + 1.3645%, 5.6935% 1/15/2036 (b)(c)(d) |  | 117000 | 112630 |
| One New York Plaza Trust Series 2020-1NYP Class B, CME Term SOFR 1 month Index + 1.6145%, 5.9435% 1/15/2036 (b)(c)(d) |  | 100000 | 95390 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4178% 11/15/2040 (b)(c)(d) |  | 1113106 | 1116194 |
| OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 8.1667% 11/15/2040 (b)(c)(d) |  | 1940000 | 1940000 |
| ORL Mortgage Trust Series 2024-GLKS Class A, CME Term SOFR 1 month Index + 1.4925%, 5.8212% 12/15/2039 (b)(c)(d) |  | 280000 | 278775 |
| PGA Trust Series 2024-RSR2 Class A, CME Term SOFR 1 month Index + 1.8909%, 6.2196% 6/15/2039 (b)(c)(d) |  | 120000 | 119925 |
| PRM5 Trust Series 2025-PRM5 Class D, 5.6245% 3/10/2033 (c)(d) |  | 35000 | 34620 |
| RFM Reremic Trust Series 2022-FRR1 Class BK55, 0% 3/28/2049 (c)(h) |  | 4000000 | 3762256 |
| RFM Reremic Trust Series 2022-FRR1 Class BK64, 1.6714% 3/1/2050 (c)(d) |  | 4000000 | 3669468 |
| RFM Reremic Trust Series 2022-FRR1 Class CK64, 0% 3/1/2050 (c)(h) |  | 5000000 | 4364805 |
| RLGH Trust Series 2021-TROT Class A, CME Term SOFR 1 month Index + 0.9145%, 5.2435% 4/15/2036 (b)(c)(d) |  | 1900000 | 1894327 |
| ROCK Trust Series 2024-CNTR Class A, 5.3883% 11/13/2041 (c) |  | 8141372 | 8236880 |
| ROCK Trust Series 2024-CNTR Class C, 6.4713% 11/13/2041 (c) |  | 2010000 | 2078388 |
| ROCK Trust Series 2024-CNTR Class D, 7.1091% 11/13/2041 (c) |  | 4500000 | 4644473 |
| ROCK Trust Series 2024-CNTR Class E, 8.8191% 11/13/2041 (c) |  | 346000 | 361126 |
| SBALR Commercial Mortgage Trust Series 2020-RR1 Class A3, 2.825% 2/13/2053 (c) |  | 1035922 | 890940 |
| SBALR Commercial Mortgage Trust Series 2020-RR1 Class XA, 1.2241% 2/13/2053 (c)(d)(g) |  | 1721421 | 74015 |
| SCG Commercial Mortgage Trust Series 2025-DLFN Class E, CME Term SOFR 1 month Index + 2.95%, 7.2787% 3/15/2035 (b)(c)(d) |  | 199000 | 193899 |
| SCG Mortgage Trust Series 2024-MSP Class A, CME Term SOFR 1 month Index + 1.741%, 6.0697% 4/15/2041 (b)(c)(d) |  | 229000 | 228785 |
| Sdal Tr Series 2025-DAL Class A, CME Term SOFR 1 month Index + 2.4413%, 6.77% 4/15/2042 (b)(c)(d) |  | 122000 | 122319 |
| Seasoned Loans Structured Transaction Series 2018-1 Series 2024-2 Class VF, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.572% 10/25/2034 (b)(c)(d) |  | 2879608 | 2869499 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class A, CME Term SOFR 1 month Index + 1.5423%, 5.871% 11/15/2034 (b)(c)(d) |  | 190000 | 191285 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 8.5172% 11/15/2034 (b)(c)(d) |  | 193000 | 192473 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class F, CME Term SOFR 1 month Index + 5.187%, 9.5157% 11/15/2034 (b)(c)(d) |  | 155000 | 154117 |
| Series RR Trust Series 2015-1 Class B, 0% 4/26/2048 (c)(h) |  | 33714 | 33544 |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE Class A1, 3.872% 1/5/2043 (c)(d) |  | 740000 | 631465 |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE Class A2A, 3.659% 1/5/2043 (c)(d) |  | 9930000 | 8347812 |
| SFAVE Commercial Mortgage Securities Trust Series 2015-5AVE Class A2B, 4.144% 1/5/2043 (c)(d) |  | 4000000 | 3370007 |
| SG Commercial Mortgage Securities Trust Series 2019-PREZ Class E, 3.4771% 9/15/2039 (c)(d) |  | 72000 | 59740 |
| SHR Trust Series 2024-LXRY Class A, CME Term SOFR 1 month Index + 1.95%, 6.2787% 10/15/2041 (b)(c)(d) |  | 498000 | 498623 |
| SHR Trust Series 2024-LXRY Class B, CME Term SOFR 1 month Index + 2.45%, 6.7787% 10/15/2041 (b)(c)(d) |  | 847000 | 846470 |
| SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 7.9287% 10/15/2041 (b)(c)(d) |  | 101000 | 100937 |
| SMRT Trust Series 2022-MINI Class D, CME Term SOFR 1 month Index + 1.95%, 6.279% 1/15/2039 (b)(c)(d) |  | 1820000 | 1788150 |
| SMRT Trust Series 2022-MINI Class F, CME Term SOFR 1 month Index + 3.35%, 7.679% 1/15/2039 (b)(c)(d) |  | 2500000 | 2430009 |
| SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 6.3287% 2/15/2039 (b)(c)(d) |  | 1890000 | 1852354 |
| SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 6.9787% 2/15/2039 (b)(c)(d) |  | 983000 | 953629 |
| SREIT Trust Series 2021-FLWR Class A, CME Term SOFR 1 month Index + 0.691%, 5.02% 7/15/2036 (b)(c)(d) |  | 3029590 | 3027696 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d) |  | 9279265 | 9267666 |
| SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.523% 11/15/2038 (b)(c)(d) |  | 3552494 | 3541392 |
| SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.7722% 11/15/2038 (b)(c)(d) |  | 2206153 | 2197880 |
| SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 6.0214% 11/15/2038 (b)(c)(d) |  | 1449518 | 1444083 |
| SREIT Trust Series 2021-MFP2 Class C, CME Term SOFR 1 month Index + 1.4852%, 5.8142% 11/15/2036 (b)(c)(d) |  | 235000 | 234119 |
| SUMIT Mortgage Trust Series 2022-BVUE Class A, 2.789% 2/12/2041 (c) |  | 340000 | 300545 |
| SWCH Commercial Mortgage Trust Series 2025-DATA Class A, CME Term SOFR 1 month Index + 1.4429%, 5.7716% 2/15/2042 (b)(c)(d) |  | 4650000 | 4609313 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d) |  | 5360000 | 5358318 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9211% 12/15/2039 (b)(c)(d) |  | 1306000 | 1301099 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 6.3206% 12/15/2039 (b)(c)(d) |  | 962000 | 955943 |
| Texas Coml Mortgage Trust Series 2025-TWR Class B, CME Term SOFR 1 month Index + 1.5927%, 5.9214% 4/15/2042 (b)(c)(d) |  | 3300000 | 3258803 |
| The Baha Trust Series 2024-MAR Class A, 5.9717% 12/10/2041 (c)(d) |  | 4302000 | 4400020 |
| The Baha Trust Series 2024-MAR Class B, 6.8414% 12/10/2041 (c)(d) |  | 337000 | 342942 |
| The Baha Trust Series 2024-MAR Class C, 7.5158% 12/10/2041 (c)(d) |  | 827000 | 851744 |
| THPT Mortgage Trust Series 2023-THL Class A, 6.994% 12/10/2034 (c)(d) |  | 88366 | 89768 |
| TTN Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 3.0145%, 7.3435% 3/15/2038 (b)(c)(d) |  | 246094 | 245864 |
| TYSN Mortgage Trust Series 2023-CRNR Class A, 6.5797% 12/10/2033 (c)(d) |  | 100000 | 105208 |
| UBS Commercial Mortgage Trust Series 2017-C4 Class AS, 3.836% 10/15/2050  |  | 1690000 | 1606837 |
| UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 0.9712% 12/15/2050 (d)(g) |  | 13286499 | 278488 |
| UBS Commercial Mortgage Trust Series 2018-C12 Class A2, 4.1519% 8/15/2051  |  | 628776 | 623487 |
| UBS Commercial Mortgage Trust Series 2018-C13 Class A3, 4.0694% 10/15/2051  |  | 5225405 | 5143707 |
| UBS Commercial Mortgage Trust Series 2019-C17 Class A3, 2.6686% 10/15/2052  |  | 1064955 | 977532 |
| VEGAS Trust 2024-TI Series 2024-TI Class A, 5.5183% 11/10/2039 (c) |  | 730000 | 736257 |
| VEGAS Trust Series 2024-GCS Class C, 6.2165% 7/10/2036 (c)(d) |  | 490000 | 479121 |
| VEGAS Trust Series 2024-GCS Class D, 6.2165% 7/10/2036 (c)(d) |  | 1100000 | 1029820 |
| Velocity Commercial Capital Loan Trust Series 2020-1 Class AFX, 2.61% 2/25/2050 (c) |  | 138287 | 124628 |
| Velocity Commercial Capital Loan Trust Series 2022-1 Class M4, 5.2% 2/25/2052 (c)(d) |  | 77545 | 58379 |
| Velocity Commercial Capital Loan Trust Series 2022-4 Class M4, 7.5332% 8/25/2052 (c)(d) |  | 71355 | 66629 |
| Velocity Commercial Capital Loan Trust Series 2023-1 Class A, 6.55% 1/25/2054 (c) |  | 266005 | 267589 |
| Velocity Commercial Capital Loan Trust Series 2024-5 Class A, 5.49% 10/25/2054 (c)(d) |  | 210805 | 208828 |
| Velocity Commercial Capital Loan Trust Series 2024-5 Class M2, 5.96% 10/25/2054 (c)(d) |  | 101600 | 99342 |
| Velocity Commercial Capital Loan Trust Series 2024-5 Class M3, 6.76% 10/25/2054 (c)(d) |  | 98516 | 96978 |
| Velocity Commercial Capital Loan Trust Series 2024-6 Class M2, 6.55% 12/25/2054 (c)(d) |  | 171584 | 170161 |
| Velocity Commercial Capital Loan Trust Series 2024-6 Class M3, 6.92% 12/25/2054 (c)(d) |  | 430606 | 426073 |
| Velocity Commercial Capital Loan Trust Series 2024-6 Class M4, 9.67% 12/25/2054 (c)(d) |  | 194396 | 192408 |
| Velocity Commercial Capital Loan Trust Series 2025-1 Class A, 6.03% 2/25/2055 (c) |  | 1466153 | 1470956 |
| Velocity Commercial Capital Loan Trust Series 2025-1 Class M3, 7.33% 2/25/2055 (c)(d) |  | 160794 | 160582 |
| Velocity Commercial Capital Loan Trust Series 2025-1 Class M4, 10.15% 2/25/2055 (c)(d) |  | 160794 | 160531 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (c) |  | 3760000 | 3116363 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (c) |  | 300000 | 239397 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (c)(d) |  | 8700000 | 167943 |
| Wells Fargo Commercial Mortgage Trust Series 2015-C30 Class A4, 3.664% 9/15/2058  |  | 121990 | 121595 |
| Wells Fargo Commercial Mortgage Trust Series 2015-C31 Class XA, 0.9346% 11/15/2048 (d)(g) |  | 4876395 | 1692 |
| Wells Fargo Commercial Mortgage Trust Series 2015-P2 Class A3, 3.541% 12/15/2048  |  | 4844942 | 4812478 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C34 Class A4, 3.096% 6/15/2049  |  | 6124000 | 5984356 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4, 2.931% 7/15/2048  |  | 1500000 | 1467766 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4FL, CME Term SOFR 1 month Index + 1.1645%, 5.4932% 7/15/2048 (b)(c)(d) |  | 1900000 | 1900270 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C38 Class AS, 3.665% 7/15/2050  |  | 1110000 | 1065296 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class XA, 0.8551% 12/15/2050 (d)(g) |  | 31222027 | 546929 |
| Wells Fargo Commercial Mortgage Trust Series 2018-1745 Class A, 3.7487% 6/15/2036 (c)(d) |  | 5400000 | 4877711 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C46 Class XA, 0.9005% 8/15/2051 (d)(g) |  | 11079062 | 213692 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49 Class D, 3% 3/15/2052 (c) |  | 21000 | 17892 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class XA, 1.5707% 5/15/2052 (d)(g) |  | 8949390 | 366171 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class ASB, 3.063% 12/15/2052  |  | 2381494 | 2309332 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59 Class A4, 2.343% 4/15/2054  |  | 5000000 | 4398085 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C61 Class A3, 2.406% 11/15/2054  |  | 7300000 | 6363471 |
| Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.6435% 5/15/2031 (b)(c)(d) |  | 4470000 | 4436744 |
| Wells Fargo Commercial Mortgage Trust Series 2022-ONL Class A, 3.862% 12/15/2039 (c) |  | 900000 | 855685 |
| Wells Fargo Commercial Mortgage Trust Series 2024-1CHI Class A, 5.3075% 7/15/2035 (c)(d) |  | 137000 | 137386 |
| Wells Fargo Commercial Mortgage Trust Series 2024-5C1 Class A3, 5.928% 7/15/2057  |  | 1900000 | 1969513 |
| Wells Fargo Commercial Mortgage Trust Series 2024-BPRC Class B, 6.2153% 7/15/2043 (c) |  | 415000 | 417730 |
| Wells Fargo Commercial Mortgage Trust Series 2024-BPRC Class C, 6.4319% 7/15/2043 (c) |  | 264000 | 264686 |
| Wells Fargo Commercial Mortgage Trust Series 2024-BPRC Class D, 7.0816% 7/15/2043 (c) |  | 110000 | 110885 |
| Wells Fargo Commercial Mortgage Trust Series 2024-BPRC Class X, 0.091% 7/15/2043 (c)(d)(g) |  | 3278000 | 29809 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.12% 10/15/2041 (b)(c)(d) |  | 6587000 | 6609404 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class B, CME Term SOFR 1 month Index + 2.2906%, 6.6193% 10/15/2041 (b)(c)(d) |  | 4700000 | 4720277 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.3194% 8/15/2041 (b)(c)(d) |  | 1700000 | 1695851 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 6.0199% 8/15/2041 (b)(c)(d) |  | 4700000 | 4676486 |
| West Trust Series 2025-ROSE Class A, 5.275% 4/10/2035 (c)(d) |  | 156000 | 155857 |
| WF-RBS Commercial Mortgage Trust Series 2013-C11 Class D, 4.0652% 3/15/2045 (c)(d) |  | 194255 | 163934 |
| Worldwide Plaza Trust Series 2017-WWP Class A, 3.5263% 11/10/2036 (c) |  | 609592 | 431311 |
| TOTAL UNITED STATES |  |  | 1275408611 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $1,309,163,315) |  |  | <br> **1277892028** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** | &nbsp;&nbsp;**Common Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| JAMAICA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Digicel Ltd (i)(o) | 104255 | 578615 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Intelsat SA/Luxembourg (i) | 65805 | 2370954 |
| UNITED STATES - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Main Street Sports Group (i) | 34138 | 485033 |
| Main Street Sports Group warrants 6/30/2026 (i)(o) | 63385 | 27550 |
|  |  | 512583 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| New Fortress Energy Inc  | 1657 | 4126 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (i)(o) | 9092 | 114832 |
| Cano Health LLC warrants (i)(o) | 279 | 1250 |
|  |  | 116082 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Incora Top Holdco LLC (i) | 3390 | 81394 |
| TOTAL UNITED STATES |  | 714185 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $3,091,532) |  | <br> **3663754** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.0%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ITALY - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Davide Campari-Milano NV 2.375% 1/17/2029 (e)<br>(Cost $873,405)<br>| EUR | 800000 | **870012** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 44.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 44.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 44.6%** |
|  | Shares | Value ($)<br>|
| American Funds The Bond Fund of America Class F-2  | 124339308 | 1393843644 |
| Baird Aggregate Bond Fund Class Institutional  | 115528832 | 1124095537 |
| Baird Core Plus Bond Fund Class Institutional  | 101082961 | 1019927080 |
| Columbia Mortgage Opportunities Fund Class A  | 50589867 | 420907696 |
| DoubleLine Total Return Bond Fund Class N  | 146276959 | 1276997853 |
| Fidelity SAI Long-Term Treasury Bond Index Fund (q) | 14462665 | 95598214 |
| Fidelity SAI Total Bond Fund (q) | 345636831 | 3100362377 |
| Fidelity SAI U.S. Treasury Bond Index Fund (q) | 28495478 | 249620389 |
| Fidelity U.S. Bond Index Fund (q) | 22313604 | 230053256 |
| iShares 1-5 Year Investment Grade Corporate Bond ETF  | 1917751 | 100586040 |
| iShares 7-10 Year Treasury Bond ETF (p) | 11637886 | 1100594879 |
| iShares Broad USD High Yield Corporate Bond ETF  | 2838504 | 105109803 |
| iShares Core US Aggregate Bond ETF (p) | 1461 | 143324 |
| iShares iBoxx $ Investment Grade Corporate Bond ETF (p) | 4629206 | 498889531 |
| John Hancock Bond Fund Class R6  | 56864955 | 761421747 |
| JPMorgan Core Bond Fund Class R6  | 68246487 | 696796629 |
| NYLI MacKay U.S. Infrastructure Bond Class A  | 36759819 | 273860650 |
| PIMCO Income Fund Institutional Class  | 107690155 | 1143669448 |
| PIMCO Mortgage Opportunities and Bond Fund Institutional Class  | 205920248 | 1910939897 |
| SPDR DoubleLine Total Return Tactical ETF (p) | 10668758 | 423869755 |
| SPDR Portfolio Long Term Treasury ETF (p) | 19440071 | 505636247 |
| T. Rowe Price Emerging Markets Bond Fund I Class  | 26958020 | 246126720 |
| TCW Emerging Markets Income Fund Class N  | 35167057 | 295051611 |
| The Hartford Total Return Bond Fund Class I  | 36652293 | 328771066 |
| Voya Intermediate Bond Fund Class I  | 158802774 | 1376820046 |
| <br> **TOTAL FIXED-INCOME FUNDS**<br> (Cost $20,318,920,209) |  | **18679693439** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BELGIUM - 0.0%  |  |  |  |
| Kingdom of Belgium 3.3% 6/22/2054 (c)(e) | EUR | 3087940 | 3189907 |
| BENIN - 0.0%  |  |  |  |
| Republic of Benin 7.96% 2/13/2038 (c) |  | 200000 | 182250 |
| BRAZIL - 0.3%  |  |  |  |
| Brazil Minas SPE via State of Minas Gerais 5.333% 2/15/2028 (e) |  | 1194000 | 1182323 |
| Brazilian Federative Republic 10% 1/1/2029  | BRL | 6500000 | 1026368 |
| Brazilian Federative Republic 10% 1/1/2035  | BRL | 26522000 | 3723780 |
| Brazilian Federative Republic Treasury Bills 0% 10/1/2025 (n) | BRL | 470300000 | 78499274 |
| Federative Republic of Brazil 4.75% 1/14/2050  |  | 400000 | 275468 |
| Federative Republic of Brazil 6% 10/20/2033  |  | 500000 | 490625 |
| Federative Republic of Brazil 7.125% 5/13/2054  |  | 488000 | 451888 |
| TOTAL BRAZIL |  |  | 85649726 |
| CANADA - 0.0%  |  |  |  |
| Canadian Government 1.5% 12/1/2031  | CAD | 300000 | 199647 |
| Canadian Government 2.75% 6/1/2033  | CAD | 380000 | 269961 |
| Canadian Government 3% 6/1/2034  | CAD | 220000 | 158206 |
| Province of Quebec 4.45% 9/1/2034  | CAD | 14000000 | 10730120 |
| Province of Quebec 7.5% 9/15/2029  |  | 1315000 | 1485214 |
| TOTAL CANADA |  |  | 12843148 |
| COLOMBIA - 0.0%  |  |  |  |
| Colombian Republic 10.375% 1/28/2033  |  | 1360000 | 1594940 |
| Colombian Republic 7.375% 4/25/2030  |  | 8892000 | 9157871 |
| Colombian Republic 7.75% 11/7/2036  |  | 200000 | 193899 |
| Colombian Republic 8% 11/14/2035  |  | 1750000 | 1751750 |
| Colombian Republic 8.5% 4/25/2035  |  | 4650000 | 4798335 |
| Colombian Republic 8.75% 11/14/2053  |  | 2673000 | 2607512 |
| TOTAL COLOMBIA |  |  | 20104307 |
| COSTA RICA - 0.0%  |  |  |  |
| Costa Rica Government International Bond 6.55% 4/3/2034 (e) |  | 200000 | 205500 |
| Costa Rica Government International Bond 7.3% 11/13/2054 (c) |  | 285000 | 291270 |
| TOTAL COSTA RICA |  |  | 496770 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Ivory Coast Government International Bond 4.875% 1/30/2032 (e) | EUR | 1930000 | 1929128 |
| Ivory Coast Government International Bond 5.25% 3/22/2030 (e) | EUR | 2973000 | 3195304 |
| Ivory Coast Government International Bond 5.875% 10/17/2031 (e) | EUR | 4472000 | 4707058 |
| Ivory Coast Government International Bond 6.125% 6/15/2033 (e) |  | 950000 | 842828 |
| Ivory Coast Government International Bond 8.075% 4/1/2036 (c) |  | 480000 | 452426 |
| TOTAL COTE D'IVOIRE |  |  | 11126744 |
| DOMINICAN REPUBLIC - 0.0%  |  |  |  |
| Dominican Republic Bond 5.5% 2/22/2029 (c) |  | 2662000 | 2626063 |
| Dominican Republic Bond 5.5% 2/22/2029 (e) |  | 161000 | 158827 |
| Dominican Republic Bond 5.95% 1/25/2027 (c) |  | 1100000 | 1106050 |
| Dominican Republic Bond 6% 2/22/2033 (e) |  | 157000 | 153515 |
| Dominican Republic Bond 6% 7/19/2028 (c) |  | 1429000 | 1443290 |
| Dominican Republic Bond 6.4% 6/5/2049 (e) |  | 450000 | 411881 |
| Dominican Republic Bond 7.05% 2/3/2031 (e) |  | 800000 | 830080 |
| Dominican Republic Bond 7.45% 4/30/2044 (e) |  | 100000 | 102799 |
| TOTAL DOMINICAN REPUBLIC |  |  | 6832505 |
| EGYPT - 0.0%  |  |  |  |
| Arab Republic of Egypt 7.3% 9/30/2033 (e) |  | 200000 | 170300 |
| Arab Republic of Egypt 7.6003% 3/1/2029 (e) |  | 300000 | 294176 |
| Arab Republic of Egypt 7.625% 5/29/2032 (e) |  | 350000 | 314234 |
| Arab Republic of Egypt 8.5% 1/31/2047 (e) |  | 300000 | 229431 |
| Arab Republic of Egypt 8.7002% 3/1/2049 (e) |  | 500000 | 388125 |
| Arab Republic of Egypt 8.875% 5/29/2050 (e) |  | 300000 | 236250 |
| Arab Republic of Egypt 9.45% 2/4/2033 (c) |  | 200000 | 193800 |
| TOTAL EGYPT |  |  | 1826316 |
| EL SALVADOR - 0.0%  |  |  |  |
| El Salvador Republic 9.65% 11/21/2054 (c) |  | 823000 | 820943 |
| GERMANY - 0.0%  |  |  |  |
| German Federal Republic 2.5% 8/15/2054 (e) | EUR | 2287000 | 2349224 |
| German Federal Republic 3.25% 7/4/2042 (e) | EUR | 330000 | 393864 |
| TOTAL GERMANY |  |  | 2743088 |
| GUATEMALA - 0.0%  |  |  |  |
| Guatemala Government Bond 3.7% 10/7/2033 (e) |  | 747000 | 622998 |
| Guatemala Government Bond 6.6% 6/13/2036 (c) |  | 200000 | 200400 |
| TOTAL GUATEMALA |  |  | 823398 |
| HUNGARY - 0.0%  |  |  |  |
| Hungary Government 1.75% 6/5/2035 (e) | EUR | 1370000 | 1203200 |
| Hungary Government 2.125% 9/22/2031 (c) |  | 580000 | 474814 |
| Hungary Government 7.625% 3/29/2041  |  | 2300000 | 2546514 |
| TOTAL HUNGARY |  |  | 4224528 |
| INDONESIA - 0.0%  |  |  |  |
| Indonesia Government 2.85% 2/14/2030  |  | 660000 | 610005 |
| Indonesia Government 3.05% 3/12/2051  |  | 1180000 | 759778 |
| Indonesia Government 3.4% 9/18/2029  |  | 420000 | 403200 |
| Indonesia Government 3.5% 1/11/2028  |  | 6300000 | 6163920 |
| TOTAL INDONESIA |  |  | 7936903 |
| ISRAEL - 0.0%  |  |  |  |
| Israel Government 5.375% 2/19/2030  |  | 5621000 | 5663158 |
| Israel Government 5.5% 3/12/2034  |  | 200000 | 197221 |
| Israel Government 5.75% 3/12/2054  |  | 983000 | 871646 |
| TOTAL ISRAEL |  |  | 6732025 |
| ITALY - 0.0%  |  |  |  |
| Cassa Depositi e Prestiti SpA 5.75% 5/5/2026 (c) |  | 1200000 | 1211789 |
| Cassa Depositi e Prestiti SpA 5.875% 4/30/2029 (c) |  | 4600000 | 4784210 |
| TOTAL ITALY |  |  | 5995999 |
| JAPAN - 0.0%  |  |  |  |
| Japan Government 0.9% 9/20/2034  | JPY | 95000000 | 629233 |
| Japan Government 2% 12/20/2044  | JPY | 500000000 | 3260190 |
| Japan Government 2.3% 12/20/2054  | JPY | 934250000 | 5772295 |
| Japan Government 2.4% 3/20/2055  | JPY | 245750000 | 1554615 |
| TOTAL JAPAN |  |  | 11216333 |
| JORDAN - 0.0%  |  |  |  |
| Jordan Government 5.85% 7/7/2030 (e) |  | 200000 | 187006 |
| Jordan Government 6.125% 1/29/2026 (e) |  | 200000 | 200030 |
| Jordan Government 7.375% 10/10/2047 (e) |  | 400000 | 344600 |
| TOTAL JORDAN |  |  | 731636 |
| KENYA - 0.0%  |  |  |  |
| Republic of Kenya Government Bond 9.5% 3/5/2036 (c) |  | 532000 | 485184 |
| MEXICO - 0.2%  |  |  |  |
| United Mexican States 2.659% 5/24/2031  |  | 1900000 | 1618800 |
| United Mexican States 3.5% 2/12/2034  |  | 1849000 | 1518954 |
| United Mexican States 4.15% 3/28/2027  |  | 275000 | 272559 |
| United Mexican States 4.28% 8/14/2041  |  | 400000 | 296400 |
| United Mexican States 4.5% 1/31/2050  |  | 1880000 | 1308480 |
| United Mexican States 4.5% 4/22/2029  |  | 2920000 | 2855760 |
| United Mexican States 4.75% 3/8/2044  |  | 206000 | 155736 |
| United Mexican States 4.875% 5/19/2033  |  | 400000 | 369500 |
| United Mexican States 6% 5/13/2030  |  | 4310000 | 4439300 |
| United Mexican States 6.05% 1/11/2040  |  | 1600000 | 1485200 |
| United Mexican States 6.35% 2/9/2035  |  | 3980000 | 3966070 |
| United Mexican States 6.875% 5/13/2037  |  | 13491000 | 13652892 |
| United Mexican States Inflation-Indexed 4% 8/24/2034  | MXN | 10853519 | 515879 |
| TOTAL MEXICO |  |  | 32455530 |
| MONGOLIA - 0.0%  |  |  |  |
| Mongolia Government 8.65% 1/19/2028 (e) |  | 200000 | 208050 |
| MOROCCO - 0.0%  |  |  |  |
| Moroccan Kingdom 4% 12/15/2050 (c) |  | 200000 | 131900 |
| MULTI-NATIONAL - 0.2%  |  |  |  |
| European Union 0% 10/4/2028 (e) | EUR | 670000 | 708427 |
| European Union 2.5% 10/4/2052 (e) | EUR | 855000 | 765323 |
| European Union 2.875% 10/5/2029 (e) | EUR | 19500000 | 22645211 |
| European Union 3% 3/4/2053 (e) | EUR | 9943973 | 9828266 |
| European Union 4% 4/4/2044 (e) | EUR | 1300000 | 1555745 |
| TOTAL MULTI-NATIONAL |  |  | 35502972 |
| NIGERIA - 0.0%  |  |  |  |
| Republic of Nigeria 6.125% 9/28/2028 (c) |  | 300000 | 278157 |
| Republic of Nigeria 6.5% 11/28/2027 (e) |  | 300000 | 290532 |
| TOTAL NIGERIA |  |  | 568689 |
| OMAN - 0.0%  |  |  |  |
| Oman Sultanate 5.625% 1/17/2028 (e) |  | 575000 | 580139 |
| Oman Sultanate 7% 1/25/2051 (c) |  | 500000 | 514690 |
| TOTAL OMAN |  |  | 1094829 |
| PANAMA - 0.0%  |  |  |  |
| Panamanian Republic 2.252% 9/29/2032  |  | 480000 | 353510 |
| Panamanian Republic 3.16% 1/23/2030  |  | 650000 | 573209 |
| Panamanian Republic 3.298% 1/19/2033  |  | 8600000 | 6777875 |
| Panamanian Republic 3.875% 3/17/2028  |  | 1220000 | 1168089 |
| Panamanian Republic 4.3% 4/29/2053  |  | 615000 | 373920 |
| Panamanian Republic 4.5% 4/1/2056  |  | 680000 | 415820 |
| Panamanian Republic 4.5% 4/16/2050  |  | 400000 | 254400 |
| Panamanian Republic 6.4% 2/14/2035  |  | 370000 | 349003 |
| Panamanian Republic 7.875% 3/1/2057  |  | 200000 | 194600 |
| TOTAL PANAMA |  |  | 10460426 |
| PARAGUAY - 0.0%  |  |  |  |
| Republic of Paraguay 4.95% 4/28/2031 (e) |  | 650000 | 637609 |
| Republic of Paraguay 5.4% 3/30/2050 (e) |  | 1019000 | 856006 |
| Republic of Paraguay 5.6% 3/13/2048 (e) |  | 400000 | 346000 |
| Republic of Paraguay 6% 2/9/2036 (c) |  | 510000 | 510630 |
| TOTAL PARAGUAY |  |  | 2350245 |
| PERU - 0.0%  |  |  |  |
| Peruvian Republic 1.862% 12/1/2032  |  | 2350000 | 1840050 |
| Peruvian Republic 2.783% 1/23/2031  |  | 772000 | 681290 |
| Peruvian Republic 2.844% 6/20/2030  |  | 800000 | 722400 |
| Peruvian Republic 3.55% 3/10/2051  |  | 1000000 | 672000 |
| Peruvian Republic 4.125% 8/25/2027  |  | 200000 | 199110 |
| Peruvian Republic 5.375% 2/8/2035  |  | 800000 | 785640 |
| Peruvian Republic 5.875% 8/8/2054  |  | 2600000 | 2453100 |
| TOTAL PERU |  |  | 7353590 |
| PHILIPPINES - 0.0%  |  |  |  |
| Philippine Republic 3% 2/1/2028  |  | 1130000 | 1090676 |
| Philippine Republic 3.2% 7/6/2046  |  | 890000 | 613210 |
| Philippine Republic 5.5% 2/4/2035  |  | 2790000 | 2868120 |
| TOTAL PHILIPPINES |  |  | 4572006 |
| POLAND - 0.0%  |  |  |  |
| Republic of Poland 5.125% 9/18/2034  |  | 200000 | 197850 |
| Republic of Poland 5.375% 2/12/2035  |  | 4305000 | 4286446 |
| Republic of Poland 5.5% 3/18/2054  |  | 2370000 | 2143961 |
| TOTAL POLAND |  |  | 6628257 |
| ROMANIA - 0.0%  |  |  |  |
| Romanian Republic 3.625% 3/27/2032 (e) |  | 814000 | 681220 |
| Romanian Republic 5.625% 5/30/2037 (c) | EUR | 1800000 | 1880101 |
| TOTAL ROMANIA |  |  | 2561321 |
| SAUDI ARABIA - 0.2%  |  |  |  |
| Kingdom of Saudi Arabia 3.625% 3/4/2028 (e) |  | 8800000 | 8591000 |
| Kingdom of Saudi Arabia 5.125% 1/13/2028 (c) |  | 18400000 | 18641040 |
| TOTAL SAUDI ARABIA |  |  | 27232040 |
| SENEGAL - 0.0%  |  |  |  |
| Republic of Senegal 6.25% 5/23/2033 (e) |  | 200000 | 143376 |
| SERBIA - 0.0%  |  |  |  |
| Republic of Serbia 1.5% 6/26/2029 (e) | EUR | 3203000 | 3265561 |
| Republic of Serbia 1.5% 6/26/2029 (c) | EUR | 1790000 | 1824962 |
| Republic of Serbia 1.65% 3/3/2033 (c) | EUR | 671000 | 609510 |
| Republic of Serbia 1.65% 3/3/2033 (e) | EUR | 183000 | 166230 |
| Republic of Serbia 3.125% 5/15/2027 (e) | EUR | 3697000 | 4155781 |
| Republic of Serbia 3.125% 5/15/2027 (c) | EUR | 1458000 | 1638931 |
| Republic of Serbia 6% 6/12/2034 (c) |  | 500000 | 495315 |
| Republic of Serbia 6.25% 5/26/2028 (e) |  | 1308000 | 1340700 |
| Republic of Serbia 6.25% 5/26/2028 (c) |  | 995000 | 1019875 |
| TOTAL SERBIA |  |  | 14516865 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| South African Republic 4.85% 9/30/2029  |  | 211000 | 200924 |
| South African Republic 5.875% 4/20/2032  |  | 700000 | 671388 |
| South African Republic 7.1% 11/19/2036 (c) |  | 10537000 | 10200132 |
| South African Republic 7.3% 4/20/2052  |  | 500000 | 431000 |
| South African Republic 7.95% 11/19/2054 (c) |  | 483000 | 443394 |
| TOTAL SOUTH AFRICA |  |  | 11946838 |
| TURKEY - 0.0%  |  |  |  |
| Istanbul Metropolitan Municipality 10.5% 12/6/2028 (c) |  | 600000 | 638400 |
| Turkish Republic 7.125% 2/12/2032  |  | 200000 | 195706 |
| Turkish Republic 7.625% 5/15/2034  |  | 693000 | 692134 |
| TOTAL TURKEY |  |  | 1526240 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| United Kingdom of Great Britain and Northern Ireland 0.5% 10/22/2061 (e) | GBP | 1900000 | 664951 |
| United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (e) | GBP | 2700000 | 2772510 |
| United Kingdom of Great Britain and Northern Ireland 4.375% 7/31/2054 (e) | GBP | 8950324 | 10264880 |
| TOTAL UNITED KINGDOM |  |  | 13702341 |
| URUGUAY - 0.0%  |  |  |  |
| Uruguay Republic 4.375% 10/27/2027  |  | 150000 | 149850 |
| Uruguay Republic 5.1% 6/18/2050  |  | 680000 | 610844 |
| Uruguay Republic 5.442% 2/14/2037  |  | 620000 | 623410 |
| TOTAL URUGUAY |  |  | 1384104 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $359,519,784) |  |  | <br> **358301329** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Arizona - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Salt River Proj AZ Agric & Pwr 4.839% 1/1/2041  | 750000 | 688885 |
| Other - 0.0% |  |  |
| Maricopa Cnty AZ Ind Dev Au Ed Series 2024, 7.375% 10/1/2029 (c) | 4950000 | 5069536 |
| TOTAL ARIZONA |  | 5758421 |
| California - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University CA Revs 4.858% 5/15/2112  | 280000 | 226264 |
| University CA Revs Series 2015 J, 4.131% 5/15/2045  | 1750000 | 1509359 |
|  |  | 1735623 |
| General Obligations - 0.0% |  |  |
| State of California 7.5% 4/1/2034  | 205000 | 234864 |
| State of California 7.55% 4/1/2039  | 290000 | 343124 |
| State of California Gen. Oblig. 4.6% 4/1/2038 (Pre-refunded to 4/1/2028 at 100)  | 1180000 | 1194267 |
|  |  | 1772255 |
| Health Care - 0.0% |  |  |
| Univ CA Regts Med Ctr Pooled Rev Series 2022 Q, 4.563% 5/15/2053  | 875000 | 720696 |
| Tobacco Bonds - 0.0% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement Series 2021 B 1, 3.85% 6/1/2050  | 85000 | 76580 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 3265000 | 3357245 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 540000 | 598783 |
| Los Angeles CA Dept Arpts Rev Series 2021 C, 2.063% 5/15/2034  | 500000 | 393918 |
| Los Angeles CA Dept Arpts Rev Series 2021 C, 2.163% 5/15/2035  | 500000 | 385042 |
|  |  | 4734988 |
| TOTAL CALIFORNIA |  | 9040142 |
| Colorado - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| Regional Transn Dist CO Sales 5.844% 11/1/2050  | 45000 | 44024 |
| Florida - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| State of Florida Series 2024A, 5.526% 7/1/2034  | 1500000 | 1513807 |
| Georgia - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| Georgia Mun Elec Auth Pwr Rev Series 2010 A, 6.637% 4/1/2057  | 207000 | 219137 |
| Illinois - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 1448431 | 1440219 |
| Massachusetts - 0.0%  |  |  |
| Special Tax - 0.0% |  |  |
| Massachusetts St Transn Fd Rev 5.731% 6/1/2040  | 150000 | 151619 |
| Michigan - 0.0%  |  |  |
| Education - 0.0% |  |  |
| Michigan St Univ Revs Series 2022A, 4.165% 8/15/2122  | 3660000 | 2535556 |
| University MI Univ Revs 2.437% 4/1/2040  | 570000 | 406930 |
| University MI Univ Revs 3.504% 4/1/2052  | 1080000 | 760390 |
| University MI Univ Revs 4.454% 4/1/2122  | 4790000 | 3669881 |
|  |  | 7372757 |
| Health Care - 0.0% |  |  |
| Michigan Fin Auth Rev (Trinity Health Proj.) Series 2019 T, 3.384% 12/1/2040  | 545000 | 437263 |
| TOTAL MICHIGAN |  | 7810020 |
| Minnesota - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MN Series 2022, 4.048% 4/1/2052  | 1060000 | 821743 |
| New Jersey - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.102% 1/1/2041  | 855000 | 955398 |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 2220000 | 2617796 |
| New Jersey Turnpike Authority Series 2021 B, 1.963% 1/1/2032  | 1000000 | 854746 |
| New Jersey Turnpike Authority Series 2021 B, 2.113% 1/1/2033  | 1050000 | 878412 |
|  |  | 5306352 |
| TOTAL NEW JERSEY |  | 5306352 |
| New Jersey,New York - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| Port Auth NY & NJ 4.926% 10/1/2051  | 70000 | 63245 |
| Port Auth NY & NJ 4.96% 8/1/2046  | 280000 | 260206 |
| Port Auth NY & NJ 5.647% 11/1/2040  | 240000 | 247090 |
| Port Auth NY & NJ Series 174, 4.458% 10/1/2062  | 515000 | 416606 |
|  |  | 987147 |
| TOTAL NEW JERSEY,NEW YORK |  | 987147 |
| New York - 0.1%  |  |  |
| Other - 0.0% |  |  |
| New York City Transitional Finance Authority 2.69% 5/1/2033 (Escrowed to Maturity)  | 530000 | 454663 |
| NY St Dorm Auth Revs Non St Supported Debt Series 2025B, 5.228% 7/1/2035 (r) | 5630000 | 5630000 |
|  |  | 6084663 |
| Special Tax - 0.1% |  |  |
| New York City Transitional Finance Authority 2.69% 5/1/2033  | 1485000 | 1266824 |
| New York City Transitional Finance Authority Series FISCAL 2025C SUB C 2, 4.375% 5/1/2037  | 9300000 | 8614007 |
| New York NY City Transitional Fin Auth Rev Series FISCAL 2021 SUB E 3, 1.97% 2/1/2033  | 2015000 | 1641753 |
| New York NY City Transitional Fin Auth Rev Series FISCAL 2023 F SUBF 3, 5.13% 2/1/2035  | 750000 | 749946 |
| New York NY City Transitional Fin Auth Rev Series FISCAL 2023 F SUBF 3, 5.15% 2/1/2036  | 750000 | 744412 |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 5.628% 3/15/2039  | 990000 | 999018 |
|  |  | 14015960 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.668% 11/15/2039  | 380000 | 404178 |
| Metropolitan Transn Auth NY Rv 6.814% 11/15/2040  | 20000 | 21484 |
|  |  | 425662 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 5.882% 6/15/2044  | 320000 | 319005 |
| New York NY Cty Muni Wtr Fin Auth 6.011% 6/15/2042  | 70000 | 71117 |
|  |  | 390122 |
| TOTAL NEW YORK |  | 20916407 |
| Ohio - 0.0%  |  |  |
| Education - 0.0% |  |  |
| Ohio St Univ Gen Rcpts 4.8% 6/1/2111  | 1503000 | 1216462 |
| Ohio St Univ Gen Rcpts 4.91% 6/1/2040  | 140000 | 134156 |
|  |  | 1350618 |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 8.084% 2/15/2050  | 220000 | 270490 |
| Special Tax - 0.0% |  |  |
| JobsOhio Beverage System Series 2020A, 2.833% 1/1/2038  | 325000 | 262143 |
| TOTAL OHIO |  | 1883251 |
| Texas - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| San Antonio TX Elec & Gas Rev 5.808% 2/1/2041  | 230000 | 228381 |
| General Obligations - 0.0% |  |  |
| Texas State 5.517% 4/1/2039  | 340000 | 342184 |
| Industrial Development - 0.0% |  |  |
| Port of Beaumont Navigation District Series 2024 B, 10% 7/1/2026 (c) | 475000 | 486003 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.087% 11/1/2051  | 1010000 | 798128 |
| Texas Private Activity Bd Surface Transn Corp Rev 3.922% 12/31/2049  | 390000 | 298040 |
|  |  | 1096168 |
| TOTAL TEXAS |  | 2152736 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 1520000 | 885771 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $67,427,155) |  | <br> **58930796** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 14.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 14.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 14.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 14.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NBN Co Ltd 4% 10/1/2027 (c) |  | 7200000 | 7118683 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Santos Finance Ltd 3.649% 4/29/2031 (c) |  | 4800000 | 4322383 |
| Santos Finance Ltd 4.125% 9/14/2027 (e) |  | 6300000 | 6156907 |
|  |  |  | 10479290 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Commonwealth Bank of Australia 2.688% 3/11/2031 (c) |  | 830000 | 727458 |
| Commonwealth Bank of Australia 3.61% 9/12/2034 (c)(d) |  | 3419000 | 3206140 |
| National Australia Bank Ltd 2.332% 8/21/2030 (c) |  | 450000 | 394287 |
| Westpac Banking Corp 4.11% 7/24/2034 (d) |  | 4937000 | 4727292 |
|  |  |  | 9055177 |
| Capital Markets - 0.0% |  |  |  |
| Macquarie Group Ltd 2.691% 6/23/2032 (c)(d) |  | 166000 | 144697 |
| Macquarie Group Ltd 5.033% 1/15/2030 (c)(d) |  | 23000 | 23124 |
|  |  |  | 167821 |
| Financial Services - 0.0% |  |  |  |
| Cimic Finance Ltd 1.5% 5/28/2029 (e) | EUR | 595000 | 625657 |
| Insurance - 0.0% |  |  |  |
| QBE Insurance Group Ltd 2.5% 9/13/2038 (d)(e) | GBP | 800000 | 981602 |
| TOTAL FINANCIALS |  |  | 10830257 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| CSL Finance PLC 5.106% 4/3/2034 (c) |  | 640000 | 639491 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Sydney Airport Finance Co Pty Ltd 1.75% 4/26/2028 (e) | EUR | 1500000 | 1651238 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Nufarm Australia Ltd / Nufarm Americas Inc 5% 1/27/2030 (c) |  | 280000 | 256849 |
| Metals & Mining - 0.1% |  |  |  |
| BHP Billiton Finance USA Ltd 4.9% 2/28/2033  |  | 103000 | 102133 |
| BHP Billiton Finance USA Ltd 5% 2/21/2030  |  | 1330000 | 1350589 |
| BHP Billiton Finance USA Ltd 5.125% 2/21/2032  |  | 695000 | 702745 |
| BHP Billiton Finance USA Ltd 5.25% 9/8/2033  |  | 5345000 | 5389682 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  |  | 555000 | 555492 |
| FMG Resources August 2006 Pty Ltd 4.5% 9/15/2027 (c) |  | 5000 | 4899 |
| Glencore Finance Canada Ltd 6.9% 11/15/2037 (c) |  | 2000 | 2163 |
| Glencore Funding LLC 2.5% 9/1/2030 (c) |  | 174000 | 154327 |
| Glencore Funding LLC 2.625% 9/23/2031 (c) |  | 260000 | 224675 |
| Glencore Funding LLC 2.85% 4/27/2031 (c) |  | 834000 | 739206 |
| Glencore Funding LLC 3.875% 10/27/2027 (c) |  | 137000 | 134321 |
| Glencore Funding LLC 5.186% 4/1/2030 (c) |  | 140000 | 141592 |
| Glencore Funding LLC 5.371% 4/4/2029 (c) |  | 66000 | 67214 |
| Glencore Funding LLC 5.634% 4/4/2034 (c) |  | 2325000 | 2338415 |
| Glencore Funding LLC 5.7% 5/8/2033 (c) |  | 148000 | 150643 |
| Glencore Funding LLC 6.125% 10/6/2028 (c) |  | 1250000 | 1300036 |
| Glencore Funding LLC 6.375% 10/6/2030 (c) |  | 421000 | 446528 |
| Mineral Resources Ltd 8% 11/1/2027 (c) |  | 530000 | 529494 |
| Mineral Resources Ltd 9.25% 10/1/2028 (c) |  | 775000 | 790726 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  |  | 68000 | 65315 |
| Rio Tinto Finance USA PLC 4.125% 8/21/2042  |  | 160000 | 131708 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  |  | 695000 | 692920 |
|  |  |  | 16014823 |
| TOTAL MATERIALS |  |  | 16271672 |
| Real Estate - 0.0% |  |  |  |
| Diversified REITs - 0.0% |  |  |  |
| Goodman Us Finance Three LLC 3.7% 3/15/2028 (c) |  | 57000 | 55486 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 660000 | 448571 |
| TOTAL AUSTRALIA |  |  | 47494688 |
| AUSTRIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| ams-OSRAM AG 12.25% 3/30/2029 (c) |  | 400000 | 416982 |
| BELGIUM - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telenet Finance Luxembourg Notes Sarl 5.5% 3/1/2028 (c) |  | 200000 | 197000 |
| Consumer Staples - 0.1% |  |  |  |
| Beverages - 0.1% |  |  |  |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 2/1/2036  |  | 11348000 | 10907793 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 2/1/2046  |  | 3125000 | 2817258 |
| Anheuser-Busch InBev SA/NV 3.95% 3/22/2044 (e) | EUR | 805000 | 903714 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  |  | 77000 | 76918 |
|  |  |  | 14705683 |
| Food Products - 0.0% |  |  |  |
| Barry Callebaut Services NV 4.25% 8/19/2031 (e) | EUR | 800000 | 914835 |
| TOTAL CONSUMER STAPLES |  |  | 15620518 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Fluxys SA 4% 11/28/2030 (e) | EUR | 600000 | 688214 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| KBC Group NV 3.5% 1/21/2032 (d)(e) | EUR | 700000 | 804023 |
| KBC Group NV 4.932% 10/16/2030 (c)(d) |  | 8910000 | 8940623 |
| KBC Group NV 6.324% 9/21/2034 (c)(d) |  | 440000 | 464729 |
|  |  |  | 10209375 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| UCB SA 4.25% 3/20/2030 (e) | EUR | 2100000 | 2450260 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Syensqo Finance America LLC 5.65% 6/4/2029 (c) |  | 2000000 | 2045965 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Shurgard Luxembourg Sarl 4% 5/27/2035 (e) | EUR | 700000 | 798702 |
| TOTAL BELGIUM |  |  | 32010034 |
| BRAZIL - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sitios Latinoamerica SAB de CV 6% 11/25/2029 (c) |  | 125000 | 126312 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Guara Norte Sarl 5.198% 6/15/2034 (c) |  | 159730 | 148988 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| MV24 Capital BV 6.748% 6/1/2034 (c) |  | 150420 | 144000 |
| Petrobras Global Finance BV 6.625% 1/16/2034  | GBP | 400000 | 524928 |
|  |  |  | 668928 |
| TOTAL ENERGY |  |  | 817916 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Raizen Fuels Finance SA 5.7% 1/17/2035 (c) |  | 394000 | 364873 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Netherlands Finance BV 4.5% 1/10/2028 (c) |  | 245000 | 223325 |
| Braskem Netherlands Finance BV 4.5% 1/31/2030 (c) |  | 430000 | 354017 |
| Braskem Netherlands Finance BV 8.5% 1/12/2031 (c) |  | 4393000 | 4206738 |
|  |  |  | 4784080 |
| Metals & Mining - 0.0% |  |  |  |
| ERO Copper Corp 6.5% 2/15/2030 (c) |  | 355000 | 349231 |
| TOTAL MATERIALS |  |  | 5133311 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| FS Luxembourg Sarl 8.875% 2/12/2031 (c) |  | 335000 | 338350 |
| TOTAL BRAZIL |  |  | 6780762 |
| CANADA - 0.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Rogers Communications Inc 5.3% 2/15/2034  |  | 2725000 | 2681395 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| New Flyer Holdings Inc 0% 7/1/2030 (c)(r) |  | 65000 | 65000 |
| Distributors - 0.0% |  |  |  |
| RB Global Holdings Inc 7.75% 3/15/2031 (c) |  | 204000 | 213548 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (c) |  | 4925000 | 4529362 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (c) |  | 280000 | 272893 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (c) |  | 175000 | 178470 |
| Great Canadian Gaming Corp 8.75% 11/15/2029 (c) |  | 285000 | 276738 |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc 8% 8/1/2030 (c) |  | 60000 | 59309 |
|  |  |  | 5316772 |
| Household Durables - 0.0% |  |  |  |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC 4.875% 2/15/2030 (c) |  | 500000 | 435000 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 6030320 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Alimentation Couche-Tard Inc 5.267% 2/12/2034 (c) |  | 2645000 | 2593231 |
| Household Products - 0.0% |  |  |  |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (c) |  | 115000 | 100587 |
| TOTAL CONSUMER STAPLES |  |  | 2693818 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Precision Drilling Corp 7.125% 1/15/2026 (c) |  | 124000 | 123862 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (c) |  | 150000 | 136164 |
| Baytex Energy Corp 8.5% 4/30/2030 (c) |  | 464000 | 449593 |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  |  | 3200000 | 3154370 |
| Canadian Natural Resources Ltd 5% 12/15/2029 (c) |  | 10920000 | 10876850 |
| Canadian Natural Resources Ltd 5.4% 12/15/2034 (c) |  | 4100000 | 3983119 |
| Cenovus Energy Inc 2.65% 1/15/2032  |  | 1050000 | 890295 |
| Cenovus Energy Inc 3.75% 2/15/2052  |  | 3795000 | 2475058 |
| Cenovus Energy Inc 5.25% 6/15/2037  |  | 1199000 | 1110094 |
| Enbridge Inc 5.3% 4/5/2029  |  | 800000 | 817681 |
| Enbridge Inc 8.5% 1/15/2084 (d) |  | 3910000 | 4242815 |
| MEG Energy Corp 5.875% 2/1/2029 (c) |  | 235000 | 233786 |
| Parkland Corp 6.625% 8/15/2032 (c) |  | 905000 | 907008 |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (c)(d) |  | 48000 | 47863 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027 (c) |  | 535000 | 535377 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029 (c) |  | 4320000 | 4283676 |
| Suncor Energy Inc 3.75% 3/4/2051  |  | 695000 | 466628 |
| Suncor Energy Inc 6.8% 5/15/2038  |  | 213000 | 223172 |
| TransCanada PipeLines Ltd 4.625% 3/1/2034  |  | 735000 | 692044 |
|  |  |  | 35525593 |
| TOTAL ENERGY |  |  | 35649455 |
| Financials - 0.2% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bank of Montreal 4.64% 9/10/2030 (d) |  | 380000 | 379707 |
| Bank of Montreal 5.511% 6/4/2031  |  | 250000 | 258421 |
| Bank of Nova Scotia/The 3.375% 3/5/2033 (d)(e) | EUR | 2000000 | 2254077 |
| Bank of Nova Scotia/The 4.74% 11/10/2032 (d) |  | 475000 | 469678 |
| Canadian Imperial Bank of Commerce 4.631% 9/11/2030 (d) |  | 275000 | 273501 |
| Canadian Imperial Bank of Commerce 5.26% 4/8/2029  |  | 110000 | 112552 |
| Royal Bank of Canada 4.65% 1/27/2026  |  | 127000 | 126864 |
| Royal Bank of Canada 4.65% 10/18/2030 (d) |  | 3805000 | 3788856 |
| Toronto Dominion Bank 2% 9/10/2031  |  | 180000 | 154791 |
| Toronto Dominion Bank 4.456% 6/8/2032  |  | 305000 | 295518 |
| Toronto Dominion Bank 4.568% 12/17/2026  |  | 11000000 | 11013708 |
| Toronto Dominion Bank 5.523% 7/17/2028  |  | 51000 | 52540 |
|  |  |  | 19180213 |
| Capital Markets - 0.0% |  |  |  |
| CI Financial Corp 7.5% 5/30/2029 (c) |  | 2000000 | 2097343 |
| Insurance - 0.2% |  |  |  |
| Fairfax Financial Holdings Ltd 2.75% 3/29/2028 (e) | EUR | 2100000 | 2353841 |
| Fairfax Financial Holdings Ltd 3.375% 3/3/2031  |  | 4595000 | 4197487 |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  |  | 1850000 | 1859451 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  |  | 6600000 | 6705347 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (c) |  | 5560000 | 5551177 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  |  | 3200000 | 3289901 |
|  |  |  | 23957204 |
| TOTAL FINANCIALS |  |  | 45234760 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Bombardier Inc 6% 2/15/2028 (c) |  | 4005000 | 4002381 |
| Bombardier Inc 6.75% 6/15/2033 (c) |  | 465000 | 471515 |
| Bombardier Inc 7.125% 6/15/2026 (c) |  | 713000 | 714322 |
| Bombardier Inc 7.875% 4/15/2027 (c) |  | 1497000 | 1503880 |
| Bombardier Inc 8.75% 11/15/2030 (c) |  | 200000 | 214662 |
|  |  |  | 6906760 |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Garda World Security Corp 4.625% 2/15/2027 (c) |  | 289000 | 285277 |
| Northriver Midstream Finance LP 6.75% 7/15/2032 (c) |  | 270000 | 272465 |
| Wrangler Holdco Corp 6.625% 4/1/2032 (c) |  | 850000 | 876673 |
|  |  |  | 1434415 |
| Ground Transportation - 0.0% |  |  |  |
| Canadian Pacific Railway Co 2.875% 11/15/2029  |  | 265000 | 246369 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  |  | 248000 | 158900 |
|  |  |  | 405269 |
| Passenger Airlines - 0.0% |  |  |  |
| Air Canada 2015-1 Class B Pass Through Trust equipment trust certificate 3.6% 9/15/2028 (c) |  | 66565 | 64479 |
| Air Canada 2015-2 Class AA Pass Through Trust equipment trust certificate 3.75% 6/15/2029 (c) |  | 18884 | 18221 |
| Air Canada 2017-1 Class AA Pass Through Trust equipment trust certificate 3.55% 7/15/2031 (c) |  | 23352 | 21699 |
| Air Canada 2017-1 Class AA Pass Through Trust equipment trust certificate 3.7% 7/15/2027 (c) |  | 42560 | 41947 |
| Air Canada 2017-1 Class AA Pass Through Trust Series 1AA, 3.3% 7/15/2031 (c) |  | 390312 | 362324 |
|  |  |  | 508670 |
| TOTAL INDUSTRIALS |  |  | 9255114 |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| CGI Inc 1.45% 9/14/2026  |  | 109000 | 104695 |
| Software - 0.0% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (c) |  | 370000 | 344360 |
| Open Text Corp 3.875% 2/15/2028 (c) |  | 490000 | 469375 |
| Open Text Corp 6.9% 12/1/2027 (c) |  | 970000 | 998956 |
|  |  |  | 1812691 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 1917386 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Methanex Corp 5.125% 10/15/2027  |  | 315000 | 312322 |
| Methanex Corp 5.25% 12/15/2029  |  | 50000 | 48495 |
| Methanex Corp 5.65% 12/1/2044  |  | 65000 | 49879 |
| NOVA Chemicals Corp 4.25% 5/15/2029 (c) |  | 27000 | 25813 |
| NOVA Chemicals Corp 5.25% 6/1/2027 (c) |  | 114000 | 113820 |
| NOVA Chemicals Corp 9% 2/15/2030 (c) |  | 270000 | 290689 |
| Nutrien Ltd 4.9% 3/27/2028  |  | 3135000 | 3167912 |
| Nutrien Ltd 4.9% 6/1/2043  |  | 1325000 | 1156555 |
| Nutrien Ltd 5.2% 6/21/2027  |  | 5775000 | 5844263 |
|  |  |  | 11009748 |
| Containers & Packaging - 0.0% |  |  |  |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC 6% 9/15/2028 (c) |  | 40000 | 39987 |
| Metals & Mining - 0.1% |  |  |  |
| Barrick North America Finance LLC 5.7% 5/30/2041  |  | 2830000 | 2763182 |
| Barrick North America Finance LLC 5.75% 5/1/2043  |  | 475000 | 465917 |
| Barrick PD Australia Finance Pty Ltd 5.95% 10/15/2039  |  | 1340000 | 1351435 |
| Capstone Copper Corp 6.75% 3/31/2033 (c) |  | 595000 | 594891 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (c) |  | 55000 | 54511 |
| Kinross Gold Corp 4.5% 7/15/2027  |  | 10910000 | 10888541 |
| Kinross Gold Corp 6.25% 7/15/2033  |  | 5585000 | 5887062 |
| New Gold Inc 6.875% 4/1/2032 (c) |  | 405000 | 413714 |
|  |  |  | 22419253 |
| TOTAL MATERIALS |  |  | 33468988 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Mattamy Group Corp 4.625% 3/1/2030 (c) |  | 1500000 | 1412070 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Fortis Inc/Canada 3.055% 10/4/2026  |  | 301000 | 294917 |
| Gas Utilities - 0.0% |  |  |  |
| Superior Plus LP / Superior General Partner Inc 4.5% 3/15/2029 (c) |  | 216000 | 205344 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Emera US Finance LP 2.639% 6/15/2031  |  | 1335000 | 1149510 |
| Emera US Finance LP 4.75% 6/15/2046  |  | 325000 | 262278 |
| TransAlta Corp 6.5% 3/15/2040  |  | 165000 | 150365 |
|  |  |  | 1562153 |
| Multi-Utilities - 0.0% |  |  |  |
| Algonquin Power & Utilities Corp 5.365% 6/15/2026 (f) |  | 3670000 | 3687440 |
| TOTAL UTILITIES |  |  | 5749854 |
| TOTAL CANADA |  |  | 144093160 |
| CHILE - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (e) |  | 350000 | 334863 |
| Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (c) |  | 200000 | 204375 |
| TOTAL CHILE |  |  | 539238 |
| COLOMBIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Ecopetrol SA 4.625% 11/2/2031  |  | 249000 | 205973 |
| Ecopetrol SA 6.875% 4/29/2030  |  | 1534000 | 1503320 |
| Ecopetrol SA 8.375% 1/19/2036  |  | 140000 | 133146 |
| Ecopetrol SA 8.625% 1/19/2029  |  | 3555000 | 3729195 |
| Ecopetrol SA 8.875% 1/13/2033  |  | 1200000 | 1221240 |
|  |  |  | 6792874 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Enfragen Energia Sur SA 5.375% 12/30/2030 (c) |  | 215000 | 185921 |
| TOTAL COLOMBIA |  |  | 6978795 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Ivanhoe Mine Ltd 7.875% 1/23/2030 (c) |  | 200000 | 194725 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 1.5% 1/27/2031 (e) | EUR | 275000 | 250705 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| EPH Financing International AS 6.651% 11/13/2028 (e) | EUR | 200000 | 244768 |
| TOTAL CZECH REPUBLIC |  |  | 495473 |
| DENMARK - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Carlsberg Breweries A/S 3.25% 2/28/2032 (e) | EUR | 525000 | 595274 |
| Tobacco - 0.0% |  |  |  |
| Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (e) | EUR | 250000 | 293081 |
| TOTAL CONSUMER STAPLES |  |  | 888355 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Danske Bank A/S 3.875% 1/9/2032 (d)(e) | EUR | 1590000 | 1860249 |
| Danske Bank A/S 4.613% 10/2/2030 (c)(d) |  | 412000 | 407504 |
| Danske Bank A/S 5.705% 3/1/2030 (c)(d) |  | 400000 | 412177 |
| Danske Bank A/S 6.259% 9/22/2026 (c)(d) |  | 3450000 | 3462999 |
| Jyske Bank A/S 3.625% 4/29/2031 (d)(e) | EUR | 425000 | 488444 |
| Jyske Bank A/S 5.125% 5/1/2035 (d)(e) | EUR | 369000 | 441043 |
|  |  |  | 7072416 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Novo Nordisk Finance Netherlands BV 3.625% 5/27/2037 (e) | EUR | 1125000 | 1283487 |
| TOTAL DENMARK |  |  | 9244258 |
| FINLAND - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (c) |  | 405000 | 421084 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Nordea Bank Abp 5.375% 9/22/2027 (c) |  | 400000 | 407439 |
| Nordea Bank Abp U.S. SOFR Index + 0.74%, 5.0815% 3/19/2027 (b)(c)(d) |  | 200000 | 200875 |
|  |  |  | 608314 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (e) | EUR | 200000 | 230649 |
| Citycon Treasury BV 5.375% 7/8/2031 (e) | EUR | 200000 | 231234 |
|  |  |  | 461883 |
| TOTAL FINLAND |  |  | 1491281 |
| FRANCE - 0.4%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Altice France SA 5.125% 7/15/2029 (c) |  | 350000 | 295334 |
| Iliad Holding SASU 7% 10/15/2028 (c) |  | 450000 | 457162 |
|  |  |  | 752496 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| RCI Banque SA 4.75% 3/24/2037 (d)(e) | EUR | 200000 | 227646 |
| RCI Banque SA 5.5% 10/9/2034 (d)(e) | EUR | 400000 | 477083 |
|  |  |  | 704729 |
| Consumer Staples - 0.0% |  |  |  |
| Personal Care Products - 0.0% |  |  |  |
| Opal Bidco SAS 6.5% 3/31/2032 (c) |  | 225000 | 224818 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (c) |  | 295000 | 307776 |
| Viridien 10% 10/15/2030 (c) |  | 200000 | 188734 |
|  |  |  | 496510 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  |  | 347000 | 222465 |
| TotalEnergies Capital International SA 3.461% 7/12/2049  |  | 500000 | 342000 |
| TotalEnergies Capital SA 5.275% 9/10/2054  |  | 330000 | 299725 |
| TotalEnergies Capital SA 5.488% 4/5/2054  |  | 450000 | 419976 |
| TotalEnergies Capital SA 5.638% 4/5/2064  |  | 1020000 | 953189 |
|  |  |  | 2237355 |
| TOTAL ENERGY |  |  | 2733865 |
| Financials - 0.4% |  |  |  |
| Banks - 0.4% |  |  |  |
| Banque Federative du Credit Mutuel SA 5.79% 7/13/2028 (c) |  | 1800000 | 1856221 |
| Banque Federative du Credit Mutuel SA U.S. SOFR Averages Index + 1.07%, 5.3573% 2/16/2028 (b)(c)(d) |  | 2000000 | 2008220 |
| BNP Paribas SA 1.904% 9/30/2028 (c)(d) |  | 400000 | 373809 |
| BNP Paribas SA 2.159% 9/15/2029 (c)(d) |  | 7570000 | 6947511 |
| BNP Paribas SA 2.219% 6/9/2026 (c)(d) |  | 9163000 | 9158310 |
| BNP Paribas SA 2.871% 4/19/2032 (c)(d) |  | 1500000 | 1323075 |
| BNP Paribas SA 3.052% 1/13/2031 (c)(d) |  | 6950000 | 6384683 |
| BNP Paribas SA 3.132% 1/20/2033 (c)(d) |  | 3670000 | 3205661 |
| BNP Paribas SA 3.945% 2/18/2037 (d)(e) | EUR | 1400000 | 1579377 |
| BNP Paribas SA 5.176% 1/9/2030 (c)(d) |  | 1920000 | 1943889 |
| BNP Paribas SA 5.497% 5/20/2030 (c)(d) |  | 285000 | 290406 |
| BNP Paribas SA 5.738% 2/20/2035 (c)(d) |  | 900000 | 916449 |
| BNP Paribas SA 5.786% 1/13/2033 (c)(d) |  | 18150000 | 18590887 |
| BNP Paribas SA 5.906% 11/19/2035 (c)(d) |  | 1945000 | 1933818 |
| BPCE SA 2.045% 10/19/2027 (c)(d) |  | 2670000 | 2570546 |
| BPCE SA 3.116% 10/19/2032 (c)(d) |  | 500000 | 429025 |
| BPCE SA 3.875% 1/11/2029 (e) | EUR | 6500000 | 7604901 |
| BPCE SA 4.25% 7/16/2035 (d)(e) | EUR | 200000 | 231656 |
| BPCE SA 4.75% 7/19/2027 (c) |  | 250000 | 251246 |
| BPCE SA 5.125% 1/18/2028 (c) |  | 541000 | 547766 |
| BPCE SA 5.281% 5/30/2029 (c) |  | 2000000 | 2040382 |
| BPCE SA 5.716% 1/18/2030 (c)(d) |  | 400000 | 408753 |
| BPCE SA 5.876% 1/14/2031 (c)(d) |  | 9300000 | 9560421 |
| BPCE SA 5.936% 5/30/2035 (c)(d) |  | 1305000 | 1321463 |
| BPCE SA 6.293% 1/14/2036 (c)(d) |  | 450000 | 467131 |
| BPCE SA 6.612% 10/19/2027 (c)(d) |  | 1055000 | 1078647 |
| BPCE SA 6.714% 10/19/2029 (c)(d) |  | 4540000 | 4776501 |
| BPCE SA 7.003% 10/19/2034 (c)(d) |  | 1731000 | 1875038 |
| Credit Agricole SA 4% 1/10/2033 (c)(d) |  | 261000 | 252369 |
| Credit Agricole SA 4.631% 9/11/2028 (c)(d) |  | 290000 | 288786 |
| Credit Agricole SA 5.862% 1/9/2036 (c)(d) |  | 945000 | 960046 |
| Credit Agricole SA 6.316% 10/3/2029 (c)(d) |  | 3655000 | 3821548 |
| Credit Agricole SA U.S. SOFR Index + 0.87%, 5.2135% 3/11/2027 (b)(c)(d) |  | 250000 | 250303 |
| Credit Agricole SA U.S. SOFR Index + 1.21%, 5.5535% 9/11/2028 (b)(c)(d) |  | 8400000 | 8424696 |
| Societe Generale SA 1.488% 12/14/2026 (c)(d) |  | 10614000 | 10414847 |
| Societe Generale SA 1.792% 6/9/2027 (c)(d) |  | 1500000 | 1452945 |
| Societe Generale SA 2.797% 1/19/2028 (c)(d) |  | 3156000 | 3046172 |
| Societe Generale SA 2.889% 6/9/2032 (c)(d) |  | 210000 | 182220 |
| Societe Generale SA 3.337% 1/21/2033 (c)(d) |  | 1105000 | 965278 |
| Societe Generale SA 4.75% 11/24/2025 (c) |  | 830000 | 829411 |
| Societe Generale SA 5.5% 4/13/2029 (c)(d) |  | 4316000 | 4368194 |
| Societe Generale SA 5.512% 5/22/2031 (c)(d) |  | 1050000 | 1057742 |
| Societe Generale SA 6.066% 1/19/2035 (c)(d) |  | 1052000 | 1067966 |
| Societe Generale SA 6.1% 4/13/2033 (c)(d) |  | 1520000 | 1563556 |
| Societe Generale SA 6.447% 1/12/2027 (c)(d) |  | 200000 | 201651 |
| Societe Generale SA 6.691% 1/10/2034 (c)(d) |  | 300000 | 316039 |
|  |  |  | 129139561 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Holding d'Infrastructures des Metiers de l'Environnement 0.625% 9/16/2028 (e) | EUR | 300000 | 309577 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| SPCM SA 3.125% 3/15/2027 (c) |  | 115000 | 110417 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Electricite de France SA 4.75% 10/12/2034 (e) | EUR | 200000 | 246226 |
| Electricite de France SA 5.5% 1/25/2035 (e) | GBP | 800000 | 1032410 |
| Electricite de France SA 6% 4/22/2064 (c) |  | 8200000 | 7623608 |
| Electricite de France SA 6.9% 5/23/2053 (c) |  | 390000 | 408576 |
|  |  |  | 9310820 |
| Multi-Utilities - 0.0% |  |  |  |
| Engie SA 3.875% 3/6/2036 (e) | EUR | 500000 | 577871 |
| Engie SA 4.25% 9/6/2034 (e) | EUR | 400000 | 476458 |
|  |  |  | 1054329 |
| TOTAL UTILITIES |  |  | 10365149 |
| TOTAL FRANCE |  |  | 144340612 |
| GERMANY - 0.4%  |  |  |  |
| Consumer Discretionary - 0.2% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch GmbH 4.375% 6/2/2043 (e) | EUR | 300000 | 347429 |
| Schaeffler AG 4.75% 8/14/2029 (e) | EUR | 500000 | 573380 |
| Schaeffler AG 5.375% 4/1/2031 (e) | EUR | 200000 | 230496 |
| ZF Europe Finance BV 4.75% 1/31/2029 (e) | EUR | 800000 | 866753 |
| ZF North America Capital Inc 6.875% 4/14/2028 (c) |  | 400000 | 396428 |
|  |  |  | 2414486 |
| Automobiles - 0.2% |  |  |  |
| BMW US Capital LLC 5.05% 3/21/2030 (c) |  | 8300000 | 8365570 |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.92%, 5.2612% 3/21/2028 (b)(c)(d) |  | 3000000 | 2996730 |
| Mercedes-Benz Finance North America LLC 4.75% 3/31/2028 (c) |  | 10000000 | 10009645 |
| Mercedes-Benz Finance North America LLC 4.8% 8/1/2029 (c) |  | 4000000 | 4000403 |
| Mercedes-Benz Finance North America LLC 4.9% 11/15/2027 (c) |  | 2100000 | 2111474 |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (c) |  | 541000 | 535640 |
| Volkswagen Group of America Finance LLC 5.05% 3/27/2028 (c) |  | 853000 | 852671 |
| Volkswagen Group of America Finance LLC 5.35% 3/27/2030 (c) |  | 6923000 | 6938889 |
| Volkswagen Group of America Finance LLC 5.65% 3/25/2032 (c) |  | 2855000 | 2860644 |
| Volkswagen Group of America Finance LLC 5.65% 9/12/2028 (c) |  | 4113000 | 4173698 |
| Volkswagen Group of America Finance LLC 5.8% 3/27/2035 (c) |  | 435000 | 430024 |
|  |  |  | 43275388 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 45689874 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| METRO AG 4% 3/5/2030 (e) | EUR | 375000 | 430818 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| Commerzbank AG 3.625% 1/14/2032 (d)(e) | EUR | 400000 | 457339 |
| Commerzbank AG 4.875% 10/16/2034 (d)(e) | EUR | 500000 | 590677 |
| Commerzbank AG 8.625% 2/28/2033 (d)(e) | GBP | 100000 | 143794 |
|  |  |  | 1191810 |
| Capital Markets - 0.1% |  |  |  |
| Deutsche Bank AG 6.125% 12/12/2030 (d)(e) | GBP | 1100000 | 1521497 |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d) |  | 700000 | 690207 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (d) |  | 3300000 | 3285482 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (d) |  | 945000 | 955691 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (d) |  | 2200000 | 2146921 |
| Deutsche Bank AG/New York NY 5.414% 5/10/2029  |  | 375000 | 385991 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (d) |  | 300000 | 313081 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (d) |  | 835000 | 883521 |
| Deutsche Bank AG/New York NY 7.079% 2/10/2034 (d) |  | 1760000 | 1848786 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (d) |  | 3400000 | 3480708 |
|  |  |  | 15511885 |
| Financial Services - 0.0% |  |  |  |
| KfW 0.125% 1/9/2032 (e) | EUR | 475000 | 460564 |
| KfW 0.375% 4/23/2030 (e) | EUR | 188000 | 194191 |
| KfW 0.75% 1/15/2029 (e) | EUR | 1950000 | 2104665 |
| KfW 1.125% 6/15/2037 (e) | EUR | 135000 | 124447 |
| KfW 2.75% 1/17/2035 (e) | EUR | 1125000 | 1269449 |
|  |  |  | 4153316 |
| Insurance - 0.0% |  |  |  |
| Allianz SE 5.6% 9/3/2054 (c)(d) |  | 800000 | 782940 |
| TOTAL FINANCIALS |  |  | 21639951 |
| Health Care - 0.1% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| Fresenius Medical Care US Finance III Inc 1.875% 12/1/2026 (c) |  | 660000 | 631023 |
| Pharmaceuticals - 0.1% |  |  |  |
| Bayer AG 4.625% 5/26/2033 (e) | EUR | 450000 | 538181 |
| Bayer US Finance II LLC 4.375% 12/15/2028 (c) |  | 19800000 | 19421965 |
| Bayer US Finance II LLC 4.4% 7/15/2044 (c) |  | 3231000 | 2420751 |
| Bayer US Finance II LLC 4.625% 6/25/2038 (c) |  | 570000 | 488877 |
| Bayer US Finance II LLC 4.875% 6/25/2048 (c) |  | 1930000 | 1516503 |
| Bayer US Finance LLC 6.125% 11/21/2026 (c) |  | 5400000 | 5478747 |
| Bayer US Finance LLC 6.375% 11/21/2030 (c) |  | 1740000 | 1831386 |
| Bayer US Finance LLC 6.5% 11/21/2033 (c) |  | 3036000 | 3161113 |
|  |  |  | 34857523 |
| TOTAL HEALTH CARE |  |  | 35488546 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.125% 6/5/2032 (e) | EUR | 875000 | 993638 |
| Machinery - 0.0% |  |  |  |
| Daimler Truck Finance North America LLC U.S. SOFR Index + 0.96%, 5.3037% 9/25/2027 (b)(c)(d) |  | 3000000 | 3001248 |
| TOTAL INDUSTRIALS |  |  | 3994886 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (i) | EUR | 100000 | 113545 |
| ACCENTRO 2 Wohneigentum GmbH 20% 6/30/2025 (i) | EUR | 100000 | 113545 |
| Accentro Real Estate AG 5.625% 2/13/2026 (e)(f) | EUR | 733500 | 308155 |
| LEG Immobilien SE 3.875% 1/20/2035 (e) | EUR | 300000 | 333308 |
| Sirius Real Estate Ltd 4% 1/22/2032 (e) | EUR | 500000 | 560015 |
|  |  |  | 1428568 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Amprion GmbH 3.125% 8/27/2030 (e) | EUR | 800000 | 910377 |
| Amprion GmbH 3.625% 5/21/2031 (e) | EUR | 200000 | 232130 |
| Amprion GmbH 3.875% 6/5/2036 (e) | EUR | 500000 | 569002 |
| EnBW International Finance BV 3.5% 7/22/2031 (e) | EUR | 800000 | 928809 |
| EnBW International Finance BV 3.75% 11/20/2035 (e) | EUR | 850000 | 967183 |
|  |  |  | 3607501 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| RWE Finance US LLC 5.875% 4/16/2034 (c) |  | 1229000 | 1247989 |
| Multi-Utilities - 0.0% |  |  |  |
| E.ON SE 3.5% 4/16/2033 (e) | EUR | 825000 | 944356 |
| TOTAL UTILITIES |  |  | 5799846 |
| TOTAL GERMANY |  |  | 114472489 |
| GUATEMALA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Millicom International Cellular SA 5.125% 1/15/2028 (c) |  | 346500 | 339137 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Cntl Amr Bottling Corp 5.25% 4/27/2029 (c) |  | 66000 | 63426 |
| TOTAL GUATEMALA |  |  | 402563 |
| HONG KONG - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Melco Resorts Finance Ltd 5.75% 7/21/2028 (e) |  | 900000 | 862299 |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| AIA Group Ltd 0.88% 9/9/2033 (d)(e) | EUR | 395000 | 413234 |
| Prudential Funding Asia PLC 2.95% 11/3/2033 (d)(e) |  | 2100000 | 1939785 |
| Prudential Funding Asia PLC 3.125% 4/14/2030  |  | 290000 | 272321 |
|  |  |  | 2625340 |
| TOTAL HONG KONG |  |  | 3487639 |
| HUNGARY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (c) |  | 200000 | 203100 |
| INDIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Indian Railway Finance Corp Ltd 3.57% 1/21/2032 (c) |  | 1010000 | 914555 |
| Power Finance Corp Ltd 1.841% 9/21/2028 (e) | EUR | 2400000 | 2576018 |
| Power Finance Corp Ltd 6.15% 12/6/2028 (c) |  | 3050000 | 3158489 |
|  |  |  | 6649062 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| IRB Infrastructure Developers Ltd 7.11% 3/11/2032 (e) |  | 900000 | 890855 |
| Electrical Equipment - 0.0% |  |  |  |
| Diamond II Ltd 7.95% 7/28/2026 (e) |  | 900000 | 904230 |
| TOTAL INDUSTRIALS |  |  | 1795085 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Continuum Energy Aura Pte Ltd 9.5% 2/24/2027 (e) |  | 900000 | 922833 |
| Greenko Wind Projects Mauritius Ltd 7.25% 9/27/2028 (e) |  | 900000 | 890100 |
| India Clean Energy Holdings 4.5% 4/18/2027 (e) |  | 900000 | 851625 |
|  |  |  | 2664558 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Continuum Green Energy India Pvt / Co-Issuers 7.5% 6/26/2033 (e) |  | 879525 | 903340 |
| Greenko Dutch BV 3.85% 3/29/2026 (c) |  | 176000 | 172260 |
| ReNew Pvt Ltd 5.875% 3/5/2027 (e) |  | 900000 | 886050 |
|  |  |  | 1961650 |
| TOTAL UTILITIES |  |  | 4626208 |
| TOTAL INDIA |  |  | 13070355 |
| INDONESIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Medco Cypress Tree Pte Ltd 8.625% 5/19/2030 (e) |  | 900000 | 904950 |
| Pertamina Persero PT 3.1% 8/27/2030 (c) |  | 200000 | 182000 |
|  |  |  | 1086950 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 6.53% 11/15/2028 (c) |  | 1950000 | 2037750 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 1.875% 11/5/2031 (c) | EUR | 1500000 | 1467933 |
| Star Energy Geothermal Wayang Windu Ltd 6.75% 4/24/2033 (e) |  | 616050 | 616435 |
|  |  |  | 2084368 |
| TOTAL INDONESIA |  |  | 5209068 |
| IRELAND - 0.2%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Flutter Treasury DAC 5.875% 6/4/2031 (c)(r) |  | 370000 | 371850 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| AIB Group PLC 5.32% 5/15/2031 (c)(d) |  | 200000 | 201763 |
| AIB Group PLC 6.608% 9/13/2029 (c)(d) |  | 400000 | 420743 |
| Bank of Ireland Group PLC 5.601% 3/20/2030 (c)(d) |  | 665000 | 679082 |
| Bank of Ireland Group PLC 6.253% 9/16/2026 (c)(d) |  | 285000 | 286053 |
|  |  |  | 1587641 |
| Consumer Finance - 0.1% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  |  | 15349000 | 14876166 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  |  | 11894000 | 11227533 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  |  | 4640000 | 4120125 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027  |  | 4098000 | 4007469 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026  |  | 4282000 | 4268343 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 7/15/2025  |  | 4320000 | 4321859 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.95% 3/10/2055 (d) |  | 150000 | 153856 |
|  |  |  | 42975351 |
| Financial Services - 0.0% |  |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (c) |  | 425000 | 422471 |
| GGAM Finance Ltd 6.875% 4/15/2029 (c) |  | 145000 | 147710 |
| GGAM Finance Ltd 7.75% 5/15/2026 (c) |  | 265000 | 267547 |
| GGAM Finance Ltd 8% 2/15/2027 (c) |  | 510000 | 524783 |
|  |  |  | 1362511 |
| TOTAL FINANCIALS |  |  | 45925503 |
| Industrials - 0.1% |  |  |  |
| Passenger Airlines - 0.0% |  |  |  |
| SMBC Aviation Capital Finance DAC 5.7% 7/25/2033 (c) |  | 2365000 | 2389128 |
| Transportation Infrastructure - 0.1% |  |  |  |
| Avolon Holdings Funding Ltd 2.125% 2/21/2026 (c) |  | 241000 | 235559 |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (c) |  | 19073000 | 17977732 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (c) |  | 3477000 | 3453573 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (c) |  | 2033000 | 2025747 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (c) |  | 1953000 | 1953352 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (c) |  | 93000 | 93118 |
| Avolon Holdings Funding Ltd 5.75% 11/15/2029 (c) |  | 2325000 | 2364782 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (c) |  | 848000 | 863404 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (c) |  | 6970000 | 7215255 |
| DAA Finance PLC 1.554% 6/7/2028 (e) | EUR | 3200000 | 3530068 |
|  |  |  | 39712590 |
| TOTAL INDUSTRIALS |  |  | 42101718 |
| TOTAL IRELAND |  |  | 88399071 |
| ISRAEL - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Energean PLC 6.5% 4/30/2027 (c) |  | 190000 | 185725 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  |  | 1001000 | 1009953 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  |  | 742000 | 749381 |
|  |  |  | 1759334 |
| TOTAL ISRAEL |  |  | 1945059 |
| ITALY - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Eni SpA 5.75% 5/19/2035 (c) |  | 700000 | 700972 |
| Eni SpA 5.95% 5/15/2054 (c) |  | 1360000 | 1272689 |
| Eni USA Inc 7.3% 11/15/2027  |  | 14000 | 14827 |
|  |  |  | 1988488 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Intesa Sanpaolo SpA 4.95% 6/1/2042 (c)(d) |  | 468000 | 368823 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (c) |  | 10048000 | 10070895 |
| Intesa Sanpaolo SpA 6.625% 6/20/2033 (c) |  | 465000 | 495207 |
| Intesa Sanpaolo SpA 7.2% 11/28/2033 (c) |  | 865000 | 955111 |
| UniCredit SpA 1.982% 6/3/2027 (c)(d) |  | 200000 | 194216 |
| UniCredit SpA 3.127% 6/3/2032 (c)(d) |  | 2515000 | 2247761 |
|  |  |  | 14332013 |
| Health Care - 0.0% |  |  |  |
| Health Care Providers & Services - 0.0% |  |  |  |
| Kedrion SpA 6.5% 9/1/2029 (c) |  | 989000 | 951255 |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| Fibercop SpA 6.375% 11/15/2033 (c) |  | 275000 | 265375 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Enel Finance International NV 2.5% 7/12/2031 (c)(f) |  | 5974000 | 5171959 |
| Enel Finance International NV 4.5% 2/20/2043 (e) | EUR | 495000 | 568738 |
| Enel Finance International NV 5.125% 6/26/2029 (c) |  | 7130000 | 7218397 |
| Enel Finance International NV 5.5% 6/26/2034 (c) |  | 1160000 | 1161532 |
| Enel Finance International NV 7.5% 10/14/2032 (c) |  | 217000 | 244192 |
| Enel SpA 3.375% (d)(e)(s) | EUR | 335000 | 380356 |
|  |  |  | 14745174 |
| Gas Utilities - 0.0% |  |  |  |
| Snam SpA 5% 5/28/2030 (c) |  | 3930000 | 3924730 |
| Snam SpA 5.75% 5/28/2035 (c) |  | 5746000 | 5751725 |
|  |  |  | 9676455 |
| TOTAL UTILITIES |  |  | 24421629 |
| TOTAL ITALY |  |  | 41958760 |
| JAMAICA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Digicel Group Holdings Ltd 0% 12/31/2030 (c)(h)(i) |  | 151934 | 6229 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US 12% 5/25/2027 pay-in-kind (d) |  | 730710 | 732537 |
| Digicel Midco Ltd / Difl US II LLC 10.5% 11/25/2028 pay-in-kind (d) |  | 2259992 | 2189367 |
| TOTAL JAMAICA |  |  | 2928133 |
| JAPAN - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| NTT Finance Corp 5.136% 7/2/2031 (c) |  | 250000 | 254481 |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| Rakuten Group Inc 9.75% 4/15/2029 (e) |  | 900000 | 962843 |
| Consumer Staples - 0.0% |  |  |  |
| Tobacco - 0.0% |  |  |  |
| Japan Tobacco Inc 5.856% 6/15/2035 (c) |  | 955000 | 984664 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (d) |  | 465000 | 449058 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (d) |  | 11700000 | 11885837 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (d) |  | 2350000 | 2398021 |
| Mitsubishi UFJ Financial Group Inc 5.475% 2/22/2031 (d) |  | 400000 | 410835 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (d) |  | 3000000 | 3061393 |
| Mizuho Financial Group Inc 5.748% 7/6/2034 (d) |  | 200000 | 205659 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (d) |  | 1765000 | 1822548 |
| Norinchukin Bank/The 5.094% 10/16/2029 (c) |  | 10000000 | 10032027 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  |  | 10000000 | 10210609 |
| Sumitomo Mitsui Financial Group Inc 5.316% 7/9/2029  |  | 6100000 | 6252111 |
| Sumitomo Mitsui Financial Group Inc 5.424% 7/9/2031  |  | 1500000 | 1541330 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  |  | 200000 | 205301 |
| Sumitomo Mitsui Financial Group Inc 5.716% 9/14/2028  |  | 405000 | 419229 |
| Sumitomo Mitsui Financial Group Inc 5.766% 1/13/2033  |  | 200000 | 208010 |
| Sumitomo Mitsui Trust Bank Ltd 5.65% 3/9/2026 (c) |  | 1820000 | 1835718 |
|  |  |  | 50937686 |
| Capital Markets - 0.0% |  |  |  |
| Nomura Holdings Inc 2.608% 7/14/2031  |  | 1155000 | 1004912 |
| Nomura Holdings Inc U.S. SOFR Index + 1.25%, 5.5948% 7/2/2027 (b)(d) |  | 3000000 | 3021442 |
|  |  |  | 4026354 |
| TOTAL FINANCIALS |  |  | 54964040 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  |  | 1600000 | 1417548 |
| Takeda Pharmaceutical Co Ltd 3.025% 7/9/2040  |  | 2260000 | 1648014 |
| Takeda Pharmaceutical Co Ltd 3.175% 7/9/2050  |  | 308000 | 195217 |
| Takeda Pharmaceutical Co Ltd 5.65% 7/5/2044  |  | 292000 | 282326 |
|  |  |  | 3543105 |
| TOTAL JAPAN |  |  | 60709133 |
| KAZAKHSTAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| KazMunayGas National Co JSC 3.5% 4/14/2033 (c) |  | 670000 | 562592 |
| KazMunayGas National Co JSC 5.375% 4/24/2030 (e) |  | 200000 | 197369 |
| TOTAL KAZAKHSTAN |  |  | 759961 |
| KOREA (SOUTH) - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Korea National Oil Corp 4.875% 4/3/2029 (c) |  | 300000 | 303258 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Export-Import Bank of Korea 5.125% 1/11/2033  |  | 515000 | 523822 |
| Korea Development Bank/The 3% 1/13/2026  |  | 13000000 | 12878501 |
|  |  |  | 13402323 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Kraton Corp 5% 7/15/2027 (c) |  | 3000000 | 3027547 |
| TOTAL KOREA (SOUTH) |  |  | 16733128 |
| LUXEMBOURG - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Altice Financing SA 5% 1/15/2028 (c) |  | 135000 | 105702 |
| Altice Financing SA 5.75% 8/15/2029 (c) |  | 2439000 | 1864232 |
| Altice Financing SA 9.625% 7/15/2027 (c) |  | 65000 | 57076 |
|  |  |  | 2027010 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Intelsat Jackson Holdings SA 6.5% 3/15/2030 (c) |  | 620000 | 609701 |
| Intelsat Jackson Holdings SA 9.75% (c)(i)(t) |  | 5500000 | 0 |
|  |  |  | 609701 |
| TOTAL COMMUNICATION SERVICES |  |  | 2636711 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind  | EUR | 3716100 | 1241572 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Alpha Trains Finance SA 2.064% 6/30/2030 (e) | EUR | 950000 | 1077641 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| INEOS Finance PLC 7.5% 4/15/2029 (c) |  | 250000 | 245413 |
| Real Estate - 0.0% |  |  |  |
| Industrial REITs - 0.0% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (e) | EUR | 200000 | 234575 |
| Real Estate Management & Development - 0.0% |  |  |  |
| Blackstone Property Partners Europe Holdings Sarl 1% 5/4/2028 (e) | EUR | 2135000 | 2278977 |
| Blackstone Property Partners Europe Holdings Sarl 2.625% 10/20/2028 (e) | GBP | 350000 | 432430 |
| Logicor Financing Sarl 0.875% 1/14/2031 (e) | EUR | 400000 | 389421 |
| Logicor Financing Sarl 4.25% 7/18/2029 (e) | EUR | 600000 | 700352 |
| P3 Group Sarl 4% 4/19/2032 (e) | EUR | 400000 | 456321 |
|  |  |  | 4257501 |
| TOTAL REAL ESTATE |  |  | 4492076 |
| TOTAL LUXEMBOURG |  |  | 9693413 |
| MACAU - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| MGM China Holdings Ltd 7.125% 6/26/2031 (e) |  | 900000 | 917681 |
| Sands China Ltd 5.4% 8/8/2028 (f) |  | 1379000 | 1373398 |
| Studio City Finance Ltd 5% 1/15/2029 (e) |  | 900000 | 813083 |
| Wynn Macau Ltd 5.5% 1/15/2026 (c) |  | 1125000 | 1119375 |
| Wynn Macau Ltd 5.625% 8/26/2028 (e) |  | 900000 | 867598 |
| TOTAL MACAU |  |  | 5091135 |
| MAURITIUS - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Flourishing Trade & Investment Ltd 11.035% 4/2/2028 (c)(i) |  | 1170000 | 1193400 |
| MEXICO - 0.3%  |  |  |  |
| Energy - 0.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| FEL Energy VI SARL 5.75% 12/1/2040 (c) |  | 173454 | 160601 |
| Petroleos Mexicanos 10% 2/7/2033  |  | 588000 | 606222 |
| Petroleos Mexicanos 2.75% 4/21/2027 (e) | EUR | 800000 | 858400 |
| Petroleos Mexicanos 4.875% 2/21/2028 (e) | EUR | 253000 | 278076 |
| Petroleos Mexicanos 5.35% 2/12/2028  |  | 90000 | 84960 |
| Petroleos Mexicanos 5.95% 1/28/2031  |  | 5652000 | 4885589 |
| Petroleos Mexicanos 6.35% 2/12/2048  |  | 218000 | 141918 |
| Petroleos Mexicanos 6.5% 1/23/2029  |  | 990000 | 944252 |
| Petroleos Mexicanos 6.5% 3/13/2027  |  | 32897000 | 32290709 |
| Petroleos Mexicanos 6.7% 2/16/2032  |  | 6035000 | 5388652 |
| Petroleos Mexicanos 6.75% 9/21/2047  |  | 11150000 | 7541860 |
| Petroleos Mexicanos 6.84% 1/23/2030  |  | 2867000 | 2680502 |
| Petroleos Mexicanos 6.875% 8/4/2026  |  | 176000 | 174398 |
| Petroleos Mexicanos 7.5% 3/20/2026 (c)(i) |  | 1392000 | 1366248 |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 24510000 | 18049164 |
| Petroleos Mexicanos 8.75% 6/2/2029  |  | 751000 | 760155 |
|  |  |  | 76211706 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands 5.875% 5/7/2030 (c) |  | 200000 | 200826 |
| Industrials - 0.0% |  |  |  |
| Passenger Airlines - 0.0% |  |  |  |
| Mexico City Airport Trust 4.25% 10/31/2026 (c) |  | 4270000 | 4205950 |
| Mexico City Airport Trust 5.5% 10/31/2046 (c) |  | 1092000 | 876022 |
| Mexico City Airport Trust 5.5% 7/31/2047 (c) |  | 3767000 | 2997892 |
|  |  |  | 8079864 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Southern Copper Corp 5.875% 4/23/2045  |  | 455000 | 431426 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Comision Federal de Electricidad 3.348% 2/9/2031 (c) |  | 549000 | 473513 |
| Comision Federal de Electricidad 4.688% 5/15/2029 (c) |  | 2277000 | 2202998 |
| Comision Federal de Electricidad 6.45% 1/24/2035 (c) |  | 227000 | 218033 |
|  |  |  | 2894544 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25% 1/31/2041 (c) |  | 355942 | 351225 |
| Saavi Energia Sarl 8.875% 2/10/2035 (c) |  | 470000 | 478460 |
|  |  |  | 829685 |
| TOTAL UTILITIES |  |  | 3724229 |
| TOTAL MEXICO |  |  | 88648051 |
| MOROCCO - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| OCP SA 3.75% 6/23/2031 (c) |  | 269000 | 237250 |
| OCP SA 6.7% 3/1/2036 (c) |  | 200000 | 196462 |
| OCP SA 6.75% 5/2/2034 (c) |  | 2395000 | 2421345 |
| OCP SA 7.5% 5/2/2054 (c) |  | 290000 | 282646 |
| TOTAL MOROCCO |  |  | 3137703 |
| MULTI-NATIONAL - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Corp Andina de Fomento 5% 1/24/2029  |  | 745000 | 759780 |
| European Investment Bank 0.625% 1/22/2029 (e) | EUR | 3050000 | 3273523 |
| TOTAL MULTI-NATIONAL |  |  | 4033303 |
| NETHERLANDS - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Koninklijke KPN NV 3.875% 2/16/2036 (e) | EUR | 200000 | 229406 |
| Media - 0.0% |  |  |  |
| VZ Secured Financing BV 5% 1/15/2032 (c) |  | 2441000 | 2110091 |
| Ziggo BV 4.875% 1/15/2030 (c) |  | 115000 | 104953 |
|  |  |  | 2215044 |
| TOTAL COMMUNICATION SERVICES |  |  | 2444450 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| REWE International Finance BV 4.875% 9/13/2030 (e) | EUR | 200000 | 243703 |
| Food Products - 0.0% |  |  |  |
| JDE Peet's NV 0.5% 1/16/2029 (e) | EUR | 5000000 | 5200975 |
| Viterra Finance BV 3.2% 4/21/2031 (c) |  | 200000 | 181673 |
|  |  |  | 5382648 |
| TOTAL CONSUMER STAPLES |  |  | 5626351 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| ABN AMRO Bank NV 2.47% 12/13/2029 (c)(d) |  | 1000000 | 922416 |
| ABN AMRO Bank NV 3.875% 1/15/2032 (e) | EUR | 600000 | 699984 |
| ABN AMRO Bank NV 4.988% 12/3/2028 (c)(d) |  | 1100000 | 1107489 |
| ABN AMRO Bank NV 6.339% 9/18/2027 (c)(d) |  | 3400000 | 3464254 |
| ABN AMRO Bank NV 6.575% 10/13/2026 (c)(d) |  | 4600000 | 4628121 |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (e) | EUR | 1000000 | 1013054 |
| Cooperatieve Rabobank UA 3.649% 4/6/2028 (c)(d) |  | 665000 | 653843 |
| Cooperatieve Rabobank UA 4.375% 8/4/2025  |  | 7713000 | 7702987 |
| Cooperatieve Rabobank UA/NY U.S. SOFR Averages Index + 0.62%, 4.9008% 8/28/2026 (b)(d) |  | 6350000 | 6370384 |
| ING Groep NV 1.726% 4/1/2027 (d) |  | 5935000 | 5792831 |
| ING Groep NV 3% 8/17/2031 (d)(e) | EUR | 2600000 | 2917547 |
| ING Groep NV 4.5% 5/23/2029 (d)(e) | EUR | 700000 | 832759 |
| ING Groep NV 4.858% 3/25/2029 (d) |  | 3900000 | 3915425 |
| ING Groep NV 5.335% 3/19/2030 (d) |  | 200000 | 203860 |
|  |  |  | 40224954 |
| Industrials - 0.0% |  |  |  |
| Trading Companies & Distributors - 0.0% |  |  |  |
| IMCD NV 2.125% 3/31/2027 (e) | EUR | 4400000 | 4946140 |
| Information Technology - 0.0% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.5% 5/11/2031  |  | 162000 | 140211 |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  |  | 216000 | 184040 |
|  |  |  | 324251 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| TenneT Holding BV 4.75% 10/28/2042 (e) | EUR | 450000 | 556394 |
| TOTAL NETHERLANDS |  |  | 54122540 |
| NEW ZEALAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| ASB Bank Ltd 2.375% 10/22/2031 (c) |  | 200000 | 173327 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 7.875% 5/29/2030 (c) |  | 200000 | 197250 |
| NORWAY - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Seadrill Finance Ltd 8.375% 8/1/2030 (c) |  | 305000 | 298820 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Aker BP ASA 3.1% 7/15/2031 (c) |  | 7295000 | 6356021 |
| Aker BP ASA 5.8% 10/1/2054 (c) |  | 180000 | 157538 |
| Equinor ASA 3.7% 4/6/2050  |  | 920000 | 670360 |
| Equinor ASA 3.95% 5/15/2043  |  | 300000 | 241690 |
| Var Energi ASA 5% 5/18/2027 (c) |  | 5410000 | 5419226 |
|  |  |  | 12844835 |
| TOTAL ENERGY |  |  | 13143655 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| DNB Bank ASA 0.25% 2/23/2029 (d)(e) | EUR | 300000 | 318438 |
| DNB Bank ASA 3% 11/29/2030 (d)(e) | EUR | 400000 | 454565 |
| DNB Bank ASA 4.853% 11/5/2030 (c)(d) |  | 900000 | 903983 |
|  |  |  | 1676986 |
| TOTAL NORWAY |  |  | 14820641 |
| PANAMA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (c) |  | 190000 | 186259 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (c) |  | 245000 | 243819 |
| TOTAL PANAMA |  |  | 430078 |
| PARAGUAY - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Bioceanico Sovereign Certificate Ltd 0% 6/5/2034 (c)(h) |  | 118768 | 93238 |
| POLAND - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| ORLEN SA 6% 1/30/2035 (c) |  | 352000 | 355744 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| GTC Aurora Luxembourg SA 2.25% 6/23/2026 (e) | EUR | 775000 | 799131 |
| TOTAL POLAND |  |  | 1154875 |
| PORTUGAL - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| Fidelidade - Co De Seguros SA/Portugal 4.25% 9/4/2031 (d)(e) | EUR | 500000 | 569579 |
| QATAR - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| Nakilat Inc 6.067% 12/31/2033 (c) |  | 512773 | 533582 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Saudi Arabian Oil Co 5.25% 7/17/2034 (c) |  | 3000000 | 2984160 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (c) |  | 3525000 | 3453619 |
| TMS Issuer Sarl 5.78% 8/23/2032 (e) |  | 1160000 | 1191175 |
|  |  |  | 4644794 |
| TOTAL SAUDI ARABIA |  |  | 7628954 |
| SINGAPORE - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Puma International Financing SA 7.75% 4/25/2029 (e) |  | 900000 | 915345 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Project Infinity 5% 9/13/2027 (i) |  | 460557 | 460557 |
| TOTAL SINGAPORE |  |  | 1375902 |
| SLOVENIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| United Group BV 3.625% 2/15/2028 (e) | EUR | 2000000 | 2221235 |
| United Group BV 5.25% 2/1/2030 (c) | EUR | 2900000 | 3277560 |
| TOTAL SLOVENIA |  |  | 5498795 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Sasol Financing USA LLC 4.375% 9/18/2026  |  | 810000 | 789750 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Eskom Holdings SOC Ltd 6.35% 8/10/2028 (c) |  | 1298000 | 1296378 |
| Eskom Holdings SOC Ltd 6.35% 8/10/2028 (e) |  | 213000 | 212734 |
| Eskom Holdings SOC Ltd 8.45% 8/10/2028 (e) |  | 3699000 | 3821529 |
| Eskom Holdings SOC Ltd 8.45% 8/10/2028 (c) |  | 671000 | 693227 |
|  |  |  | 6023868 |
| TOTAL SOUTH AFRICA |  |  | 6813618 |
| SPAIN - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Cellnex Telecom SA 1.75% 10/23/2030 (e) | EUR | 5500000 | 5823079 |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 5.381% 3/13/2029  |  | 1800000 | 1842697 |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (d) |  | 800000 | 817692 |
| Banco Santander SA 3.49% 5/28/2030  |  | 1000000 | 937505 |
| Banco Santander SA 4.175% 3/24/2028 (d) |  | 8000000 | 7924608 |
| Banco Santander SA 5.365% 7/15/2028 (d) |  | 4000000 | 4060247 |
| Banco Santander SA 5.439% 7/15/2031  |  | 4400000 | 4518924 |
| Banco Santander SA 5.538% 3/14/2030 (d) |  | 2000000 | 2047017 |
| Banco Santander SA 5.552% 3/14/2028 (d) |  | 8400000 | 8501145 |
| Banco Santander SA 5.588% 8/8/2028  |  | 1400000 | 1439158 |
| Banco Santander SA 6.033% 1/17/2035  |  | 1000000 | 1038858 |
| CaixaBank SA 3.625% 9/19/2032 (d)(e) | EUR | 900000 | 1031695 |
| CaixaBank SA 5.673% 3/15/2030 (c)(d) |  | 840000 | 862719 |
| CaixaBank SA 6.684% 9/13/2027 (c)(d) |  | 265000 | 271112 |
|  |  |  | 35293377 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Grifols SA 4.75% 10/15/2028 (c) |  | 55000 | 52319 |
| Grifols SA 7.5% 5/1/2030 (e) | EUR | 738000 | 880904 |
|  |  |  | 933223 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Werfen SA/Spain 4.625% 6/6/2028 (e) | EUR | 400000 | 474889 |
| TOTAL HEALTH CARE |  |  | 1408112 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Abertis Infraestructuras SA 3.375% 11/27/2026 (e) | GBP | 500000 | 656796 |
| TOTAL SPAIN |  |  | 43181364 |
| SWEDEN - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Asmodee Group AB 3 month EURIBOR + 3.75%, 6.251% 12/15/2029 (b)(c)(d) | EUR | 470588 | 538436 |
| Asmodee Group AB 5.75% 12/15/2029 (c) | EUR | 1120000 | 1333572 |
|  |  |  | 1872008 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Svenska Handelsbanken AB 5.5% 6/15/2028 (c) |  | 943000 | 969260 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden AB 4.375% 3/6/2027 (e) | EUR | 800000 | 872687 |
| Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (e) | EUR | 400000 | 405356 |
|  |  |  | 1278043 |
| TOTAL SWEDEN |  |  | 4119311 |
| SWITZERLAND - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Capital Markets - 0.1% |  |  |  |
| Credit Suisse USA LLC 7.125% 7/15/2032  |  | 25000 | 27968 |
| UBS Group AG 1.305% 2/2/2027 (c)(d) |  | 500000 | 488433 |
| UBS Group AG 2.125% 11/15/2029 (d)(e) | GBP | 700000 | 858729 |
| UBS Group AG 3.091% 5/14/2032 (c)(d) |  | 9800000 | 8772894 |
| UBS Group AG 3.126% 8/13/2030 (c)(d) |  | 2640000 | 2466904 |
| UBS Group AG 3.869% 1/12/2029 (c)(d) |  | 900000 | 880959 |
| UBS Group AG 4.125% 6/9/2033 (d)(e) | EUR | 460000 | 542181 |
| UBS Group AG 4.194% 4/1/2031 (c)(d) |  | 12540000 | 12152464 |
| UBS Group AG 4.282% 1/9/2028 (c) |  | 430000 | 425487 |
| UBS Group AG 4.55% 4/17/2026  |  | 3490000 | 3488772 |
| UBS Group AG 4.75% 3/17/2032 (d)(e) | EUR | 1880000 | 2295486 |
| UBS Group AG 4.751% 5/12/2028 (c)(d) |  | 937000 | 938079 |
| UBS Group AG 5.617% 9/13/2030 (c)(d) |  | 530000 | 545853 |
| UBS Group AG 6.246% 9/22/2029 (c)(d) |  | 10600000 | 11090783 |
|  |  |  | 44974992 |
| Insurance - 0.0% |  |  |  |
| Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (d)(e) |  | 3225000 | 3212906 |
| Swiss Re Finance Luxembourg SA 5% 4/2/2049 (c)(d) |  | 1200000 | 1183614 |
| Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (d)(e) |  | 900000 | 780660 |
|  |  |  | 5177180 |
| TOTAL FINANCIALS |  |  | 50152172 |
| Materials - 0.0% |  |  |  |
| Construction Materials - 0.0% |  |  |  |
| Holcim Finance US LLC 4.7% 4/7/2028 (c) |  | 3000000 | 3015345 |
| Holcim Finance US LLC 5% 4/7/2030 (c) |  | 8000000 | 8051358 |
|  |  |  | 11066703 |
| Containers & Packaging - 0.0% |  |  |  |
| SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (e) | EUR | 200000 | 230392 |
| TOTAL MATERIALS |  |  | 11297095 |
| TOTAL SWITZERLAND |  |  | 61449267 |
| TAIWAN - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |  |
| TSMC Arizona Corp 2.5% 10/25/2031  |  | 702000 | 620694 |
| TANZANIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (c) |  | 365000 | 371033 |
| TURKEY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| TC Ziraat Bankasi AS 7.25% 2/4/2030 (c) |  | 207000 | 206087 |
| Capital Markets - 0.0% |  |  |  |
| Turkiye Varlik Fonu Yonetimi AS 8.25% 2/14/2029 (e) |  | 200000 | 206875 |
| TOTAL TURKEY |  |  | 412962 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Adnoc Murban Rsc Ltd 4.25% 9/11/2029 (c) |  | 3800000 | 3743000 |
| Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (e) |  | 442290 | 387888 |
|  |  |  | 4130888 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DP World Ltd/United Arab Emirates 2.375% 9/25/2026 (c) | EUR | 1430000 | 1612328 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| Abu Dhabi National Energy Co PJSC 4.375% 10/9/2031 (c) |  | 11000000 | 10699700 |
| TOTAL UNITED ARAB EMIRATES |  |  | 16442916 |
| UNITED KINGDOM - 0.9%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Connect Finco Sarl / Connect Us Finco LLC 9% 9/15/2029 (c) |  | 160000 | 152479 |
| Virgin Media Finance PLC 5% 7/15/2030 (c) |  | 270000 | 244842 |
|  |  |  | 397321 |
| Media - 0.0% |  |  |  |
| RELX Capital Inc 5.25% 3/27/2035  |  | 3400000 | 3414582 |
| Virgin Media Secured Finance PLC 4.25% 1/15/2030 (e) | GBP | 2800000 | 3447195 |
| Virgin Media Secured Finance PLC 5.5% 5/15/2029 (c) |  | 175000 | 170185 |
|  |  |  | 7031962 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Vmed O2 UK Financing I PLC 4% 1/31/2029 (e) | GBP | 1470000 | 1848399 |
| Vmed O2 UK Financing I PLC 4.25% 1/31/2031 (c) |  | 495000 | 447963 |
| Vodafone Group PLC 4.875% 10/3/2078 (d)(e) | GBP | 600000 | 806389 |
| Vodafone Group PLC 5.75% 6/28/2054  |  | 350000 | 327620 |
|  |  |  | 3430371 |
| TOTAL COMMUNICATION SERVICES |  |  | 10859654 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Macquarie Airfinance Holdings Ltd 5.15% 3/17/2030 (c) |  | 185000 | 182225 |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (c) |  | 35000 | 36189 |
| Macquarie Airfinance Holdings Ltd 8.125% 3/30/2029 (c) |  | 100000 | 104647 |
|  |  |  | 323061 |
| Broadline Retail - 0.0% |  |  |  |
| John Lewis PLC 4.25% 12/18/2034 (e) | GBP | 350000 | 373314 |
| Marks & Spencer PLC 4.5% 7/10/2027 (e)(f) | GBP | 1000000 | 1300090 |
|  |  |  | 1673404 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| InterContinental Hotels Group PLC 3.375% 10/8/2028 (e) | GBP | 485000 | 618559 |
| Whitbread Group PLC 2.375% 5/31/2027 (e) | GBP | 720000 | 917421 |
|  |  |  | 1535980 |
| Household Durables - 0.0% |  |  |  |
| Berkeley Group PLC/The 2.5% 8/11/2031 (e) | GBP | 1015000 | 1116454 |
| Specialty Retail - 0.0% |  |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (c) |  | 200000 | 200538 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 4849437 |
| Consumer Staples - 0.2% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Diageo Investment Corp 5.625% 4/15/2035  |  | 2915000 | 2992108 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Bellis Acquisition Co PLC 8.125% 5/14/2030 (e) | GBP | 190000 | 238717 |
| Bellis Finco PLC 4% 2/16/2027 (c) | GBP | 9000000 | 11792681 |
|  |  |  | 12031398 |
| Tobacco - 0.2% |  |  |  |
| BAT Capital Corp 2.125% 8/15/2025 (e) | GBP | 124000 | 166008 |
| BAT Capital Corp 2.259% 3/25/2028  |  | 1008000 | 947866 |
| BAT Capital Corp 3.557% 8/15/2027  |  | 2939000 | 2874608 |
| BAT Capital Corp 3.734% 9/25/2040  |  | 272000 | 208594 |
| BAT Capital Corp 4.39% 8/15/2037  |  | 4806000 | 4227868 |
| BAT Capital Corp 4.54% 8/15/2047  |  | 5000 | 3947 |
| BAT Capital Corp 4.7% 4/2/2027  |  | 425000 | 425865 |
| BAT Capital Corp 4.758% 9/6/2049  |  | 1895000 | 1521359 |
| BAT Capital Corp 5.282% 4/2/2050  |  | 662000 | 570084 |
| BAT Capital Corp 5.35% 8/15/2032  |  | 2850000 | 2878715 |
| BAT Capital Corp 5.625% 8/15/2035  |  | 1240000 | 1242412 |
| BAT Capital Corp 5.65% 3/16/2052  |  | 1947000 | 1761008 |
| BAT Capital Corp 5.834% 2/20/2031  |  | 1290000 | 1344040 |
| BAT Capital Corp 6.25% 8/15/2055  |  | 69000 | 68006 |
| BAT Capital Corp 6.343% 8/2/2030  |  | 1270000 | 1354419 |
| BAT Capital Corp 7.079% 8/2/2043  |  | 1628000 | 1760453 |
| BAT Capital Corp 7.081% 8/2/2053  |  | 1655000 | 1795969 |
| BAT International Finance PLC 4.125% 4/12/2032 (e) | EUR | 1460000 | 1700879 |
| BAT International Finance PLC 4.448% 3/16/2028  |  | 8700000 | 8672591 |
| BAT International Finance PLC 5.931% 2/2/2029  |  | 395000 | 412556 |
| Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (e) | EUR | 1035000 | 1271451 |
| Imperial Brands Finance PLC 3.875% 2/12/2034 (e) | EUR | 550000 | 614742 |
| Imperial Brands Finance PLC 5.875% 7/1/2034 (c) |  | 2400000 | 2413317 |
| Reynolds American Inc 5.7% 8/15/2035  |  | 1280000 | 1284105 |
| Reynolds American Inc 5.85% 8/15/2045  |  | 71000 | 66924 |
|  |  |  | 39587786 |
| TOTAL CONSUMER STAPLES |  |  | 54611292 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 11% 11/30/2028 (c) | EUR | 3800000 | 4794721 |
| EG Global Finance PLC 12% 11/30/2028 (c) |  | 2500000 | 2756422 |
|  |  |  | 7551143 |
| Financials - 0.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| Barclays PLC 2.667% 3/10/2032 (d) |  | 8625000 | 7535930 |
| Barclays PLC 2.894% 11/24/2032 (d) |  | 4600000 | 4002554 |
| Barclays PLC 4.836% 5/9/2028  |  | 6667000 | 6678883 |
| Barclays PLC 4.942% 9/10/2030 (d) |  | 2650000 | 2645388 |
| Barclays PLC 4.972% 5/16/2029 (d) |  | 15000000 | 15067525 |
| Barclays PLC 5.086% 2/25/2029 (d) |  | 1600000 | 1609202 |
| Barclays PLC 5.088% 6/20/2030 (d) |  | 13438000 | 13386190 |
| Barclays PLC 5.2% 5/12/2026  |  | 1701000 | 1705304 |
| Barclays PLC 5.262% 1/29/2034 (d)(e) | EUR | 760000 | 949758 |
| Barclays PLC 5.335% 9/10/2035 (d) |  | 11000000 | 10696977 |
| Barclays PLC 5.501% 8/9/2028 (d) |  | 445000 | 451577 |
| Barclays PLC 5.69% 3/12/2030 (d) |  | 300000 | 307573 |
| Barclays PLC 6.496% 9/13/2027 (d) |  | 600000 | 612556 |
| Barclays PLC 6.692% 9/13/2034 (d) |  | 2900000 | 3114793 |
| Barclays PLC 7.385% 11/2/2028 (d) |  | 620000 | 656064 |
| Barclays PLC 7.437% 11/2/2033 (d) |  | 500000 | 559102 |
| Barclays PLC 8.407% 11/14/2032 (d)(e) | GBP | 400000 | 571021 |
| HSBC Holdings PLC 2.013% 9/22/2028 (d) |  | 3943000 | 3706712 |
| HSBC Holdings PLC 2.206% 8/17/2029 (d) |  | 3380000 | 3115115 |
| HSBC Holdings PLC 2.804% 5/24/2032 (d) |  | 5336000 | 4668725 |
| HSBC Holdings PLC 3.973% 5/22/2030 (d) |  | 1811000 | 1746303 |
| HSBC Holdings PLC 4.787% 3/10/2032 (d)(e) | EUR | 710000 | 864773 |
| HSBC Holdings PLC 4.856% 5/23/2033 (d)(e) | EUR | 900000 | 1102779 |
| HSBC Holdings PLC 5.13% 3/3/2031 (d) |  | 610000 | 611551 |
| HSBC Holdings PLC 5.21% 8/11/2028 (d) |  | 358000 | 361693 |
| HSBC Holdings PLC 5.286% 11/19/2030 (d) |  | 2320000 | 2343045 |
| HSBC Holdings PLC 5.597% 5/17/2028 (d) |  | 5600000 | 5683193 |
| HSBC Holdings PLC 5.733% 5/17/2032 (d) |  | 645000 | 661551 |
| HSBC Holdings PLC 5.813% 5/22/2033 (d)(e) | GBP | 525000 | 710247 |
| HSBC Holdings PLC 5.874% 11/18/2035 (d) |  | 1140000 | 1129686 |
| HSBC Holdings PLC 5.887% 8/14/2027 (d) |  | 2285000 | 2313351 |
| HSBC Holdings PLC 6.161% 3/9/2029 (d) |  | 24300000 | 25123594 |
| HSBC Holdings PLC 6.8% 9/14/2031 (d) | GBP | 240000 | 342827 |
| HSBC Holdings PLC 7.39% 11/3/2028 (d) |  | 800000 | 846016 |
| HSBC Holdings PLC 8.201% 11/16/2034 (d)(e) | GBP | 550000 | 802305 |
| HSBC Holdings PLC U.S. SOFR Index + 1.03%, 5.3831% 3/3/2029 (b)(d) |  | 5000000 | 4982550 |
| Lloyds Banking Group PLC 1.627% 5/11/2027 (d) |  | 520000 | 505252 |
| Lloyds Banking Group PLC 4.5% 1/11/2029 (d)(e) | EUR | 350000 | 415738 |
| Lloyds Banking Group PLC 4.75% 9/21/2031 (d)(e) | EUR | 870000 | 1057956 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (d) |  | 10050000 | 10140462 |
| Lloyds Banking Group PLC 5.462% 1/5/2028 (d) |  | 200000 | 202276 |
| Lloyds Banking Group PLC 5.679% 1/5/2035 (d) |  | 200000 | 202120 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (d) |  | 1365000 | 1405008 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (d) |  | 1000000 | 1013953 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.06%, 5.3307% 11/26/2028 (b)(d) |  | 10050000 | 10059383 |
| NatWest Group PLC 3.073% 5/22/2028 (d) |  | 5999000 | 5817996 |
| NatWest Group PLC 5.076% 1/27/2030 (d) |  | 400000 | 402345 |
| NatWest Group PLC 5.115% 5/23/2031 (d) |  | 505000 | 506962 |
| NatWest Group PLC 5.808% 9/13/2029 (d) |  | 240000 | 247430 |
| NatWest Group PLC 5.847% 3/2/2027 (d) |  | 700000 | 705666 |
| NatWest Group PLC 7.416% 6/6/2033 (d)(e) | GBP | 450000 | 635841 |
| NatWest Markets PLC 5.022% 3/21/2030 (c) |  | 940000 | 945748 |
| NatWest Markets PLC 5.41% 5/17/2029 (c) |  | 1750000 | 1794565 |
| Santander UK Group Holdings PLC 1.673% 6/14/2027 (d) |  | 1065000 | 1028912 |
| Santander UK Group Holdings PLC 2.896% 3/15/2032 (d) |  | 204000 | 179529 |
| Santander UK Group Holdings PLC 4.858% 9/11/2030 (d) |  | 9595000 | 9501296 |
| Santander UK Group Holdings PLC 5.694% 4/15/2031 (d) |  | 255000 | 260799 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (d) |  | 200000 | 207654 |
| Santander UK Group Holdings PLC 6.833% 11/21/2026 (d) |  | 1100000 | 1110024 |
| Standard Chartered Bank/New York 4.853% 12/3/2027  |  | 13800000 | 13909694 |
| Standard Chartered PLC 1.456% 1/14/2027 (c)(d) |  | 200000 | 195866 |
| Standard Chartered PLC 3.864% 3/17/2033 (d)(e) | EUR | 500000 | 575006 |
| Standard Chartered PLC 5.005% 10/15/2030 (c)(d) |  | 5900000 | 5895166 |
| Standard Chartered PLC 5.688% 5/14/2028 (c)(d) |  | 340000 | 345115 |
| Standard Chartered PLC 5.905% 5/14/2035 (c)(d) |  | 665000 | 677436 |
| Standard Chartered PLC 6.187% 7/6/2027 (c)(d) |  | 700000 | 709964 |
| Standard Chartered PLC 6.301% 1/9/2029 (c)(d) |  | 297000 | 307092 |
| Standard Chartered PLC 7.767% 11/16/2028 (c)(d) |  | 641000 | 684201 |
| Virgin Money UK PLC 7.625% 8/23/2029 (d)(e) | GBP | 900000 | 1300038 |
|  |  |  | 204612906 |
| Capital Markets - 0.0% |  |  |  |
| Marex Group PLC 6.404% 11/4/2029  |  | 5900000 | 6012479 |
| Consumer Finance - 0.0% |  |  |  |
| Motability Operations Group PLC 3.625% 1/22/2033 (e) | EUR | 725000 | 828357 |
| Financial Services - 0.0% |  |  |  |
| British Awys Pass Thru Tr 2018-1aa equipment trust certificate 3.8% 3/20/2033 (c) |  | 12374 | 11920 |
| LSEG US Finance Corp 4.875% 3/28/2027 (c) |  | 300000 | 302197 |
| Nationwide Building Society 2.972% 2/16/2028 (c)(d) |  | 210000 | 204146 |
| Nationwide Building Society 4% 7/30/2035 (d)(e) | EUR | 300000 | 343567 |
| Nationwide Building Society 5.127% 7/29/2029 (c) |  | 297000 | 301744 |
| Nationwide Building Society 6.557% 10/18/2027 (c)(d) |  | 955000 | 977868 |
|  |  |  | 2141442 |
| Insurance - 0.0% |  |  |  |
| Admiral Group PLC 8.5% 1/6/2034 (e) | GBP | 400000 | 602554 |
| TOTAL FINANCIALS |  |  | 214197738 |
| Health Care - 0.0% |  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| Smith & Nephew PLC 5.15% 3/20/2027  |  | 250000 | 252285 |
| Health Care Providers & Services - 0.0% |  |  |  |
| 180 Medical Inc 3.875% 10/15/2029 (c) |  | 500000 | 474913 |
| TOTAL HEALTH CARE |  |  | 727198 |
| Industrials - 0.1% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| BAE Systems PLC 3.4% 4/15/2030 (c) |  | 2985000 | 2820579 |
| Rolls-Royce PLC 5.75% 10/15/2027 (c) |  | 965000 | 986602 |
|  |  |  | 3807181 |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.875% 9/26/2031 (e) | EUR | 750000 | 779421 |
| Machinery - 0.1% |  |  |  |
| Weir Group Inc 5.35% 5/6/2030 (c) |  | 5300000 | 5321742 |
| Passenger Airlines - 0.0% |  |  |  |
| British Airways 2018-1 Class A Pass Through Trust equipment trust certificate 4.125% 3/20/2033 (c) |  | 36936 | 35181 |
| British Airways 2019-1 Class A Pass Through Trust equipment trust certificate 3.3% 6/15/2034 (c) |  | 12225 | 11286 |
| British Airways 2019-1 Class A Pass Through Trust equipment trust certificate 3.35% 12/15/2030 (c) |  | 21412 | 20428 |
|  |  |  | 66895 |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Travis Perkins PLC 3.75% 2/17/2026 (e) | GBP | 255000 | 336703 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Heathrow Funding Ltd 6% 3/5/2032 (e) | GBP | 700000 | 939341 |
| TOTAL INDUSTRIALS |  |  | 11251283 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| INEOS Quattro Finance 2 Plc 9.625% 3/15/2029 (c) |  | 225000 | 223880 |
| Containers & Packaging - 0.0% |  |  |  |
| DS Smith PLC 2.875% 7/26/2029 (e) | GBP | 1700000 | 2103224 |
| TOTAL MATERIALS |  |  | 2327104 |
| Real Estate - 0.0% |  |  |  |
| Office REITs - 0.0% |  |  |  |
| Great Portland Estates PLC 5.375% 9/25/2031 (e) | GBP | 300000 | 397851 |
| Real Estate Management & Development - 0.0% |  |  |  |
| Tritax EuroBox PLC 0.95% 6/2/2026 (e) | EUR | 780000 | 868408 |
| TOTAL REAL ESTATE |  |  | 1266259 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| NGG Finance PLC 2.125% 9/5/2082 (d)(e) | EUR | 1050000 | 1159920 |
| Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (e) | EUR | 1340000 | 1516606 |
|  |  |  | 2676526 |
| Gas Utilities - 0.0% |  |  |  |
| Southern Gas Networks PLC 3.5% 10/16/2030 (e) | EUR | 600000 | 682867 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (c) |  | 195000 | 192811 |
| ContourGlobal Power Holdings SA 6.75% 2/28/2030 (c) |  | 200000 | 202608 |
|  |  |  | 395419 |
| Water Utilities - 0.0% |  |  |  |
| Anglian Water Services Financing PLC 5.875% 6/20/2031 (e) | GBP | 565000 | 764849 |
| Anglian Water Services Financing PLC 6.25% 9/12/2044 (e) | GBP | 250000 | 315660 |
| Anglian Water Services Financing PLC 6.293% 7/30/2030 (e) | GBP | 550000 | 760917 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (e) | EUR | 775000 | 883165 |
| Severn Trent Utilities Finance PLC 4% 3/5/2034 (e) | EUR | 750000 | 870475 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (e) | GBP | 210000 | 260475 |
| South West Water Finance PLC 5.75% 12/11/2032 (e) | GBP | 125000 | 169183 |
| Southern Water Services Finance Ltd 2.375% 5/28/2028 (e) | GBP | 490000 | 574722 |
| SW Finance I PLC 7.375% 12/12/2041 (e) | GBP | 240000 | 310599 |
| Thames Water Super Senior Issuer PLC 9.75% 10/10/2027 (c) | GBP | 17021 | 24984 |
| Thames Water Super Senior Issuer PLC 9.75% 10/10/2027 (c) | GBP | 15502 | 23002 |
| Thames Water Utilities Finance PLC 4.375% 1/18/2033 (e) | EUR | 400000 | 317556 |
| Thames Water Utilities Finance PLC 6.5% 2/9/2034  | GBP | 200000 | 192674 |
| Thames Water Utilities Ltd 0% 10/10/2027 (c)(i)(r) | GBP | 32749 | 41256 |
| Thames Water Utilities Ltd 0% 3/22/2027 (c)(h) | GBP | 4026 | 4627 |
| United Utilities Water Finance PLC 3.5% 2/27/2033 (e) | EUR | 450000 | 504806 |
| United Utilities Water Finance PLC 3.75% 5/23/2034 (e) | EUR | 730000 | 825866 |
| Wessex Water Services Finance PLC 6.125% 9/19/2034 (e) | GBP | 475000 | 632501 |
|  |  |  | 7477317 |
| TOTAL UTILITIES |  |  | 11232129 |
| TOTAL UNITED KINGDOM |  |  | 318873237 |
| UNITED STATES - 11.0%  |  |  |  |
| Communication Services - 0.8% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| AT&T Inc 1.65% 2/1/2028  |  | 3563000 | 3315930 |
| AT&T Inc 2.55% 12/1/2033  |  | 5588000 | 4595861 |
| AT&T Inc 3.5% 6/1/2041  |  | 5306000 | 4059747 |
| AT&T Inc 3.5% 9/15/2053  |  | 3113000 | 2068540 |
| AT&T Inc 3.55% 9/15/2055  |  | 2735000 | 1808059 |
| AT&T Inc 3.65% 6/1/2051  |  | 50000 | 34764 |
| AT&T Inc 3.65% 9/15/2059  |  | 9237000 | 6069452 |
| AT&T Inc 3.8% 12/1/2057  |  | 30203000 | 20678110 |
| AT&T Inc 3.85% 6/1/2060  |  | 906000 | 615245 |
| AT&T Inc 4.3% 2/15/2030  |  | 3709000 | 3669918 |
| AT&T Inc 4.5% 5/15/2035  |  | 1980000 | 1862551 |
| AT&T Inc 4.75% 5/15/2046  |  | 5130000 | 4375199 |
| AT&T Inc 6.05% 8/15/2056  |  | 600000 | 601224 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (c) |  | 10000 | 9605 |
| Cogent Communications Group LLC 3.5% 5/1/2026 (c) |  | 165000 | 163617 |
| Cogent Communications Group LLC 7% 6/15/2027 (c) |  | 255000 | 256373 |
| Consolidated Communications Inc 6.5% 10/1/2028 (c) |  | 540000 | 550971 |
| Embarq LLC 7.995% 6/1/2036  |  | 119000 | 55929 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (c) |  | 4196000 | 4187438 |
| Frontier Communications Holdings LLC 5.875% 10/15/2027 (c) |  | 347000 | 347905 |
| Frontier Communications Holdings LLC 5.875% 11/1/2029  |  | 3597720 | 3635924 |
| Frontier Communications Holdings LLC 8.625% 3/15/2031 (c) |  | 1220000 | 1298901 |
| Level 3 Financing Inc 10% 10/15/2032 (c) |  | 1450000 | 1457399 |
| Level 3 Financing Inc 10.5% 4/15/2029 (c) |  | 1600000 | 1800000 |
| Level 3 Financing Inc 10.75% 12/15/2030 (c) |  | 2900000 | 3269750 |
| Level 3 Financing Inc 11% 11/15/2029 (c) |  | 2704243 | 3067736 |
| Level 3 Financing Inc 3.875% 10/15/2030 (c) |  | 230000 | 193774 |
| Level 3 Financing Inc 4.5% 4/1/2030 (c) |  | 1725000 | 1517086 |
| Lumen Technologies Inc 4.125% 4/15/2030 (c) |  | 284408 | 276231 |
| Lumen Technologies Inc 4.125% 4/15/2030 (c) |  | 177467 | 172365 |
| Sprint Capital Corp 6.875% 11/15/2028  |  | 304000 | 325219 |
| Sprint Capital Corp 8.75% 3/15/2032  |  | 555000 | 664779 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC 5.152% 9/20/2029 (c) |  | 7593000 | 7626082 |
| Verizon Communications Inc 1.5% 9/18/2030  |  | 807000 | 688131 |
| Verizon Communications Inc 2.1% 3/22/2028  |  | 3600000 | 3386082 |
| Verizon Communications Inc 2.355% 3/15/2032  |  | 5980000 | 5100126 |
| Verizon Communications Inc 2.55% 3/21/2031  |  | 153000 | 135512 |
| Verizon Communications Inc 2.65% 11/20/2040  |  | 1515000 | 1044206 |
| Verizon Communications Inc 3.4% 3/22/2041  |  | 85000 | 64253 |
| Verizon Communications Inc 4.016% 12/3/2029  |  | 1773000 | 1735705 |
| Verizon Communications Inc 4.4% 11/1/2034  |  | 944000 | 884068 |
| Verizon Communications Inc 4.78% 2/15/2035  |  | 79000 | 76029 |
| Zayo Group Holdings Inc 4% 3/1/2027 (c) |  | 890000 | 837235 |
|  |  |  | 98583031 |
| Entertainment - 0.0% |  |  |  |
| Cinemark USA Inc 5.25% 7/15/2028 (c) |  | 184000 | 181522 |
| Live Nation Entertainment Inc 4.75% 10/15/2027 (c) |  | 432000 | 425271 |
| Live Nation Entertainment Inc 5.625% 3/15/2026 (c) |  | 49000 | 49066 |
| Live Nation Entertainment Inc 6.5% 5/15/2027 (c) |  | 403000 | 407776 |
| Netflix Inc 4.375% 11/15/2026  |  | 165000 | 165305 |
| Netflix Inc 5.375% 11/15/2029 (c) |  | 518000 | 536784 |
| ROBLOX Corp 3.875% 5/1/2030 (c) |  | 280000 | 260426 |
| Take-Two Interactive Software Inc 3.7% 4/14/2027  |  | 180000 | 177148 |
| Take-Two Interactive Software Inc 5.4% 6/12/2029  |  | 209000 | 213325 |
| Take-Two Interactive Software Inc 5.6% 6/12/2034  |  | 836000 | 848546 |
| Walt Disney Co/The 3.6% 1/13/2051  |  | 800000 | 574471 |
|  |  |  | 3839640 |
| Interactive Media & Services - 0.0% |  |  |  |
| Alphabet Inc 2.25% 8/15/2060  |  | 128000 | 66806 |
| Alphabet Inc 3% 5/6/2033  | EUR | 885000 | 1000627 |
| Alphabet Inc 3.375% 5/6/2037  | EUR | 160000 | 180266 |
| Alphabet Inc 3.875% 5/6/2045  | EUR | 200000 | 227329 |
| Alphabet Inc 4% 5/6/2054  | EUR | 100000 | 112896 |
| Alphabet Inc 5.3% 5/15/2065  |  | 270000 | 258524 |
| Meta Platforms Inc 4.65% 8/15/2062  |  | 2071000 | 1708012 |
| Meta Platforms Inc 4.75% 8/15/2034  |  | 4000000 | 3955558 |
| Meta Platforms Inc 5.4% 8/15/2054  |  | 860000 | 816402 |
| Meta Platforms Inc 5.55% 8/15/2064  |  | 312000 | 298547 |
| Meta Platforms Inc 5.6% 5/15/2053  |  | 2633000 | 2575384 |
| Snap Inc 6.875% 3/1/2033 (c) |  | 650000 | 658415 |
|  |  |  | 11858766 |
| Media - 0.5% |  |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (c) |  | 1850000 | 1694427 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032  |  | 2881000 | 2622124 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 8/15/2030 (c) |  | 619000 | 580405 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (c) |  | 895000 | 828521 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 3/1/2030 (c) |  | 2305000 | 2200328 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029  |  | 5888000 | 5383349 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032  |  | 1788000 | 1473860 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  |  | 625000 | 548782 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 3/1/2042  |  | 408000 | 282172 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  |  | 8794000 | 6180377 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  |  | 1497000 | 963641 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.85% 4/1/2061  |  | 515000 | 317409 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.9% 6/1/2052  |  | 1561000 | 1030365 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.95% 6/30/2062  |  | 1668000 | 1034714 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 12/1/2061  |  | 496000 | 334133 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050  |  | 297000 | 229658 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  |  | 1400000 | 1406421 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  |  | 630000 | 519316 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  |  | 25913000 | 21767721 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  |  | 4171000 | 4342016 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.384% 10/23/2035  |  | 277000 | 284376 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  |  | 3000000 | 2886957 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  |  | 5872000 | 6143106 |
| Clear Channel Outdoor Holdings Inc 5.125% 8/15/2027 (c) |  | 705000 | 689650 |
| Comcast Corp 1.95% 1/15/2031  |  | 119000 | 102996 |
| Comcast Corp 2.8% 1/15/2051  |  | 1480000 | 866715 |
| Comcast Corp 2.887% 11/1/2051  |  | 1104000 | 655121 |
| Comcast Corp 2.937% 11/1/2056  |  | 2015000 | 1152176 |
| Comcast Corp 2.987% 11/1/2063  |  | 1388000 | 764159 |
| Comcast Corp 3.45% 2/1/2050  |  | 123000 | 82498 |
| Comcast Corp 3.75% 4/1/2040  |  | 4161000 | 3369090 |
| Comcast Corp 3.9% 3/1/2038  |  | 435000 | 368288 |
| Comcast Corp 3.969% 11/1/2047  |  | 32000 | 23992 |
| Comcast Corp 3.999% 11/1/2049  |  | 3000 | 2225 |
| Comcast Corp 4% 3/1/2048  |  | 150000 | 112744 |
| Comcast Corp 4.25% 10/15/2030  |  | 435000 | 428474 |
| Comcast Corp 4.4% 8/15/2035  |  | 112000 | 104551 |
| Comcast Corp 4.65% 2/15/2033  |  | 81000 | 79421 |
| Comcast Corp 4.95% 10/15/2058  |  | 230000 | 192215 |
| Comcast Corp 5.3% 6/1/2034  |  | 240000 | 242245 |
| Comcast Corp 5.35% 5/15/2053  |  | 2467000 | 2233539 |
| Comcast Corp 5.5% 5/15/2064  |  | 1935000 | 1759287 |
| Cox Communications Inc 5.45% 9/15/2028 (c) |  | 7220000 | 7391302 |
| Cox Enterprises Inc 7.375% 7/15/2027 (c) |  | 1945000 | 2048188 |
| CSC Holdings LLC 11.75% 1/31/2029 (c) |  | 909000 | 852139 |
| CSC Holdings LLC 5.375% 2/1/2028 (c) |  | 399000 | 363895 |
| CSC Holdings LLC 5.75% 1/15/2030 (c) |  | 683000 | 344763 |
| CSC Holdings LLC 6.5% 2/1/2029 (c) |  | 2976000 | 2375094 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc 5.875% 8/15/2027 (c) |  | 310000 | 305136 |
| Discovery Communications LLC 3.625% 5/15/2030  |  | 6354000 | 5619190 |
| Discovery Communications LLC 4.125% 5/15/2029  |  | 189000 | 175982 |
| Discovery Communications LLC 4.9% 3/11/2026  |  | 95000 | 94856 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 1100000 | 723190 |
| DISH DBS Corp 5.25% 12/1/2026 (c) |  | 526000 | 485543 |
| DISH DBS Corp 5.75% 12/1/2028 (c) |  | 53000 | 44853 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 475000 | 326248 |
| DISH DBS Corp 7.75% 7/1/2026  |  | 550000 | 472873 |
| DISH Network Corp 11.75% 11/15/2027 (c) |  | 5193000 | 5357675 |
| EchoStar Corp 10.75% 11/30/2029  |  | 2769600 | 2783448 |
| Gray Media Inc 10.5% 7/15/2029 (c) |  | 285000 | 303103 |
| Gray Media Inc 4.75% 10/15/2030 (c) |  | 61000 | 44149 |
| Gray Media Inc 5.375% 11/15/2031 (c) |  | 63000 | 44985 |
| iHeartCommunications Inc 10.875% 5/1/2030 (c) |  | 133088 | 65089 |
| iHeartCommunications Inc 7.75% 8/15/2030 (c) |  | 113030 | 87047 |
| iHeartCommunications Inc 9.125% 5/1/2029 (c) |  | 365193 | 302193 |
| Lamar Media Corp 3.75% 2/15/2028  |  | 27000 | 26120 |
| Lamar Media Corp 4% 2/15/2030  |  | 157000 | 147965 |
| Lamar Media Corp 4.875% 1/15/2029  |  | 195000 | 191477 |
| Nexstar Media Inc 4.75% 11/1/2028 (c) |  | 196000 | 188569 |
| Nexstar Media Inc 5.625% 7/15/2027 (c) |  | 784000 | 780865 |
| Outfront Media Capital LLC / Outfront Media Capital Corp 4.25% 1/15/2029 (c) |  | 255000 | 241169 |
| Outfront Media Capital LLC / Outfront Media Capital Corp 5% 8/15/2027 (c) |  | 112000 | 110554 |
| Paramount Global 2.9% 1/15/2027  |  | 1157000 | 1122648 |
| Paramount Global 3.375% 2/15/2028  |  | 190000 | 182709 |
| Paramount Global 3.7% 10/4/2026  |  | 273000 | 265705 |
| Paramount Global 4.6% 1/15/2045  |  | 676000 | 497507 |
| Paramount Global 4.9% 8/15/2044  |  | 43000 | 32105 |
| Paramount Global 5.25% 4/1/2044  |  | 54000 | 41509 |
| Paramount Global 5.85% 9/1/2043  |  | 153000 | 131080 |
| Paramount Global 6.375% 3/30/2062 (d) |  | 68000 | 66470 |
| Scripps Escrow II Inc 3.875% 1/15/2029 (c) |  | 347000 | 296685 |
| Scripps Escrow Inc 5.875% 7/15/2027 (c) |  | 36000 | 30523 |
| Sinclair Television Group Inc 4.375% 12/31/2032 (c) |  | 163000 | 117706 |
| Sinclair Television Group Inc 8.125% 2/15/2033 (c) |  | 70000 | 70037 |
| Sirius XM Radio LLC 4% 7/15/2028 (c) |  | 683000 | 648122 |
| Sirius XM Radio LLC 4.125% 7/1/2030 (c) |  | 645000 | 586026 |
| Sirius XM Radio LLC 5% 8/1/2027 (c) |  | 821000 | 812504 |
| Sirius XM Radio LLC 5.5% 7/1/2029 (c) |  | 1198000 | 1178407 |
| Stagwell Global LLC 5.625% 8/15/2029 (c) |  | 340000 | 319681 |
| TEGNA Inc 4.625% 3/15/2028  |  | 256000 | 248178 |
| TEGNA Inc 4.75% 3/15/2026 (c) |  | 225000 | 223633 |
| TEGNA Inc 5% 9/15/2029  |  | 365000 | 347668 |
| Time Warner Cable LLC 5.5% 9/1/2041  |  | 5200000 | 4582885 |
| Time Warner Cable LLC 5.875% 11/15/2040  |  | 2165000 | 2024691 |
| Time Warner Cable LLC 6.55% 5/1/2037  |  | 8522000 | 8578658 |
| Time Warner Cable LLC 7.3% 7/1/2038  |  | 6393000 | 6812752 |
| Univision Communications Inc 7.375% 6/30/2030 (c) |  | 245000 | 229043 |
| Univision Communications Inc 8% 8/15/2028 (c) |  | 1780000 | 1781139 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  |  | 9452000 | 9162501 |
| Warnermedia Holdings Inc 4.054% 3/15/2029  |  | 1189000 | 1107200 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 5951000 | 5049836 |
| Warnermedia Holdings Inc 4.693% 5/17/2033  | EUR | 625000 | 661232 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  |  | 15371000 | 11056784 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 11572000 | 7501643 |
|  |  |  | 174348491 |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| T-Mobile USA Inc 2.625% 2/15/2029  |  | 275000 | 255811 |
| T-Mobile USA Inc 2.625% 4/15/2026  |  | 4020000 | 3957696 |
| T-Mobile USA Inc 3% 2/15/2041  |  | 3650000 | 2610944 |
| T-Mobile USA Inc 3.375% 4/15/2029  |  | 2445000 | 2331749 |
| T-Mobile USA Inc 3.4% 10/15/2052  |  | 520000 | 339579 |
| T-Mobile USA Inc 3.6% 11/15/2060  |  | 1040000 | 675787 |
| T-Mobile USA Inc 3.875% 4/15/2030  |  | 22020000 | 21233164 |
| T-Mobile USA Inc 4.2% 10/1/2029  |  | 159000 | 156711 |
| T-Mobile USA Inc 4.7% 1/15/2035  |  | 10510000 | 10044022 |
| T-Mobile USA Inc 4.85% 1/15/2029  |  | 600000 | 605760 |
| T-Mobile USA Inc 5.05% 7/15/2033  |  | 315000 | 312315 |
| T-Mobile USA Inc 5.125% 5/15/2032  |  | 2310000 | 2330070 |
| T-Mobile USA Inc 5.2% 1/15/2033  |  | 1387000 | 1392245 |
| T-Mobile USA Inc 5.75% 1/15/2054  |  | 650000 | 623239 |
| T-Mobile USA Inc 5.8% 9/15/2062  |  | 464000 | 444562 |
| United States Cellular Corp 6.7% 12/15/2033  |  | 202000 | 217365 |
|  |  |  | 47531019 |
| TOTAL COMMUNICATION SERVICES |  |  | 336160947 |
| Consumer Discretionary - 0.5% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Adient Global Holdings Ltd 7% 4/15/2028 (c) |  | 493000 | 503863 |
| American Axle & Manufacturing Inc 5% 10/1/2029  |  | 160000 | 145099 |
| American Axle & Manufacturing Inc 6.5% 4/1/2027  |  | 59000 | 58717 |
| American Axle & Manufacturing Inc 6.875% 7/1/2028  |  | 346000 | 343063 |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  |  | 1410000 | 1386904 |
| Aptiv Swiss Holdings Ltd 5.15% 9/13/2034  |  | 225000 | 212538 |
| Aptiv Swiss Holdings Ltd 6.875% 12/15/2054 (d) |  | 245000 | 239958 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (c) |  | 100000 | 101851 |
| Clarios Global LP / Clarios US Finance Co 6.75% 5/15/2028 (c) |  | 105000 | 106981 |
| Cooper-Standard Automotive Inc 13.5% 3/31/2027 pay-in-kind (c)(d) |  | 202568 | 212444 |
| Cooper-Standard Automotive Inc 5.625% 5/15/2027 pay-in-kind (c)(d) |  | 143968 | 121850 |
| Dana Inc 4.5% 2/15/2032  |  | 115000 | 107582 |
| Dana Inc 5.625% 6/15/2028  |  | 637000 | 633983 |
| EquipmentShare.com Inc 8.625% 5/15/2032 (c) |  | 285000 | 298866 |
| Goodyear Tire & Rubber Co/The 5% 7/15/2029  |  | 340000 | 325702 |
| Goodyear Tire & Rubber Co/The 5.25% 4/30/2031  |  | 482000 | 451933 |
| Goodyear Tire & Rubber Co/The 5.25% 7/15/2031  |  | 117000 | 109171 |
| Hertz Corp/The 4.625% 12/1/2026 (c) |  | 372000 | 328510 |
| Patrick Industries Inc 6.375% 11/1/2032 (c) |  | 180000 | 177416 |
| Phinia Inc 6.75% 4/15/2029 (c) |  | 625000 | 638820 |
| Tenneco Inc 8% 11/17/2028 (c) |  | 3450000 | 3396856 |
|  |  |  | 9902107 |
| Automobiles - 0.1% |  |  |  |
| Ford Motor Co 3.25% 2/12/2032  |  | 1945000 | 1605028 |
| Ford Motor Co 4.75% 1/15/2043  |  | 340000 | 255510 |
| Ford Motor Co 9.625% 4/22/2030  |  | 481000 | 545716 |
| General Motors Co 5.35% 4/15/2028  |  | 3376000 | 3403249 |
| General Motors Co 5.95% 4/1/2049  |  | 10000 | 9023 |
| General Motors Co 6.25% 10/2/2043  |  | 1030000 | 979912 |
| General Motors Co 6.6% 4/1/2036  |  | 775000 | 800276 |
| General Motors Co 6.75% 4/1/2046  |  | 465000 | 463782 |
| General Motors Financial Co Inc 2.4% 10/15/2028  |  | 2200000 | 2023554 |
| General Motors Financial Co Inc 2.4% 4/10/2028  |  | 1895000 | 1767062 |
| General Motors Financial Co Inc 5.05% 4/4/2028  |  | 4804000 | 4815735 |
| General Motors Financial Co Inc 5.4% 5/8/2027  |  | 795000 | 801560 |
| General Motors Financial Co Inc 5.45% 9/6/2034  |  | 603000 | 577291 |
| General Motors Financial Co Inc 5.85% 4/6/2030  |  | 2471000 | 2524084 |
| General Motors Financial Co Inc 5.9% 1/7/2035  |  | 128000 | 126279 |
| General Motors Financial Co Inc 5.95% 4/4/2034  |  | 275000 | 273242 |
| Hyundai Capital America 1.5% 6/15/2026 (c) |  | 367000 | 354327 |
| Hyundai Capital America 2.375% 10/15/2027 (c) |  | 32000 | 30163 |
| Hyundai Capital America 3% 2/10/2027 (c) |  | 252000 | 244550 |
| Hyundai Capital America 4.55% 9/26/2029 (c) |  | 2700000 | 2646999 |
| Hyundai Capital America 4.875% 11/1/2027 (c) |  | 4610000 | 4604378 |
| Hyundai Capital America U.S. SOFR Index + 1.04%, 5.3814% 6/24/2027 (b)(c)(d) |  | 3300000 | 3296730 |
| Hyundai Capital America U.S. SOFR Index + 1.04%, 5.3815% 3/19/2027 (b)(c)(d) |  | 250000 | 249750 |
| Nissan Motor Acceptance Co LLC U.S. SOFR Averages Index + 2.05%, 6.3917% 9/13/2027 (b)(c)(d) |  | 8800000 | 8712613 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (c) |  | 540000 | 541263 |
| Thor Industries Inc 4% 10/15/2029 (c) |  | 150000 | 138653 |
|  |  |  | 41790729 |
| Broadline Retail - 0.0% |  |  |  |
| Amazon.com Inc 2.5% 6/3/2050  |  | 250000 | 146996 |
| Amazon.com Inc 3.95% 4/13/2052  |  | 282000 | 218016 |
| Kohl's Corp 4.25% 7/17/2025  |  | 20000 | 19849 |
| Match Group Holdings II LLC 3.625% 10/1/2031 (c) |  | 170000 | 148681 |
| Match Group Holdings II LLC 4.125% 8/1/2030 (c) |  | 70000 | 64604 |
| Nordstrom Inc 4.375% 4/1/2030  |  | 718000 | 647808 |
| Shutterfly Finance LLC 8.5% 10/1/2027 pay-in-kind (c)(d) |  | 40905 | 36038 |
| Shutterfly Finance LLC 9.75% 10/1/2027 (c) |  | 4660 | 4648 |
| Wayfair LLC 7.25% 10/31/2029 (c) |  | 415000 | 404182 |
| Wayfair LLC 7.75% 9/15/2030 (c) |  | 185000 | 181254 |
|  |  |  | 1872076 |
| Distributors - 0.0% |  |  |  |
| American Builders & Contractors Supply Co Inc 3.875% 11/15/2029 (c) |  | 70000 | 65197 |
| American Builders & Contractors Supply Co Inc 4% 1/15/2028 (c) |  | 262000 | 252957 |
| Genuine Parts Co 4.95% 8/15/2029  |  | 2450000 | 2471901 |
|  |  |  | 2790055 |
| Diversified Consumer Services - 0.0% |  |  |  |
| Adtalem Global Education Inc 5.5% 3/1/2028 (c) |  | 445000 | 441489 |
| California Institute of Technology 3.65% 9/1/2119  |  | 535000 | 326784 |
| ERAC USA Finance LLC 3.3% 12/1/2026 (c) |  | 8865000 | 8713493 |
| Grand Canyon University 5.125% 10/1/2028  |  | 280000 | 264684 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  |  | 865000 | 559808 |
| Massachusetts Institute of Technology 3.959% 7/1/2038  |  | 2125000 | 1906077 |
| Massachusetts Institute of Technology 5.6% 7/1/2111  |  | 400000 | 387965 |
| President and Fellows of Harvard College 3.15% 7/15/2046  |  | 315000 | 218424 |
| President and Fellows of Harvard College 3.3% 7/15/2056  |  | 190000 | 124837 |
| Service Corp International/US 5.125% 6/1/2029  |  | 565000 | 558073 |
| Service Corp International/US 5.75% 10/15/2032  |  | 740000 | 735367 |
| Sotheby's 7.375% 10/15/2027 (c) |  | 250000 | 246177 |
| Trustees of the University of Pennsylvania/The 2.396% 10/1/2050  |  | 495000 | 277378 |
| Trustees of the University of Pennsylvania/The 3.61% 2/15/2119  |  | 285000 | 177789 |
| University of Southern California 3.841% 10/1/2047  |  | 515000 | 395250 |
| University of Southern California 4.976% 10/1/2053  |  | 572000 | 510946 |
| WASH Multifamily Acquisition Inc 5.75% 4/15/2026 (c) |  | 25000 | 24941 |
| Washington University/The 3.524% 4/15/2054  |  | 2630000 | 1835680 |
| Washington University/The 4.349% 4/15/2122  |  | 2340000 | 1741142 |
| Yale University 2.402% 4/15/2050  |  | 2140000 | 1217517 |
|  |  |  | 20663821 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Acushnet Co 7.375% 10/15/2028 (c) |  | 325000 | 336767 |
| Aramark Services Inc 5% 2/1/2028 (c) |  | 1990000 | 1968822 |
| Boyd Gaming Corp 4.75% 12/1/2027  |  | 165000 | 162577 |
| Boyne USA Inc 4.75% 5/15/2029 (c) |  | 325000 | 312323 |
| Brinker International Inc 8.25% 7/15/2030 (c) |  | 1475000 | 1560846 |
| Caesars Entertainment Inc 4.625% 10/15/2029 (c) |  | 1295000 | 1209337 |
| Caesars Entertainment Inc 6% 10/15/2032 (c) |  | 245000 | 235026 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (c) |  | 824000 | 830629 |
| Caesars Entertainment Inc 7% 2/15/2030 (c) |  | 2625000 | 2693591 |
| Caesars Entertainment Inc 8.125% 7/1/2027 (c) |  | 662000 | 662972 |
| Carnival Corp 4% 8/1/2028 (c) |  | 475000 | 458969 |
| Carnival Corp 5.75% 3/1/2027 (c) |  | 2045000 | 2050115 |
| Carnival Corp 5.75% 3/15/2030 (c) |  | 850000 | 851994 |
| Carnival Corp 5.875% 6/15/2031 (c) |  | 865000 | 865519 |
| Carnival Corp 6% 5/1/2029 (c) |  | 445000 | 446173 |
| Carnival Corp 6.125% 2/15/2033 (c) |  | 490000 | 491319 |
| CCM Merger Inc 6.375% 5/1/2026 (c) |  | 420000 | 420156 |
| Churchill Downs Inc 4.75% 1/15/2028 (c) |  | 170000 | 166169 |
| Churchill Downs Inc 5.5% 4/1/2027 (c) |  | 305000 | 303940 |
| Churchill Downs Inc 6.75% 5/1/2031 (c) |  | 55000 | 56015 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (c) |  | 725000 | 679969 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (c) |  | 317000 | 282146 |
| Hilton Domestic Operating Co Inc 3.75% 5/1/2029 (c) |  | 255000 | 240915 |
| Hilton Domestic Operating Co Inc 4% 5/1/2031 (c) |  | 886000 | 819227 |
| Hilton Domestic Operating Co Inc 4.875% 1/15/2030  |  | 63000 | 61749 |
| Hilton Domestic Operating Co Inc 5.75% 5/1/2028 (c) |  | 25000 | 25029 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (c) |  | 910000 | 916147 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (c) |  | 345000 | 348399 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (c) |  | 225000 | 224714 |
| Hyatt Hotels Corp 5.05% 3/30/2028  |  | 5900000 | 5929316 |
| Hyatt Hotels Corp 5.25% 6/30/2029  |  | 1900000 | 1914488 |
| Hyatt Hotels Corp 5.75% 1/30/2027  |  | 1245000 | 1265803 |
| International Game Technology PLC 6.25% 1/15/2027 (c) |  | 200000 | 202155 |
| Jacobs Entertainment Inc 6.75% 2/15/2029 (c) |  | 775000 | 732298 |
| Las Vegas Sands Corp 5.625% 6/15/2028  |  | 1760000 | 1763983 |
| Las Vegas Sands Corp 5.9% 6/1/2027  |  | 1000000 | 1012115 |
| Las Vegas Sands Corp 6% 8/15/2029  |  | 2860000 | 2904837 |
| Las Vegas Sands Corp 6.2% 8/15/2034  |  | 1000000 | 991724 |
| Life Time Inc 6% 11/15/2031 (c) |  | 240000 | 240536 |
| Marriott International Inc/MD 3.125% 6/15/2026  |  | 1390000 | 1367568 |
| Marriott International Inc/MD 4.8% 3/15/2030  |  | 3400000 | 3406374 |
| Marriott International Inc/MD 4.9% 4/15/2029  |  | 925000 | 933243 |
| Marriott International Inc/MD 5.5% 4/15/2037  |  | 3410000 | 3328305 |
| McDonald's Corp 3.5% 5/21/2032 (e) | EUR | 675000 | 776433 |
| McDonald's Corp 3.625% 9/1/2049  |  | 500000 | 356621 |
| McDonald's Corp 4.7% 12/9/2035  |  | 2880000 | 2770129 |
| McDonald's Corp 4.95% 3/3/2035  |  | 1575000 | 1552975 |
| McDonald's Corp 5.15% 9/9/2052  |  | 489000 | 440081 |
| MGM Resorts International 4.625% 9/1/2026  |  | 620000 | 617381 |
| MGM Resorts International 4.75% 10/15/2028  |  | 230000 | 224965 |
| MGM Resorts International 5.5% 4/15/2027  |  | 2125000 | 2129191 |
| MGM Resorts International 6.125% 9/15/2029  |  | 380000 | 381779 |
| MGM Resorts International 6.5% 4/15/2032  |  | 2000000 | 1996104 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (c) |  | 160000 | 162822 |
| NCL Corp Ltd 5.875% 2/15/2027 (c) |  | 155000 | 155036 |
| NCL Corp Ltd 5.875% 3/15/2026 (c) |  | 750000 | 750474 |
| NCL Corp Ltd 6.75% 2/1/2032 (c) |  | 850000 | 851029 |
| NCL Finance Ltd 6.125% 3/15/2028 (c) |  | 40000 | 40254 |
| Neogen Food Safety Corp 8.625% 7/20/2030 (c) |  | 45000 | 46923 |
| Papa John's International Inc 3.875% 9/15/2029 (c) |  | 340000 | 315750 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp 5.875% 9/1/2031 (c) |  | 1200000 | 714000 |
| Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (c) |  | 100000 | 100091 |
| Royal Caribbean Cruises Ltd 5.5% 4/1/2028 (c) |  | 25000 | 25060 |
| Royal Caribbean Cruises Ltd 5.5% 8/31/2026 (c) |  | 1330000 | 1330190 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (c) |  | 1230000 | 1215715 |
| Royal Caribbean Cruises Ltd 6% 2/1/2033 (c) |  | 1210000 | 1214343 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (c) |  | 490000 | 496615 |
| Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp 5.25% 7/15/2029  |  | 271000 | 263108 |
| Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp 6.5% 10/1/2028  |  | 160000 | 161327 |
| Six Flags Entertainment Corp 5.5% 4/15/2027 (c) |  | 182000 | 181594 |
| Six Flags Entertainment Corp 7% 7/1/2025 (c) |  | 16000 | 16016 |
| Six Flags Entertainment Corp 7.25% 5/15/2031 (c) |  | 160000 | 163490 |
| Station Casinos LLC 4.5% 2/15/2028 (c) |  | 397000 | 385032 |
| Station Casinos LLC 6.625% 3/15/2032 (c) |  | 170000 | 170233 |
| Vail Resorts Inc 6.5% 5/15/2032 (c) |  | 450000 | 460980 |
| Viking Cruises Ltd 5.875% 9/15/2027 (c) |  | 1200000 | 1199401 |
| VOC Escrow Ltd 5% 2/15/2028 (c) |  | 1400000 | 1380934 |
| Voyager Parent LLC 9.25% 7/1/2032 (c) |  | 1533000 | 1583764 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 5.125% 10/1/2029 (c) |  | 830000 | 809363 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 6.25% 3/15/2033 (c) |  | 265000 | 262096 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 7.125% 2/15/2031 (c) |  | 1330000 | 1394980 |
| Yum! Brands Inc 3.625% 3/15/2031  |  | 395000 | 359027 |
| Yum! Brands Inc 5.35% 11/1/2043  |  | 50000 | 46472 |
|  |  |  | 73176077 |
| Household Durables - 0.0% |  |  |  |
| Century Communities Inc 3.875% 8/15/2029 (c) |  | 135000 | 122373 |
| Century Communities Inc 6.75% 6/1/2027  |  | 250000 | 249984 |
| DR Horton Inc 5% 10/15/2034  |  | 510000 | 496124 |
| DR Horton Inc 5.5% 10/15/2035  |  | 232000 | 232022 |
| LGI Homes Inc 7% 11/15/2032 (c) |  | 215000 | 199658 |
| LGI Homes Inc 8.75% 12/15/2028 (c) |  | 85000 | 87477 |
| Newell Brands Inc 5.7% 4/1/2026 (f) |  | 285000 | 287013 |
| Newell Brands Inc 6.375% 5/15/2030  |  | 705000 | 661545 |
| Newell Brands Inc 6.625% 5/15/2032  |  | 295000 | 272104 |
| Newell Brands Inc 6.625% 9/15/2029  |  | 751000 | 725983 |
| Newell Brands Inc 6.875% 4/1/2036 (f) |  | 271000 | 249054 |
| Newell Brands Inc 8.5% 6/1/2028 (c) |  | 465000 | 481065 |
| Somnigroup International Inc 3.875% 10/15/2031 (c) |  | 120000 | 106797 |
| Somnigroup International Inc 4% 4/15/2029 (c) |  | 841000 | 792107 |
| SWF Holdings I Corp 6.5% 10/1/2029 (c) |  | 850000 | 331609 |
| Toll Brothers Finance Corp 4.875% 3/15/2027  |  | 6350000 | 6354407 |
| TopBuild Corp 4.125% 2/15/2032 (c) |  | 410000 | 371826 |
|  |  |  | 12021148 |
| Leisure Products - 0.0% |  |  |  |
| Mattel Inc 6.2% 10/1/2040  |  | 115000 | 108896 |
| Specialty Retail - 0.1% |  |  |  |
| Asbury Automotive Group Inc 4.5% 3/1/2028  |  | 108000 | 105218 |
| Asbury Automotive Group Inc 4.625% 11/15/2029 (c) |  | 285000 | 270933 |
| Asbury Automotive Group Inc 4.75% 3/1/2030  |  | 36000 | 34188 |
| Asbury Automotive Group Inc 5% 2/15/2032 (c) |  | 80000 | 74703 |
| AutoNation Inc 4.75% 6/1/2030  |  | 953000 | 935522 |
| AutoZone Inc 1.65% 1/15/2031  |  | 505000 | 427870 |
| AutoZone Inc 3.75% 4/18/2029  |  | 1400000 | 1359500 |
| AutoZone Inc 4% 4/15/2030  |  | 7024000 | 6815117 |
| AutoZone Inc 6.25% 11/1/2028  |  | 440000 | 465213 |
| Bath & Body Works Inc 6.625% 10/1/2030 (c) |  | 910000 | 929472 |
| Bath & Body Works Inc 6.75% 7/1/2036  |  | 200000 | 198072 |
| Bath & Body Works Inc 6.875% 11/1/2035  |  | 52000 | 52370 |
| Bath & Body Works Inc 7.5% 6/15/2029  |  | 552000 | 565796 |
| Carvana Co 11% 6/1/2030 pay-in-kind (c)(d) |  | 2875000 | 3031783 |
| Carvana Co 14% 6/1/2031 pay-in-kind (c)(d) |  | 1300000 | 1507891 |
| Carvana Co 9% 12/1/2028 pay-in-kind (c)(d) |  | 709019 | 728503 |
| Gap Inc/The 3.625% 10/1/2029 (c) |  | 353000 | 322352 |
| Gap Inc/The 3.875% 10/1/2031 (c) |  | 1340000 | 1186173 |
| Group 1 Automotive Inc 4% 8/15/2028 (c) |  | 135000 | 129371 |
| Group 1 Automotive Inc 6.375% 1/15/2030 (c) |  | 110000 | 112023 |
| Home Depot Inc/The 1.875% 9/15/2031  |  | 178000 | 151782 |
| Home Depot Inc/The 3.5% 9/15/2056  |  | 152000 | 102502 |
| Home Depot Inc/The 3.625% 4/15/2052  |  | 400000 | 283399 |
| Home Depot Inc/The 4.2% 4/1/2043  |  | 1245000 | 1037489 |
| Home Depot Inc/The 4.25% 4/1/2046  |  | 140000 | 114436 |
| Home Depot Inc/The 4.95% 6/25/2034  |  | 750000 | 750340 |
| Hudson Automotive Group 8% 5/15/2032 (c) |  | 70000 | 73526 |
| LCM Investments Holdings II LLC 8.25% 8/1/2031 (c) |  | 65000 | 68916 |
| Lithia Motors Inc 3.875% 6/1/2029 (c) |  | 1770000 | 1666998 |
| Lithia Motors Inc 4.375% 1/15/2031 (c) |  | 48000 | 44985 |
| Lithia Motors Inc 4.625% 12/15/2027 (c) |  | 11000 | 10819 |
| Lowe's Cos Inc 3.75% 4/1/2032  |  | 1904000 | 1771915 |
| Lowe's Cos Inc 4.25% 4/1/2052  |  | 6910000 | 5242939 |
| Michaels Cos Inc/The 5.25% 5/1/2028 (c) |  | 643000 | 438329 |
| Michaels Cos Inc/The 7.875% 5/1/2029 (c) |  | 115000 | 55487 |
| O'Reilly Automotive Inc 1.75% 3/15/2031  |  | 938000 | 796029 |
| O'Reilly Automotive Inc 3.6% 9/1/2027  |  | 5000 | 4907 |
| O'Reilly Automotive Inc 4.7% 6/15/2032  |  | 40000 | 39137 |
| Penske Automotive Group Inc 3.75% 6/15/2029  |  | 312000 | 292461 |
| Petsmart Inc / Petsmart Finance Corp 4.75% 2/15/2028 (c) |  | 497000 | 479641 |
| Sally Holdings LLC / Sally Capital Inc 6.75% 3/1/2032  |  | 670000 | 680701 |
| Sonic Automotive Inc 4.625% 11/15/2029 (c) |  | 268000 | 256003 |
| Specialty Building Products Holdings LLC / SBP Finance Corp 7.75% 10/15/2029 (c) |  | 50000 | 47907 |
| Upbound Group Inc 6.375% 2/15/2029 (c) |  | 300000 | 287047 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (c) |  | 610000 | 634584 |
|  |  |  | 34584349 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Crocs Inc 4.125% 8/15/2031 (c) |  | 120000 | 106513 |
| Kontoor Brands Inc 4.125% 11/15/2029 (c) |  | 40000 | 36801 |
| Levi Strauss & Co 3.5% 3/1/2031 (c) |  | 170000 | 151922 |
| Tapestry Inc 3.05% 3/15/2032  |  | 14311000 | 12488070 |
| William Carter Co/The 5.625% 3/15/2027 (c) |  | 1103000 | 1095482 |
| Wolverine World Wide Inc 4% 8/15/2029 (c) |  | 170000 | 148774 |
|  |  |  | 14027562 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 210936820 |
| Consumer Staples - 0.2% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Coca-Cola Co/The 5.3% 5/13/2054  |  | 85000 | 81263 |
| Constellation Brands Inc 2.25% 8/1/2031  |  | 3460000 | 2965621 |
| Constellation Brands Inc 3.7% 12/6/2026  |  | 1200000 | 1185921 |
| Constellation Brands Inc 4.65% 11/15/2028  |  | 292000 | 292208 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  |  | 840000 | 836117 |
| Molson Coors Beverage Co 4.2% 7/15/2046  |  | 92000 | 71959 |
| PepsiCo Inc 2.75% 10/21/2051  |  | 360000 | 218973 |
| PepsiCo Inc 3.6% 8/13/2042  |  | 580000 | 452514 |
|  |  |  | 6104576 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (c) |  | 689000 | 647335 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.625% 1/15/2027 (c) |  | 835000 | 826787 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (c) |  | 644000 | 626452 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.875% 2/15/2028 (c) |  | 202000 | 201819 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (c) |  | 125000 | 126897 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.5% 2/15/2028 (c) |  | 1110000 | 1132401 |
| C&S Group Enterprises LLC 5% 12/15/2028 (c) |  | 130000 | 110629 |
| CVS Pass-Through Trust equipment trust certificate 8.353% 7/10/2031 (c) |  | 5158 | 5573 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (c) |  | 225000 | 234562 |
| Kroger Co/The 2.65% 10/15/2026  |  | 430000 | 419914 |
| Kroger Co/The 7.7% 6/1/2029  |  | 26000 | 28552 |
| Mars Inc 4.8% 3/1/2030 (c) |  | 5860000 | 5896164 |
| Mars Inc 5% 3/1/2032 (c) |  | 18060000 | 18120733 |
| Mars Inc 5.2% 3/1/2035 (c) |  | 9843000 | 9806079 |
| Mars Inc 5.65% 5/1/2045 (c) |  | 2399000 | 2353496 |
| Mars Inc 5.7% 5/1/2055 (c) |  | 4175000 | 4050167 |
| Performance Food Group Inc 4.25% 8/1/2029 (c) |  | 205000 | 195392 |
| Performance Food Group Inc 5.5% 10/15/2027 (c) |  | 157000 | 156349 |
| Performance Food Group Inc 6.125% 9/15/2032 (c) |  | 180000 | 181448 |
| US Foods Inc 4.625% 6/1/2030 (c) |  | 55000 | 52902 |
| US Foods Inc 5.75% 4/15/2033 (c) |  | 105000 | 103152 |
| US Foods Inc 7.25% 1/15/2032 (c) |  | 110000 | 114964 |
|  |  |  | 45391767 |
| Food Products - 0.0% |  |  |  |
| B&G Foods Inc 5.25% 9/15/2027  |  | 2300000 | 2016855 |
| Bunge Ltd Fin Corp 2.75% 5/14/2031  |  | 310000 | 277670 |
| Darling Ingredients Inc 5.25% 4/15/2027 (c) |  | 442000 | 438900 |
| Darling Ingredients Inc 6% 6/15/2030 (c) |  | 255000 | 255428 |
| Fiesta Purchaser Inc 7.875% 3/1/2031 (c) |  | 105000 | 110193 |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 5.95% 4/20/2035 (c) |  | 1275000 | 1297971 |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 6.375% 2/25/2055 (c) |  | 994000 | 988135 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  |  | 860000 | 678921 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (c) |  | 560000 | 528104 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (c) |  | 1258000 | 1160446 |
| Lamb Weston Holdings Inc 4.875% 5/15/2028 (c) |  | 345000 | 340747 |
| Mondelez International Inc 4.625% 7/3/2031  | CAD | 4100000 | 3098594 |
| Pilgrim's Pride Corp 3.5% 3/1/2032  |  | 3025000 | 2679167 |
| Pilgrim's Pride Corp 4.25% 4/15/2031  |  | 3130000 | 2961415 |
| Post Holdings Inc 4.625% 4/15/2030 (c) |  | 611000 | 578239 |
| Post Holdings Inc 5.5% 12/15/2029 (c) |  | 1595000 | 1575195 |
| Post Holdings Inc 6.25% 2/15/2032 (c) |  | 105000 | 106755 |
| The Campbell's Company 5.3% 3/20/2026  |  | 200000 | 200845 |
| TreeHouse Foods Inc 4% 9/1/2028  |  | 505000 | 459944 |
| Tyson Foods Inc 3.55% 6/2/2027  |  | 635000 | 623795 |
| Tyson Foods Inc 4.35% 3/1/2029  |  | 1290000 | 1275871 |
|  |  |  | 21653190 |
| Household Products - 0.0% |  |  |  |
| Central Garden & Pet Co 4.125% 10/15/2030  |  | 206000 | 190505 |
| Central Garden & Pet Co 4.125% 4/30/2031 (c) |  | 296000 | 269819 |
| Central Garden & Pet Co 5.125% 2/1/2028  |  | 15000 | 14996 |
| Energizer Holdings Inc 4.375% 3/31/2029 (c) |  | 218000 | 204779 |
| Energizer Holdings Inc 4.75% 6/15/2028 (c) |  | 150000 | 144641 |
| Resideo Funding Inc 6.5% 7/15/2032 (c) |  | 475000 | 478907 |
| Spectrum Brands Inc 3.875% 3/15/2031 (c) |  | 254000 | 202772 |
|  |  |  | 1506419 |
| Personal Care Products - 0.0% |  |  |  |
| BellRing Brands Inc 7% 3/15/2030 (c) |  | 110000 | 114311 |
| Edgewell Personal Care Co 5.5% 6/1/2028 (c) |  | 313000 | 307728 |
| Kenvue Inc 5.1% 3/22/2043  |  | 140000 | 132296 |
|  |  |  | 554335 |
| Tobacco - 0.1% |  |  |  |
| Altria Group Inc 2.45% 2/4/2032  |  | 157000 | 133239 |
| Altria Group Inc 3.4% 2/4/2041  |  | 2127000 | 1538634 |
| Altria Group Inc 3.875% 9/16/2046  |  | 551000 | 394622 |
| Altria Group Inc 4.25% 8/9/2042  |  | 490000 | 388245 |
| Altria Group Inc 5.375% 1/31/2044  |  | 278000 | 255798 |
| Altria Group Inc 5.625% 2/6/2035  |  | 1438000 | 1443625 |
| Altria Group Inc 6.2% 2/14/2059  |  | 135000 | 131557 |
| Philip Morris International Inc 2.1% 5/1/2030  |  | 2500000 | 2224298 |
| Philip Morris International Inc 2.75% 2/25/2026  |  | 3925000 | 3874341 |
| Philip Morris International Inc 3.125% 3/2/2028  |  | 25000 | 24270 |
| Philip Morris International Inc 3.75% 1/15/2031  | EUR | 2400000 | 2811956 |
| Philip Morris International Inc 3.875% 8/21/2042  |  | 830000 | 658870 |
| Philip Morris International Inc 4.375% 11/15/2041  |  | 442000 | 376871 |
| Philip Morris International Inc 4.75% 11/1/2031  |  | 3000000 | 2992503 |
| Philip Morris International Inc 4.875% 2/15/2028  |  | 145000 | 146966 |
| Philip Morris International Inc 5.125% 2/13/2031  |  | 1240000 | 1261219 |
| Philip Morris International Inc 5.125% 2/15/2030  |  | 7455000 | 7615339 |
| Philip Morris International Inc 5.25% 2/13/2034  |  | 962000 | 968034 |
| Philip Morris International Inc 5.25% 9/7/2028  |  | 485000 | 497308 |
| Philip Morris International Inc 5.375% 2/15/2033  |  | 1352000 | 1378614 |
| Turning Point Brands Inc 7.625% 3/15/2032 (c) |  | 125000 | 131440 |
|  |  |  | 29247749 |
| TOTAL CONSUMER STAPLES |  |  | 104458036 |
| Energy - 1.2% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Archrock Partners LP / Archrock Partners Finance Corp 6.25% 4/1/2028 (c) |  | 240000 | 239611 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.625% 9/1/2032 (c) |  | 1100000 | 1105786 |
| Archrock Partners LP / Archrock Partners Finance Corp 6.875% 4/1/2027 (c) |  | 63000 | 63090 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 2.061% 12/15/2026  |  | 35000 | 33743 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  |  | 56000 | 42077 |
| Baker Hughes Holdings LLC 5.125% 9/15/2040  |  | 26000 | 24464 |
| Diamond Foreign Asset Co / Diamond Finance LLC 8.5% 10/1/2030 (c) |  | 250000 | 250436 |
| Halliburton Co 4.75% 8/1/2043  |  | 7000 | 5902 |
| Kodiak Gas Services LLC 7.25% 2/15/2029 (c) |  | 440000 | 450918 |
| Nabors Industries Inc 7.375% 5/15/2027 (c) |  | 175000 | 168009 |
| Nabors Industries Inc 8.875% 8/15/2031 (c) |  | 150000 | 102651 |
| Noble Finance II LLC 8% 4/15/2030 (c) |  | 165000 | 164413 |
| Nustar Logistics LP 5.625% 4/28/2027  |  | 58000 | 58144 |
| Nustar Logistics LP 6.375% 10/1/2030  |  | 174000 | 177272 |
| Schlumberger Holdings Corp 3.9% 5/17/2028 (c) |  | 172000 | 169203 |
| Transocean Inc 8.25% 5/15/2029 (c) |  | 610000 | 550078 |
| Transocean Inc 8.75% 2/15/2030 (c) |  | 288000 | 291961 |
| Transocean Poseidon Ltd 6.875% 2/1/2027 (c) |  | 63000 | 63072 |
| Transocean Titan Financing Ltd 8.375% 2/1/2028 (c) |  | 110381 | 112092 |
| USA Compression Partners LP / USA Compression Finance Corp 7.125% 3/15/2029 (c) |  | 545000 | 553565 |
| Valaris Ltd 8.375% 4/30/2030 (c) |  | 500000 | 501944 |
|  |  |  | 5128431 |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |  |
| Aethon United BR LP / Aethon United Finance Corp 7.5% 10/1/2029 (c) |  | 150000 | 153715 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 6/15/2029 (c) |  | 185000 | 183117 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 1/15/2028 (c) |  | 445000 | 443284 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 3/1/2027 (c) |  | 1250000 | 1248912 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 6.625% 2/1/2032 (c) |  | 615000 | 628255 |
| Antero Resources Corp 5.375% 3/1/2030 (c) |  | 2603000 | 2555479 |
| Antero Resources Corp 7.625% 2/1/2029 (c) |  | 3251000 | 3327727 |
| APA Corp 4.25% 1/15/2030 (c) |  | 575000 | 538257 |
| APA Corp 5.25% 2/1/2042 (c) |  | 169000 | 130881 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp 6.625% 10/15/2032 (c) |  | 840000 | 844849 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp 8.25% 12/31/2028 (c) |  | 410000 | 416174 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp 6.625% 7/15/2026 (c) |  | 215000 | 215541 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp 7% 7/15/2029 (c) |  | 215000 | 222133 |
| Buckeye Partners LP 4.125% 12/1/2027  |  | 534000 | 519570 |
| Buckeye Partners LP 4.5% 3/1/2028 (c) |  | 135000 | 131882 |
| Buckeye Partners LP 6.875% 7/1/2029 (c) |  | 195000 | 200496 |
| California Resources Corp 7.125% 2/1/2026 (c) |  | 44000 | 43962 |
| California Resources Corp 8.25% 6/15/2029 (c) |  | 345000 | 345626 |
| Cheniere Corpus Christi Holdings LLC 2.742% 12/31/2039  |  | 1499000 | 1196662 |
| Cheniere Corpus Christi Holdings LLC 3.7% 11/15/2029  |  | 1306000 | 1251236 |
| Cheniere Energy Inc 5.65% 4/15/2034  |  | 3546000 | 3538632 |
| Cheniere Energy Partners LP 3.25% 1/31/2032  |  | 1949000 | 1710078 |
| Cheniere Energy Partners LP 4.5% 10/1/2029  |  | 8713000 | 8530166 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  |  | 4310000 | 4325370 |
| Cheniere Energy Partners LP 5.95% 6/30/2033  |  | 1773000 | 1814126 |
| Chord Energy Corp 6.75% 3/15/2033 (c) |  | 180000 | 178754 |
| Civitas Resources Inc 8.375% 7/1/2028 (c) |  | 1134000 | 1142511 |
| Civitas Resources Inc 8.625% 11/1/2030 (c) |  | 425000 | 419122 |
| Civitas Resources Inc 8.75% 7/1/2031 (c) |  | 513000 | 501563 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (c) |  | 45000 | 41715 |
| CNX Resources Corp 7.25% 3/1/2032 (c) |  | 836000 | 851949 |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (c) |  | 236000 | 231435 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (c) |  | 957000 | 994318 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (c) |  | 6190000 | 6371411 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (c) |  | 971000 | 975560 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (c) |  | 1389000 | 1395943 |
| Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (c) |  | 831000 | 843479 |
| Comstock Resources Inc 6.75% 3/1/2029 (c) |  | 591000 | 582505 |
| ConocoPhillips Co 3.758% 3/15/2042  |  | 525000 | 408056 |
| ConocoPhillips Co 3.8% 3/15/2052  |  | 390000 | 272981 |
| ConocoPhillips Co 4.7% 1/15/2030  |  | 760000 | 763474 |
| ConocoPhillips Co 5% 1/15/2035  |  | 1020000 | 996140 |
| ConocoPhillips Co 5.05% 9/15/2033  |  | 940000 | 940116 |
| ConocoPhillips Co 5.55% 3/15/2054  |  | 1170000 | 1086188 |
| Continental Resources Inc/OK 5.75% 1/15/2031 (c) |  | 770000 | 766564 |
| Coterra Energy Inc 3.9% 5/15/2027  |  | 100000 | 98491 |
| Coterra Energy Inc 5.4% 2/15/2035  |  | 7700000 | 7466670 |
| Coterra Energy Inc 5.9% 2/15/2055  |  | 600000 | 540870 |
| Crescent Energy Finance LLC 7.625% 4/1/2032 (c) |  | 715000 | 674092 |
| Crescent Energy Finance LLC 9.25% 2/15/2028 (c) |  | 1655000 | 1708804 |
| CVR Energy Inc 5.75% 2/15/2028 (c) |  | 35000 | 33320 |
| CVR Energy Inc 8.5% 1/15/2029 (c) |  | 230000 | 224490 |
| DCP Midstream Operating LP 5.125% 5/15/2029  |  | 355000 | 358141 |
| DCP Midstream Operating LP 5.375% 7/15/2025  |  | 220000 | 220056 |
| DCP Midstream Operating LP 5.6% 4/1/2044  |  | 3773000 | 3321829 |
| DCP Midstream Operating LP 5.625% 7/15/2027  |  | 260000 | 264761 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (c) |  | 225000 | 233025 |
| Devon Energy Corp 5.25% 10/15/2027  |  | 34000 | 34014 |
| Devon Energy Corp 5.875% 6/15/2028  |  | 98000 | 97999 |
| Diamondback Energy Inc 3.125% 3/24/2031  |  | 5898000 | 5323095 |
| Diamondback Energy Inc 3.25% 12/1/2026  |  | 4524000 | 4435735 |
| Diamondback Energy Inc 3.5% 12/1/2029  |  | 4502000 | 4257229 |
| Diamondback Energy Inc 4.25% 3/15/2052  |  | 10000 | 7287 |
| Diamondback Energy Inc 4.4% 3/24/2051  |  | 350000 | 261757 |
| Diamondback Energy Inc 5.15% 1/30/2030  |  | 334000 | 338021 |
| Diamondback Energy Inc 5.4% 4/18/2034  |  | 1825000 | 1791006 |
| Diamondback Energy Inc 5.55% 4/1/2035  |  | 5275000 | 5203311 |
| Diamondback Energy Inc 5.9% 4/18/2064  |  | 957000 | 856365 |
| Diamondback Energy Inc 6.25% 3/15/2033  |  | 2901000 | 3025438 |
| DT Midstream Inc 4.125% 6/15/2029 (c) |  | 292000 | 278121 |
| DT Midstream Inc 4.3% 4/15/2032 (c) |  | 40000 | 36787 |
| DT Midstream Inc 4.375% 6/15/2031 (c) |  | 148000 | 138215 |
| DT Midstream Inc 5.8% 12/15/2034 (c) |  | 7125000 | 7067061 |
| Encino Acquisition Partners Holdings LLC 8.5% 5/1/2028 (c) |  | 304000 | 311816 |
| Energy Transfer LP 3.75% 5/15/2030  |  | 2964000 | 2804383 |
| Energy Transfer LP 3.9% 7/15/2026  |  | 955000 | 946983 |
| Energy Transfer LP 4% 10/1/2027  |  | 835000 | 824156 |
| Energy Transfer LP 4.75% 1/15/2026  |  | 850000 | 848997 |
| Energy Transfer LP 4.95% 5/15/2028  |  | 873000 | 880898 |
| Energy Transfer LP 4.95% 6/15/2028  |  | 7566000 | 7617484 |
| Energy Transfer LP 5% 5/15/2050  |  | 8746000 | 7069924 |
| Energy Transfer LP 5.2% 4/1/2030  |  | 5700000 | 5754616 |
| Energy Transfer LP 5.25% 4/15/2029  |  | 2973000 | 3018346 |
| Energy Transfer LP 5.25% 7/1/2029  |  | 4850000 | 4929466 |
| Energy Transfer LP 5.3% 4/15/2047  |  | 225000 | 191241 |
| Energy Transfer LP 5.35% 5/15/2045  |  | 3295000 | 2879763 |
| Energy Transfer LP 5.4% 10/1/2047  |  | 7051000 | 6079395 |
| Energy Transfer LP 5.7% 4/1/2035  |  | 6200000 | 6183334 |
| Energy Transfer LP 5.8% 6/15/2038  |  | 3282000 | 3213460 |
| Energy Transfer LP 5.95% 5/15/2054  |  | 150000 | 136984 |
| Energy Transfer LP 6% 6/15/2048  |  | 2369000 | 2199672 |
| Energy Transfer LP 6.05% 9/1/2054  |  | 1123000 | 1038287 |
| Energy Transfer LP 6.125% 12/15/2045  |  | 2635000 | 2510082 |
| Energy Transfer LP 6.25% 4/15/2049  |  | 1925000 | 1832885 |
| Energy Transfer LP 6.4% 12/1/2030  |  | 785000 | 834556 |
| Energy Transfer LP 6.55% 12/1/2033  |  | 965000 | 1024964 |
| Energy Transfer LP 6.625% 10/15/2036  |  | 900000 | 947269 |
| Energy Transfer LP 7.375% 2/1/2031 (c) |  | 752000 | 787583 |
| Enterprise Products Operating LLC 4.85% 3/15/2044  |  | 2015000 | 1767028 |
| Enterprise Products Operating LLC 5.25% 8/16/2077 (d) |  | 43000 | 42311 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  |  | 1385000 | 1292305 |
| Enterprise Products Operating LLC 5.75% 3/1/2035  |  | 23000 | 23486 |
| EQM Midstream Partners LP 6.5% 7/1/2027 (c) |  | 760000 | 773306 |
| EQT Corp 3.125% 5/15/2026 (c) |  | 444000 | 435987 |
| EQT Corp 3.625% 5/15/2031 (c) |  | 2432000 | 2217746 |
| EQT Corp 3.9% 10/1/2027  |  | 1542000 | 1516459 |
| EQT Corp 4.5% 1/15/2029 (c) |  | 2624000 | 2564146 |
| EQT Corp 4.75% 1/15/2031 (c) |  | 4759000 | 4603824 |
| EQT Corp 5% 1/15/2029  |  | 2228000 | 2229259 |
| EQT Corp 5.5% 7/15/2028 (c) |  | 101000 | 102933 |
| EQT Corp 5.7% 4/1/2028  |  | 1687000 | 1722664 |
| EQT Corp 5.75% 2/1/2034  |  | 2547000 | 2563997 |
| EQT Corp 6.375% 4/1/2029 (c) |  | 1358000 | 1390528 |
| EQT Corp 6.5% 7/1/2027 (c) |  | 575000 | 585067 |
| EQT Corp 7% 2/1/2030 (f) |  | 1654000 | 1770517 |
| EQT Corp 7.5% 6/1/2027 (c) |  | 1027000 | 1046118 |
| EQT Corp 7.5% 6/1/2030 (c) |  | 3437000 | 3730961 |
| Expand Energy Corp 4.75% 2/1/2032  |  | 5214000 | 4915361 |
| Expand Energy Corp 5.375% 2/1/2029  |  | 3706000 | 3693931 |
| Expand Energy Corp 5.375% 3/15/2030  |  | 808000 | 803610 |
| Expand Energy Corp 5.7% 1/15/2035  |  | 8421000 | 8313192 |
| Expand Energy Corp 5.875% 2/1/2029 (c) |  | 1680000 | 1685411 |
| Expand Energy Corp 6.75% 4/15/2029 (c) |  | 1690000 | 1709844 |
| Exxon Mobil Corp 4.114% 3/1/2046  |  | 805000 | 644198 |
| Exxon Mobil Corp 4.227% 3/19/2040  |  | 490000 | 429290 |
| Flex Intermediate Holdco LLC 3.363% 6/30/2031 (c) |  | 4831000 | 4224511 |
| Flex Intermediate Holdco LLC 4.317% 12/30/2039 (c) |  | 47000 | 35956 |
| Genesis Energy LP / Genesis Energy Finance Corp 7.75% 2/1/2028  |  | 273000 | 275375 |
| Genesis Energy LP / Genesis Energy Finance Corp 7.875% 5/15/2032  |  | 55000 | 55695 |
| Global Partners LP / GLP Finance Corp 7% 8/1/2027  |  | 505000 | 506230 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (c) |  | 85000 | 88360 |
| Gray Oak Pipeline LLC 2.6% 10/15/2025 (c) |  | 109000 | 107637 |
| Gray Oak Pipeline LLC 3.45% 10/15/2027 (c) |  | 42000 | 40809 |
| Gulfport Energy Operating Corp 6.75% 9/1/2029 (c) |  | 345000 | 349987 |
| Gulfstream Natural Gas System LLC 6.19% 11/1/2025 (c) |  | 3640000 | 3654175 |
| Harvest Midstream I LP 7.5% 5/15/2032 (c) |  | 455000 | 467479 |
| Hess Corp 4.3% 4/1/2027  |  | 840000 | 836630 |
| Hess Corp 5.6% 2/15/2041  |  | 3496000 | 3388735 |
| Hess Corp 5.8% 4/1/2047  |  | 4517000 | 4353997 |
| Hess Corp 7.125% 3/15/2033  |  | 1335000 | 1487855 |
| Hess Corp 7.3% 8/15/2031  |  | 2018000 | 2256938 |
| Hess Corp 7.875% 10/1/2029  |  | 5583000 | 6246280 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (c) |  | 280000 | 276308 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (c) |  | 50000 | 49436 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (c) |  | 260000 | 262559 |
| Hilcorp Energy I LP / Hilcorp Finance Co 5.75% 2/1/2029 (c) |  | 580000 | 554067 |
| Hilcorp Energy I LP / Hilcorp Finance Co 6% 4/15/2030 (c) |  | 800000 | 758913 |
| Hilcorp Energy I LP / Hilcorp Finance Co 6.25% 4/15/2032 (c) |  | 2075000 | 1890664 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (c) |  | 115000 | 119012 |
| Kinder Morgan Inc 3.25% 8/1/2050  |  | 351000 | 217947 |
| Kinder Morgan Inc 5.05% 2/15/2046  |  | 200000 | 170806 |
| Kinder Morgan Inc 5.15% 6/1/2030  |  | 390000 | 393664 |
| Kinder Morgan Inc 5.85% 6/1/2035  |  | 305000 | 309115 |
| Kinetik Holdings LP 5.875% 6/15/2030 (c) |  | 1175000 | 1168018 |
| Kinetik Holdings LP 6.625% 12/15/2028 (c) |  | 800000 | 815882 |
| Marathon Petroleum Corp 3.8% 4/1/2028  |  | 5590000 | 5475505 |
| Matador Resources Co 6.5% 4/15/2032 (c) |  | 825000 | 807788 |
| MPLX LP 2.65% 8/15/2030  |  | 2470000 | 2210212 |
| MPLX LP 4.125% 3/1/2027  |  | 2371000 | 2352679 |
| MPLX LP 4.25% 12/1/2027  |  | 4150000 | 4118303 |
| MPLX LP 4.5% 4/15/2038  |  | 1125000 | 970083 |
| MPLX LP 4.7% 4/15/2048  |  | 2335000 | 1836222 |
| MPLX LP 4.8% 2/15/2029  |  | 1505000 | 1509999 |
| MPLX LP 4.95% 3/14/2052  |  | 606000 | 489142 |
| MPLX LP 5.2% 12/1/2047  |  | 1795000 | 1521469 |
| MPLX LP 5.2% 3/1/2047  |  | 1489000 | 1269422 |
| MPLX LP 5.5% 2/15/2049  |  | 4516000 | 3967259 |
| MPLX LP 5.5% 6/1/2034  |  | 6600000 | 6506048 |
| NGL Energy Operating LLC / NGL Energy Finance Corp 8.125% 2/15/2029 (c) |  | 275000 | 268807 |
| NGPL PipeCo LLC 3.25% 7/15/2031 (c) |  | 1473000 | 1287903 |
| Northern Oil & Gas Inc 8.125% 3/1/2028 (c) |  | 250000 | 251018 |
| Northern Oil & Gas Inc 8.75% 6/15/2031 (c) |  | 115000 | 115917 |
| Northwest Pipeline LLC 4% 4/1/2027  |  | 3175000 | 3139242 |
| Occidental Petroleum Corp 3.5% 8/15/2029  |  | 195000 | 179210 |
| Occidental Petroleum Corp 5.2% 8/1/2029  |  | 6150000 | 6109133 |
| Occidental Petroleum Corp 6.375% 9/1/2028  |  | 340000 | 350642 |
| Occidental Petroleum Corp 6.45% 9/15/2036  |  | 4200000 | 4127389 |
| Occidental Petroleum Corp 6.6% 3/15/2046  |  | 6475000 | 6134145 |
| Occidental Petroleum Corp 6.625% 9/1/2030  |  | 420000 | 437394 |
| Occidental Petroleum Corp 7.5% 5/1/2031  |  | 9296000 | 10006010 |
| Occidental Petroleum Corp 7.875% 9/15/2031  |  | 40000 | 43984 |
| ONEOK Inc 3.1% 3/15/2030  |  | 3705000 | 3419487 |
| ONEOK Inc 3.25% 6/1/2030  |  | 1555000 | 1437133 |
| ONEOK Inc 3.4% 9/1/2029  |  | 2600000 | 2454489 |
| ONEOK Inc 4.2% 10/3/2047  |  | 795000 | 577196 |
| ONEOK Inc 4.25% 9/15/2046  |  | 190000 | 138946 |
| ONEOK Inc 4.25% 9/24/2027  |  | 1667000 | 1656084 |
| ONEOK Inc 4.4% 10/15/2029  |  | 1743000 | 1715121 |
| ONEOK Inc 4.45% 9/1/2049  |  | 2365000 | 1749478 |
| ONEOK Inc 4.75% 10/15/2031  |  | 3880000 | 3787388 |
| ONEOK Inc 4.95% 7/13/2047  |  | 705000 | 572915 |
| ONEOK Inc 5.05% 11/1/2034  |  | 20070000 | 19122672 |
| ONEOK Inc 5.375% 6/1/2029  |  | 4115000 | 4176299 |
| ONEOK Inc 5.6% 4/1/2044  |  | 630000 | 562139 |
| ONEOK Inc 5.625% 1/15/2028 (c) |  | 220000 | 223726 |
| ONEOK Inc 5.7% 11/1/2054  |  | 2330000 | 2082426 |
| ONEOK Inc 6.05% 9/1/2033  |  | 4345000 | 4458065 |
| ONEOK Inc 6.5% 9/1/2030 (c) |  | 5598000 | 5919840 |
| ONEOK Partners LP 6.65% 10/1/2036  |  | 542000 | 569574 |
| Ovintiv Inc 5.15% 11/15/2041  |  | 3000000 | 2416990 |
| Ovintiv Inc 5.375% 1/1/2026  |  | 310000 | 310128 |
| Ovintiv Inc 6.25% 7/15/2033  |  | 617000 | 617831 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  |  | 190000 | 176413 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (c) |  | 230000 | 199940 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (c) |  | 105000 | 100389 |
| Permian Resources Operating LLC 5.375% 1/15/2026 (c) |  | 95000 | 94752 |
| Permian Resources Operating LLC 5.875% 7/1/2029 (c) |  | 400000 | 394000 |
| Permian Resources Operating LLC 6.25% 2/1/2033 (c) |  | 235000 | 231862 |
| Permian Resources Operating LLC 7% 1/15/2032 (c) |  | 500000 | 512898 |
| Permian Resources Operating LLC 8% 4/15/2027 (c) |  | 1275000 | 1298074 |
| Permian Resources Operating LLC 9.875% 7/15/2031 (c) |  | 68000 | 74264 |
| Phillips 66 2.15% 12/15/2030  |  | 385000 | 334354 |
| Phillips 66 Co 3.75% 3/1/2028  |  | 695000 | 680498 |
| Pioneer Natural Resources Co 1.9% 8/15/2030  |  | 2470000 | 2162929 |
| Pioneer Natural Resources Co 2.15% 1/15/2031  |  | 285000 | 249538 |
| Pioneer Natural Resources Co 5.1% 3/29/2026  |  | 2975000 | 2989218 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  |  | 2689000 | 2542974 |
| Range Resources Corp 4.75% 2/15/2030 (c) |  | 24000 | 23067 |
| Range Resources Corp 8.25% 1/15/2029  |  | 394000 | 404733 |
| Rockies Express Pipeline LLC 4.8% 5/15/2030 (c) |  | 115000 | 108604 |
| Rockies Express Pipeline LLC 4.95% 7/15/2029 (c) |  | 245000 | 236612 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (c) |  | 650000 | 669466 |
| Sabine Pass Liquefaction LLC 4.2% 3/15/2028  |  | 300000 | 297193 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  |  | 13243000 | 13047624 |
| Sabine Pass Liquefaction LLC 5% 3/15/2027  |  | 2960000 | 2973003 |
| Sabine Pass Liquefaction LLC 5.875% 6/30/2026  |  | 382000 | 384312 |
| Sabine Pass Liquefaction LLC 5.9% 9/15/2037  |  | 1319000 | 1347311 |
| Shell Finance US Inc 3.75% 9/12/2046  |  | 65000 | 48680 |
| Shell Finance US Inc 4% 5/10/2046  |  | 87000 | 67733 |
| Shell International Finance BV 2.875% 11/26/2041  |  | 165000 | 115439 |
| Shell International Finance BV 3.625% 8/21/2042  |  | 343000 | 262012 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp 7.875% 11/1/2028 (c) |  | 201000 | 207298 |
| SM Energy Co 6.625% 1/15/2027  |  | 97000 | 97104 |
| SM Energy Co 6.75% 8/1/2029 (c) |  | 260000 | 254770 |
| Summit Midstream Holdings LLC 8.625% 10/31/2029 (c) |  | 95000 | 95213 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 425000 | 407148 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  |  | 215000 | 214500 |
| Sunoco LP / Sunoco Finance Corp 6% 4/15/2027  |  | 464000 | 463752 |
| Sunoco LP 6.25% 7/1/2033 (c) |  | 125000 | 124998 |
| Sunoco LP 7.25% 5/1/2032 (c) |  | 300000 | 311927 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (c) |  | 145000 | 144098 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (c) |  | 2497000 | 2392591 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 3/1/2027 (c) |  | 413000 | 412430 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (c) |  | 225000 | 214432 |
| Talos Production Inc 9% 2/1/2029 (c) |  | 50000 | 49659 |
| Targa Resources Corp 4.2% 2/1/2033  |  | 4822000 | 4407483 |
| Targa Resources Corp 4.95% 4/15/2052  |  | 1340000 | 1070495 |
| Targa Resources Corp 5.5% 2/15/2035  |  | 580000 | 567432 |
| Targa Resources Corp 6.125% 3/15/2033  |  | 1290000 | 1328645 |
| Targa Resources Corp 6.125% 5/15/2055  |  | 71000 | 66874 |
| Targa Resources Corp 6.15% 3/1/2029  |  | 2895000 | 3021654 |
| Targa Resources Corp 6.5% 3/30/2034  |  | 3350000 | 3522505 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  |  | 54000 | 49378 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4.875% 2/1/2031  |  | 1703000 | 1660800 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  |  | 3285000 | 3060903 |
| Transcontinental Gas Pipe Line Co LLC 4.6% 3/15/2048  |  | 350000 | 285712 |
| Venture Global Calcasieu 3.875% 11/1/2033 (c) |  | 320000 | 273333 |
| Venture Global Calcasieu 3.875% 8/15/2029 (c) |  | 4606000 | 4280566 |
| Venture Global Calcasieu 4.125% 8/15/2031 (c) |  | 285000 | 257835 |
| Venture Global Calcasieu 6.25% 1/15/2030 (c) |  | 160000 | 162203 |
| Venture Global LNG Inc 7% 1/15/2030 (c) |  | 2517000 | 2505862 |
| Venture Global LNG Inc 8.125% 6/1/2028 (c) |  | 910000 | 931294 |
| Venture Global LNG Inc 8.375% 6/1/2031 (c) |  | 296000 | 300482 |
| Venture Global LNG Inc 9.5% 2/1/2029 (c) |  | 330000 | 352818 |
| Venture Global LNG Inc 9.875% 2/1/2032 (c) |  | 1188000 | 1263849 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (c) |  | 579000 | 604735 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (c) |  | 851000 | 896143 |
| Viper Energy Inc 5.375% 11/1/2027 (c) |  | 2034000 | 2023938 |
| Viper Energy Inc 7.375% 11/1/2031 (c) |  | 3240000 | 3397597 |
| Vital Energy Inc 7.875% 4/15/2032 (c) |  | 300000 | 243338 |
| Western Gas Partners LP 4.65% 7/1/2026  |  | 1931000 | 1925605 |
| Western Gas Partners LP 4.75% 8/15/2028  |  | 1465000 | 1454896 |
| Williams Cos Inc/The 3.5% 11/15/2030  |  | 11542000 | 10800556 |
| Williams Cos Inc/The 3.75% 6/15/2027  |  | 2835000 | 2794481 |
| Williams Cos Inc/The 4.65% 8/15/2032  |  | 7545000 | 7302030 |
| Williams Cos Inc/The 4.8% 11/15/2029  |  | 7785000 | 7828375 |
| Williams Cos Inc/The 4.9% 1/15/2045  |  | 1460000 | 1247498 |
| Williams Cos Inc/The 5.1% 9/15/2045  |  | 105000 | 91900 |
| Williams Cos Inc/The 5.3% 8/15/2052  |  | 1511000 | 1336675 |
| Williams Cos Inc/The 5.4% 3/2/2026  |  | 4500000 | 4522424 |
| Williams Cos Inc/The 5.8% 11/15/2043  |  | 400000 | 383462 |
| Williams Cos Inc/The 5.8% 11/15/2054  |  | 700000 | 662543 |
| Williams Cos Inc/The 6.3% 4/15/2040  |  | 550000 | 569528 |
|  |  |  | 493705478 |
| TOTAL ENERGY |  |  | 498833909 |
| Financials - 4.2% |  |  |  |
| Banks - 1.9% |  |  |  |
| Bank of America Corp 1.197% 10/24/2026 (d) |  | 703000 | 693096 |
| Bank of America Corp 1.658% 3/11/2027 (d) |  | 2397000 | 2341631 |
| Bank of America Corp 1.734% 7/22/2027 (d) |  | 155000 | 149931 |
| Bank of America Corp 1.898% 7/23/2031 (d) |  | 718000 | 621554 |
| Bank of America Corp 1.922% 10/24/2031 (d) |  | 2615000 | 2250951 |
| Bank of America Corp 2.087% 6/14/2029 (d) |  | 11347000 | 10533553 |
| Bank of America Corp 2.299% 7/21/2032 (d) |  | 3978000 | 3413039 |
| Bank of America Corp 2.496% 2/13/2031 (d) |  | 16862000 | 15207815 |
| Bank of America Corp 2.572% 10/20/2032 (d) |  | 440000 | 381477 |
| Bank of America Corp 2.592% 4/29/2031 (d) |  | 2292000 | 2067944 |
| Bank of America Corp 2.651% 3/11/2032 (d) |  | 22866000 | 20241001 |
| Bank of America Corp 2.676% 6/19/2041 (d) |  | 5528000 | 3854539 |
| Bank of America Corp 2.687% 4/22/2032 (d) |  | 5511000 | 4867189 |
| Bank of America Corp 2.972% 2/4/2033 (d) |  | 8097000 | 7136673 |
| Bank of America Corp 3.194% 7/23/2030 (d) |  | 375000 | 353272 |
| Bank of America Corp 3.419% 12/20/2028 (d) |  | 6394000 | 6204123 |
| Bank of America Corp 3.559% 4/23/2027 (d) |  | 1736000 | 1718217 |
| Bank of America Corp 3.593% 7/21/2028 (d) |  | 720000 | 704588 |
| Bank of America Corp 3.705% 4/24/2028 (d) |  | 29000 | 28508 |
| Bank of America Corp 3.824% 1/20/2028 (d) |  | 525000 | 517959 |
| Bank of America Corp 3.97% 3/5/2029 (d) |  | 277000 | 272038 |
| Bank of America Corp 4.078% 4/23/2040 (d) |  | 3550000 | 3013414 |
| Bank of America Corp 4.244% 4/24/2038 (d) |  | 677000 | 600421 |
| Bank of America Corp 4.25% 10/22/2026  |  | 10727000 | 10681208 |
| Bank of America Corp 4.376% 4/27/2028 (d) |  | 1000000 | 995120 |
| Bank of America Corp 4.571% 4/27/2033 (d) |  | 1864000 | 1808012 |
| Bank of America Corp 4.623% 5/9/2029 (d) |  | 10381000 | 10378539 |
| Bank of America Corp 5.162% 1/24/2031 (d) |  | 2220000 | 2252892 |
| Bank of America Corp 5.202% 4/25/2029 (d) |  | 651000 | 661528 |
| Bank of America Corp 5.288% 4/25/2034 (d) |  | 120000 | 120209 |
| Bank of America Corp 5.425% 8/15/2035 (d) |  | 700000 | 685896 |
| Bank of America Corp 5.468% 1/23/2035 (d) |  | 1612000 | 1628860 |
| Bank of America Corp 5.511% 1/24/2036 (d) |  | 926000 | 933319 |
| Bank of America Corp 5.518% 10/25/2035 (d) |  | 1490000 | 1462551 |
| Bank of America Corp 5.819% 9/15/2029 (d) |  | 49055000 | 50822415 |
| Bank of America Corp 5.933% 9/15/2027 (d) |  | 2649000 | 2689992 |
| Bank of America Corp 6.204% 11/10/2028 (d) |  | 8241000 | 8532308 |
| Bank of America Corp 6.975% 3/7/2037  |  | 43000 | 46866 |
| Citibank NA 5.803% 9/29/2028  |  | 500000 | 520351 |
| Citibank NA U.S. SOFR Averages Index + 0.59%, 4.9046% 4/30/2026 (b)(d) |  | 300000 | 300709 |
| Citigroup Inc 1.462% 6/9/2027 (d) |  | 360000 | 348016 |
| Citigroup Inc 2.52% 11/3/2032 (d) |  | 561000 | 482744 |
| Citigroup Inc 2.561% 5/1/2032 (d) |  | 3331000 | 2909518 |
| Citigroup Inc 2.572% 6/3/2031 (d) |  | 5801000 | 5196501 |
| Citigroup Inc 2.666% 1/29/2031 (d) |  | 14765000 | 13371789 |
| Citigroup Inc 2.904% 11/3/2042 (d) |  | 495000 | 340367 |
| Citigroup Inc 2.976% 11/5/2030 (d) |  | 655000 | 606101 |
| Citigroup Inc 3.057% 1/25/2033 (d) |  | 4030000 | 3544791 |
| Citigroup Inc 3.07% 2/24/2028 (d) |  | 400000 | 389223 |
| Citigroup Inc 3.52% 10/27/2028 (d) |  | 3098000 | 3014134 |
| Citigroup Inc 3.668% 7/24/2028 (d) |  | 163000 | 159372 |
| Citigroup Inc 3.887% 1/10/2028 (d) |  | 2750000 | 2713962 |
| Citigroup Inc 3.98% 3/20/2030 (d) |  | 23285000 | 22618211 |
| Citigroup Inc 4.075% 4/23/2029 (d) |  | 30785000 | 30295435 |
| Citigroup Inc 4.3% 11/20/2026  |  | 2202000 | 2190853 |
| Citigroup Inc 4.412% 3/31/2031 (d) |  | 15729000 | 15379465 |
| Citigroup Inc 4.45% 9/29/2027  |  | 4630000 | 4610952 |
| Citigroup Inc 4.542% 9/19/2030 (d) |  | 15438000 | 15247952 |
| Citigroup Inc 4.6% 3/9/2026  |  | 3500000 | 3496672 |
| Citigroup Inc 4.643% 5/7/2028 (d) |  | 1316000 | 1313972 |
| Citigroup Inc 4.75% 5/18/2046  |  | 10000000 | 8294144 |
| Citigroup Inc 4.786% 3/4/2029 (d) |  | 803000 | 804092 |
| Citigroup Inc 5.174% 2/13/2030 (d) |  | 8733000 | 8845217 |
| Citigroup Inc 5.316% 3/26/2041 (d) |  | 244000 | 232678 |
| Citigroup Inc 5.333% 3/27/2036 (d) |  | 1790000 | 1765595 |
| Citigroup Inc 5.449% 6/11/2035 (d) |  | 725000 | 726456 |
| Citigroup Inc 5.827% 2/13/2035 (d) |  | 1000000 | 997435 |
| Citigroup Inc 6.02% 1/24/2036 (d) |  | 1200000 | 1207072 |
| Citigroup Inc 6.27% 11/17/2033 (d) |  | 935000 | 991970 |
| Citigroup Inc 6.625% 1/15/2028  |  | 24000 | 25284 |
| Citigroup Inc 6.875% 6/1/2025  |  | 18000 | 17998 |
| Citigroup Inc 7% 12/1/2025  |  | 32000 | 32297 |
| Citizens Financial Group Inc 2.638% 9/30/2032  |  | 9574000 | 7844473 |
| Comerica Inc 5.982% 1/30/2030 (d) |  | 5095000 | 5178372 |
| Fifth Third Bancorp 4.337% 4/25/2033 (d) |  | 2272000 | 2130307 |
| Fifth Third Bancorp 6.339% 7/27/2029 (d) |  | 2815000 | 2944605 |
| First Horizon Corp 5.514% 3/7/2031 (d) |  | 1365000 | 1372845 |
| First-Citizens Bank & Trust Co 6.125% 3/9/2028  |  | 4840000 | 5011676 |
| HAT Holdings I LLC / HAT Holdings II LLC 3.375% 6/15/2026 (c) |  | 145000 | 141157 |
| HAT Holdings I LLC / HAT Holdings II LLC 8% 6/15/2027 (c) |  | 130000 | 133803 |
| Huntington Bancshares Inc/OH 5.709% 2/2/2035 (d) |  | 4233000 | 4258764 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (d) |  | 2764000 | 2881113 |
| JPMorgan Chase & Co 1.04% 2/4/2027 (d) |  | 5245000 | 5117789 |
| JPMorgan Chase & Co 1.045% 11/19/2026 (d) |  | 470000 | 461745 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (d) |  | 6725000 | 5757503 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (d) |  | 2035000 | 1892693 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (d) |  | 4525000 | 4083534 |
| JPMorgan Chase & Co 2.525% 11/19/2041 (d) |  | 10730000 | 7323816 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (d) |  | 605000 | 524278 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (d) |  | 6944000 | 6129070 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (d) |  | 8065000 | 7434305 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (d) |  | 5386000 | 4904001 |
| JPMorgan Chase & Co 3.509% 1/23/2029 (d) |  | 9550000 | 9291904 |
| JPMorgan Chase & Co 3.761% 3/21/2034 (d)(e) | EUR | 450000 | 521108 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (d) |  | 4300000 | 3703386 |
| JPMorgan Chase & Co 4.505% 10/22/2028 (d) |  | 3340000 | 3333140 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) |  | 39347000 | 39114020 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (d) |  | 1000000 | 1005060 |
| JPMorgan Chase & Co 4.915% 1/24/2029 (d) |  | 11174000 | 11271639 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (d) |  | 2570000 | 2493825 |
| JPMorgan Chase & Co 4.979% 7/22/2028 (d) |  | 1952000 | 1967355 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (d) |  | 6192000 | 6249813 |
| JPMorgan Chase & Co 5.012% 1/23/2030 (d) |  | 1350000 | 1366008 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (d) |  | 3911000 | 3967742 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (d) |  | 2664000 | 2705346 |
| JPMorgan Chase & Co 5.336% 1/23/2035 (d) |  | 1016000 | 1022279 |
| JPMorgan Chase & Co 5.502% 1/24/2036 (d) |  | 2430000 | 2458824 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (d) |  | 1910000 | 1944912 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (d) |  | 5226000 | 5317033 |
| JPMorgan Chase & Co 5.581% 4/22/2030 (d) |  | 300000 | 309676 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (d) |  | 4735000 | 4896895 |
| JPMorgan Chase & Co 6.087% 10/23/2029 (d) |  | 29400000 | 30702001 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.92%, 5.2393% 4/22/2028 (b)(d) |  | 500000 | 501829 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.93%, 5.2493% 7/22/2028 (b)(d) |  | 4000000 | 4008188 |
| KeyBank NA/Cleveland OH 5% 1/26/2033  |  | 1169000 | 1130200 |
| KeyCorp 4.789% 6/1/2033 (d) |  | 500000 | 477353 |
| KeyCorp 5.121% 4/4/2031 (d) |  | 1025000 | 1022818 |
| KeyCorp 6.401% 3/6/2035 (d) |  | 3225000 | 3384313 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.9%, 5.2252% 1/12/2029 (b)(d) |  | 6000000 | 5992278 |
| PNC Financial Services Group Inc/The 2.307% 4/23/2032 (d) |  | 54000 | 46641 |
| PNC Financial Services Group Inc/The 2.55% 1/22/2030  |  | 427000 | 390093 |
| PNC Financial Services Group Inc/The 2.6% 7/23/2026  |  | 58000 | 56900 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (d) |  | 385000 | 380198 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (d) |  | 215000 | 219328 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (d) |  | 300000 | 310800 |
| PNC Financial Services Group Inc/The 6.037% 10/28/2033 (d) |  | 815000 | 852798 |
| PNC Financial Services Group Inc/The 6.615% 10/20/2027 (d) |  | 2340000 | 2405862 |
| PNC Financial Services Group Inc/The 6.875% 10/20/2034 (d) |  | 985000 | 1079971 |
| Santander Holdings USA Inc 5.353% 9/6/2030 (d) |  | 5282000 | 5310315 |
| Santander Holdings USA Inc 5.473% 3/20/2029 (d) |  | 10600000 | 10685381 |
| Truist Financial Corp 5.122% 1/26/2034 (d) |  | 1035000 | 1014706 |
| Truist Financial Corp 5.435% 1/24/2030 (d) |  | 2380000 | 2433502 |
| Truist Financial Corp 5.711% 1/24/2035 (d) |  | 585000 | 594427 |
| Truist Financial Corp 5.867% 6/8/2034 (d) |  | 978000 | 1001941 |
| Truist Financial Corp 6.047% 6/8/2027 (d) |  | 194000 | 196504 |
| Truist Financial Corp 7.161% 10/30/2029 (d) |  | 2395000 | 2578312 |
| US Bancorp 4.839% 2/1/2034 (d) |  | 1160000 | 1125036 |
| US Bancorp 5.083% 5/15/2031 (d) |  | 520000 | 524259 |
| US Bancorp 5.1% 7/23/2030 (d) |  | 425000 | 430257 |
| US Bancorp 5.384% 1/23/2030 (d) |  | 905000 | 925614 |
| US Bancorp 5.678% 1/23/2035 (d) |  | 145000 | 147716 |
| US Bancorp 5.836% 6/12/2034 (d) |  | 915000 | 944793 |
| US Bancorp 5.85% 10/21/2033 (d) |  | 1750000 | 1813934 |
| Wachovia Corp 7.574% 8/1/2026 (f) |  | 15000 | 15467 |
| Wells Fargo & Co 2.393% 6/2/2028 (d) |  | 58000 | 55511 |
| Wells Fargo & Co 2.572% 2/11/2031 (d) |  | 3439000 | 3106888 |
| Wells Fargo & Co 2.879% 10/30/2030 (d) |  | 24650000 | 22747774 |
| Wells Fargo & Co 3.068% 4/30/2041 (d) |  | 410000 | 300448 |
| Wells Fargo & Co 3.35% 3/2/2033 (d) |  | 7554000 | 6775362 |
| Wells Fargo & Co 3.584% 5/22/2028 (d) |  | 905000 | 886717 |
| Wells Fargo & Co 4.3% 7/22/2027  |  | 21885000 | 21784202 |
| Wells Fargo & Co 4.478% 4/4/2031 (d) |  | 15500000 | 15241128 |
| Wells Fargo & Co 4.65% 11/4/2044  |  | 1335000 | 1110164 |
| Wells Fargo & Co 5.013% 4/4/2051 (d) |  | 79000 | 69317 |
| Wells Fargo & Co 5.15% 4/23/2031 (d) |  | 6385000 | 6461436 |
| Wells Fargo & Co 5.198% 1/23/2030 (d) |  | 900000 | 914711 |
| Wells Fargo & Co 5.211% 12/3/2035 (d) |  | 8647000 | 8480144 |
| Wells Fargo & Co 5.244% 1/24/2031 (d) |  | 2427000 | 2463141 |
| Wells Fargo & Co 5.389% 4/24/2034 (d) |  | 2483000 | 2493614 |
| Wells Fargo & Co 5.499% 1/23/2035 (d) |  | 2000000 | 2011348 |
| Wells Fargo & Co 5.557% 7/25/2034 (d) |  | 3349000 | 3391862 |
| Wells Fargo & Co 5.574% 7/25/2029 (d) |  | 10556000 | 10829277 |
| Wells Fargo & Co 5.605% 4/23/2036 (d) |  | 5438000 | 5501524 |
| Wells Fargo & Co 5.707% 4/22/2028 (d) |  | 7728000 | 7870786 |
| Wells Fargo & Co 6.303% 10/23/2029 (d) |  | 45125000 | 47353731 |
| Wells Fargo & Co 6.491% 10/23/2034 (d) |  | 555000 | 595260 |
| Wells Fargo & Co U.S. SOFR Index + 1.07%, 5.3893% 4/22/2028 (b)(d) |  | 800000 | 802782 |
| Western Alliance Bancorp 3% 6/15/2031 (d) |  | 65000 | 60011 |
|  |  |  | 766340663 |
| Capital Markets - 1.1% |  |  |  |
| Ares Capital Corp 3.875% 1/15/2026  |  | 13816000 | 13724331 |
| Athene Global Funding 1.608% 6/29/2026 (c) |  | 540000 | 522977 |
| Athene Global Funding 2.717% 1/7/2029 (c) |  | 4805000 | 4437490 |
| Athene Global Funding 5.339% 1/15/2027 (c) |  | 7937000 | 8008420 |
| Athene Global Funding 5.583% 1/9/2029 (c) |  | 4996000 | 5099157 |
| Bank of New York Mellon Corp/The 4.289% 6/13/2033 (d) |  | 85000 | 81209 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (d) |  | 200000 | 203404 |
| Bank of New York Mellon Corp/The 6.317% 10/25/2029 (d) |  | 175000 | 185072 |
| Bank of New York Mellon Corp/The 6.474% 10/25/2034 (d) |  | 610000 | 663642 |
| BGC Group Inc 6.15% 4/2/2030 (c) |  | 10600000 | 10613733 |
| BGC Group Inc 6.6% 6/10/2029  |  | 3000000 | 3080318 |
| Blackstone Private Credit Fund 4.875% 4/14/2026 (e) | GBP | 645000 | 862561 |
| Blackstone Private Credit Fund 7.05% 9/29/2025  |  | 8015000 | 8065837 |
| Cantor Fitzgerald LP 7.2% 12/12/2028 (c) |  | 5689000 | 5984360 |
| DTE Electric Securitization Funding II LLC 6.09% 9/1/2038  |  | 300000 | 318603 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (d) |  | 91000 | 89275 |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (d) |  | 9480000 | 9241394 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (d) |  | 3666000 | 3531013 |
| Goldman Sachs Group Inc/The 1.992% 1/27/2032 (d) |  | 9729000 | 8280364 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (d) |  | 10693000 | 9201555 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (d) |  | 1832000 | 1606549 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (d) |  | 1408000 | 1360202 |
| Goldman Sachs Group Inc/The 2.65% 10/21/2032 (d) |  | 1372000 | 1191122 |
| Goldman Sachs Group Inc/The 3.21% 4/22/2042 (d) |  | 141000 | 102542 |
| Goldman Sachs Group Inc/The 3.436% 2/24/2043 (d) |  | 42000 | 31047 |
| Goldman Sachs Group Inc/The 3.5% 11/16/2026  |  | 752000 | 740970 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (d) |  | 269000 | 264189 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (d) |  | 667000 | 654809 |
| Goldman Sachs Group Inc/The 3.814% 4/23/2029 (d) |  | 7810000 | 7639613 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (d) |  | 4618000 | 3932676 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (d) |  | 1370000 | 1355877 |
| Goldman Sachs Group Inc/The 4.387% 6/15/2027 (d) |  | 55000 | 54844 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (d) |  | 1690000 | 1684399 |
| Goldman Sachs Group Inc/The 4.692% 10/23/2030 (d) |  | 7701000 | 7673401 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (d) |  | 2449000 | 2461473 |
| Goldman Sachs Group Inc/The 5.016% 10/23/2035 (d) |  | 6975000 | 6750142 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (d) |  | 621000 | 626305 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (d) |  | 1441000 | 1461210 |
| Goldman Sachs Group Inc/The 5.218% 4/23/2031 (d) |  | 3315000 | 3363316 |
| Goldman Sachs Group Inc/The 5.33% 7/23/2035 (d) |  | 3271000 | 3243278 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (d) |  | 1220000 | 1228652 |
| Goldman Sachs Group Inc/The 5.727% 4/25/2030 (d) |  | 1645000 | 1700137 |
| Goldman Sachs Group Inc/The 6.484% 10/24/2029 (d) |  | 38870000 | 41006595 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  |  | 50954000 | 54806271 |
| Hightower Holding LLC 6.75% 4/15/2029 (c) |  | 350000 | 345143 |
| Jane Street Group / JSG Finance Inc 4.5% 11/15/2029 (c) |  | 65000 | 62592 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (c) |  | 560000 | 560927 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (c) |  | 175000 | 179468 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (c) |  | 200000 | 197985 |
| Jefferies Financial Group Inc 2.625% 10/15/2031  |  | 5530000 | 4717505 |
| Jefferies Financial Group Inc 2.75% 10/15/2032  |  | 1355000 | 1124151 |
| Jefferies Financial Group Inc 5.875% 7/21/2028  |  | 2330000 | 2391943 |
| LPL Holdings Inc 4% 3/15/2029 (c) |  | 445000 | 428047 |
| LPL Holdings Inc 5.2% 3/15/2030  |  | 10200000 | 10245392 |
| Morgan Stanley 1.593% 5/4/2027 (d) |  | 935000 | 908552 |
| Morgan Stanley 1.794% 2/13/2032 (d) |  | 7747000 | 6524319 |
| Morgan Stanley 1.928% 4/28/2032 (d) |  | 6758000 | 5703763 |
| Morgan Stanley 2.239% 7/21/2032 (d) |  | 875000 | 745164 |
| Morgan Stanley 2.475% 1/21/2028 (d) |  | 400000 | 386166 |
| Morgan Stanley 2.484% 9/16/2036 (d) |  | 230000 | 192208 |
| Morgan Stanley 2.511% 10/20/2032 (d) |  | 3820000 | 3289178 |
| Morgan Stanley 2.699% 1/22/2031 (d) |  | 30572000 | 27889292 |
| Morgan Stanley 2.802% 1/25/2052 (d) |  | 105000 | 63146 |
| Morgan Stanley 2.943% 1/21/2033 (d) |  | 6859000 | 6027088 |
| Morgan Stanley 3.125% 7/27/2026  |  | 22000 | 21663 |
| Morgan Stanley 3.217% 4/22/2042 (d) |  | 350000 | 257339 |
| Morgan Stanley 3.622% 4/1/2031 (d) |  | 13084000 | 12405834 |
| Morgan Stanley 3.772% 1/24/2029 (d) |  | 2402000 | 2350469 |
| Morgan Stanley 3.79% 3/21/2030 (d) | EUR | 100000 | 116813 |
| Morgan Stanley 3.955% 3/21/2035 (d) | EUR | 450000 | 520637 |
| Morgan Stanley 4.099% 5/22/2036 (d) | EUR | 300000 | 348547 |
| Morgan Stanley 4.35% 9/8/2026  |  | 2070000 | 2061585 |
| Morgan Stanley 4.431% 1/23/2030 (d) |  | 4461000 | 4423963 |
| Morgan Stanley 4.457% 4/22/2039 (d) |  | 158000 | 143235 |
| Morgan Stanley 4.654% 10/18/2030 (d) |  | 40360000 | 40090835 |
| Morgan Stanley 4.679% 7/17/2026 (d) |  | 4000000 | 3999462 |
| Morgan Stanley 4.994% 4/12/2029 (d) |  | 2320000 | 2341725 |
| Morgan Stanley 5.042% 7/19/2030 (d) |  | 7896000 | 7974417 |
| Morgan Stanley 5.123% 2/1/2029 (d) |  | 5851000 | 5921535 |
| Morgan Stanley 5.173% 1/16/2030 (d) |  | 2000000 | 2030731 |
| Morgan Stanley 5.192% 4/17/2031 (d) |  | 4644000 | 4711819 |
| Morgan Stanley 5.23% 1/15/2031 (d) |  | 1850000 | 1877331 |
| Morgan Stanley 5.25% 4/21/2034 (d) |  | 1436000 | 1434961 |
| Morgan Stanley 5.32% 7/19/2035 (d) |  | 550000 | 546414 |
| Morgan Stanley 5.424% 7/21/2034 (d) |  | 426000 | 429841 |
| Morgan Stanley 5.449% 7/20/2029 (d) |  | 2058000 | 2105028 |
| Morgan Stanley 5.466% 1/18/2035 (d) |  | 419000 | 421506 |
| Morgan Stanley 5.587% 1/18/2036 (d) |  | 4177000 | 4217566 |
| Morgan Stanley 5.652% 4/13/2028 (d) |  | 887000 | 903382 |
| Morgan Stanley 5.656% 4/18/2030 (d) |  | 1348000 | 1391541 |
| Morgan Stanley 5.664% 4/17/2036 (d) |  | 3147000 | 3198401 |
| Morgan Stanley 5.831% 4/19/2035 (d) |  | 1798000 | 1853884 |
| Morgan Stanley 6.407% 11/1/2029 (d) |  | 23203000 | 24459173 |
| Nuveen LLC 5.55% 1/15/2030 (c) |  | 200000 | 206512 |
| S&P Global Inc 2.9% 3/1/2032  |  | 415000 | 372096 |
| S&P Global Inc 3.25% 12/1/2049  |  | 315000 | 217822 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (c) |  | 4200000 | 4249590 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (c) |  | 12900000 | 13057083 |
| State Street Bank & Trust Co 4.782% 11/23/2029  |  | 4550000 | 4604898 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (c) |  | 135000 | 140750 |
|  |  |  | 464524751 |
| Consumer Finance - 0.4% |  |  |  |
| Ally Financial Inc 5.543% 1/17/2031 (d) |  | 9164000 | 9146508 |
| Ally Financial Inc 5.737% 5/15/2029 (d) |  | 898000 | 906795 |
| Ally Financial Inc 6.7% 2/14/2033  |  | 265000 | 269520 |
| Ally Financial Inc 7.1% 11/15/2027  |  | 6180000 | 6481245 |
| American Express Co 1.65% 11/4/2026  |  | 60000 | 57747 |
| American Express Co 5.016% 4/25/2031 (d) |  | 1148000 | 1161025 |
| American Express Co 5.085% 1/30/2031 (d) |  | 11600000 | 11776056 |
| American Express Co 5.667% 4/25/2036 (d) |  | 2085000 | 2128933 |
| American Express Co U.S. SOFR Index + 0.93%, 5.2471% 7/26/2028 (b)(d) |  | 3700000 | 3712728 |
| Capital One Financial Corp 1.878% 11/2/2027 (d) |  | 63000 | 60594 |
| Capital One Financial Corp 2.618% 11/2/2032 (d) |  | 45000 | 38506 |
| Capital One Financial Corp 3.8% 1/31/2028  |  | 7795000 | 7641865 |
| Capital One Financial Corp 4.5% 1/30/2026  |  | 6463000 | 6454030 |
| Capital One Financial Corp 4.985% 7/24/2026 (d) |  | 6515000 | 6514949 |
| Capital One Financial Corp 5.247% 7/26/2030 (d) |  | 6880000 | 6942385 |
| Capital One Financial Corp 7.624% 10/30/2031 (d) |  | 3995000 | 4455393 |
| Capstone Borrower Inc 8% 6/15/2030 (c) |  | 65000 | 67130 |
| Ford Motor Credit Co LLC 2.7% 8/10/2026  |  | 1100000 | 1064143 |
| Ford Motor Credit Co LLC 2.9% 2/16/2028  |  | 275000 | 254419 |
| Ford Motor Credit Co LLC 3.625% 6/17/2031  |  | 8245000 | 7094529 |
| Ford Motor Credit Co LLC 4% 11/13/2030  |  | 265000 | 235998 |
| Ford Motor Credit Co LLC 4.125% 8/17/2027  |  | 895000 | 863430 |
| Ford Motor Credit Co LLC 4.271% 1/9/2027  |  | 85000 | 83155 |
| Ford Motor Credit Co LLC 4.445% 2/14/2030  | EUR | 400000 | 464025 |
| Ford Motor Credit Co LLC 4.542% 8/1/2026  |  | 200000 | 197143 |
| Ford Motor Credit Co LLC 4.687% 6/9/2025  |  | 180000 | 179981 |
| Ford Motor Credit Co LLC 5.113% 5/3/2029  |  | 400000 | 384476 |
| Ford Motor Credit Co LLC 5.125% 11/5/2026  |  | 7500000 | 7433271 |
| Ford Motor Credit Co LLC 5.125% 6/16/2025  |  | 135000 | 134995 |
| Ford Motor Credit Co LLC 5.303% 9/6/2029  |  | 4800000 | 4643838 |
| Ford Motor Credit Co LLC 5.8% 3/8/2029  |  | 1285000 | 1267265 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  |  | 1700000 | 1697619 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029  |  | 12575000 | 12417373 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  |  | 800000 | 801606 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  |  | 5840000 | 5964632 |
| Ford Motor Credit Co LLC 6.86% 6/5/2026  | GBP | 640000 | 874090 |
| Ford Motor Credit Co LLC U.S. SOFR Index + 1.45%, 5.7563% 11/5/2026 (b)(d) |  | 4800000 | 4750622 |
| OneMain Finance Corp 3.875% 9/15/2028  |  | 850000 | 797018 |
| OneMain Finance Corp 4% 9/15/2030  |  | 425000 | 382405 |
| OneMain Finance Corp 5.375% 11/15/2029  |  | 94000 | 91074 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 1105000 | 1117317 |
| OneMain Finance Corp 6.75% 3/15/2032  |  | 60000 | 59637 |
| OneMain Finance Corp 7.125% 11/15/2031  |  | 60000 | 60908 |
| OneMain Finance Corp 7.125% 9/15/2032 (r) |  | 250000 | 251555 |
| OneMain Finance Corp 7.5% 5/15/2031  |  | 1155000 | 1186313 |
| OneMain Finance Corp 7.875% 3/15/2030  |  | 215000 | 224675 |
| Synchrony Financial 2.875% 10/28/2031  |  | 2332000 | 1976829 |
| Synchrony Financial 3.95% 12/1/2027  |  | 9740000 | 9471909 |
| Synchrony Financial 5.15% 3/19/2029  |  | 685000 | 679406 |
| Synchrony Financial 5.45% 3/6/2031 (d) |  | 2192000 | 2181561 |
| Synchrony Financial 5.935% 8/2/2030 (d) |  | 1469000 | 1488594 |
| Synchrony Financial 7.25% 2/2/2033  |  | 1987000 | 2030750 |
| Toyota Motor Credit Corp 4.5% 5/14/2027  |  | 10800000 | 10834085 |
|  |  |  | 151456055 |
| Financial Services - 0.3% |  |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.75% 10/1/2031 (c) |  | 1700000 | 1726267 |
| Aon Corp / Aon Global Holdings PLC 5.35% 2/28/2033  |  | 101000 | 102716 |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust 6.088% 12/15/2044 (c) |  | 1390000 | 1373875 |
| Aviation Capital Group LLC 5.125% 4/10/2030 (c) |  | 10600000 | 10535827 |
| Aviation Capital Group LLC 5.375% 7/15/2029 (c) |  | 3800000 | 3840365 |
| Block Inc 2.75% 6/1/2026  |  | 110000 | 107264 |
| Block Inc 3.5% 6/1/2031  |  | 285000 | 257521 |
| Block Inc 6.5% 5/15/2032  |  | 655000 | 669402 |
| Boost Newco Borrower LLC 7.5% 1/15/2031 (c) |  | 830000 | 878189 |
| BP Capital Markets America Inc 2.772% 11/10/2050  |  | 119000 | 70490 |
| BP Capital Markets America Inc 2.939% 6/4/2051  |  | 186000 | 113257 |
| BP Capital Markets America Inc 3% 2/24/2050  |  | 278000 | 174239 |
| BP Capital Markets America Inc 3.001% 3/17/2052  |  | 373000 | 227853 |
| BP Capital Markets America Inc 4.812% 2/13/2033  |  | 2409000 | 2364473 |
| BP Capital Markets America Inc 4.893% 9/11/2033  |  | 419000 | 411909 |
| BP Capital Markets America Inc 5.227% 11/17/2034  |  | 445000 | 443086 |
| Clue Opco LLC 9.5% 10/15/2031 (c) |  | 6600000 | 6795155 |
| Consumers 2023 Securitization Funding LLC 5.21% 9/1/2031  |  | 473000 | 479223 |
| Corebridge Financial Inc 3.9% 4/5/2032  |  | 6908000 | 6358646 |
| Corebridge Financial Inc 4.35% 4/5/2042  |  | 701000 | 574697 |
| Corebridge Financial Inc 4.4% 4/5/2052  |  | 2074000 | 1609561 |
| Corebridge Global Funding 4.65% 8/20/2027 (c) |  | 1100000 | 1102610 |
| CRH SMW Finance DAC 5.125% 1/9/2030  |  | 2175000 | 2209598 |
| CRH SMW Finance DAC 5.2% 5/21/2029  |  | 1165000 | 1186959 |
| DH Europe Finance II Sarl 3.25% 11/15/2039  |  | 305000 | 238479 |
| Equitable Holdings Inc 4.572% 2/15/2029 (c) |  | 2002000 | 1973418 |
| Essent Group Ltd 6.25% 7/1/2029  |  | 3000000 | 3092485 |
| Fidelity National Information Services Inc 4.5% 8/15/2046  |  | 58000 | 46198 |
| Fiserv Inc 3.5% 7/1/2029  |  | 7395000 | 7049869 |
| Fiserv Inc 5.45% 3/2/2028  |  | 1260000 | 1288754 |
| Freedom Mortgage Corp 12% 10/1/2028 (c) |  | 400000 | 429073 |
| Freedom Mortgage Holdings LLC 8.375% 4/1/2032 (c) |  | 580000 | 572850 |
| Global Payments Inc 2.9% 11/15/2031  |  | 464000 | 403121 |
| Global Payments Inc 2.9% 5/15/2030  |  | 281000 | 254621 |
| Global Payments Inc 3.2% 8/15/2029  |  | 175000 | 163696 |
| Greystone Commercial Capital Trust Series 2021-2 1 month U.S. LIBOR + 2.27%, 7.2302% 6/7/2025 (b)(c)(d)(i) |  | 7691819 | 6845719 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  |  | 338000 | 321635 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  |  | 834000 | 826186 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030  |  | 1270000 | 1151199 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9.75% 1/15/2029  |  | 190000 | 184106 |
| ILFC E-Capital Trust I CME Term SOFR 3 month Index + 1.8116%, 6.117% 12/21/2065 (b)(c)(d) |  | 156000 | 128873 |
| Jackson Financial Inc 3.125% 11/23/2031  |  | 750000 | 651251 |
| Jackson Financial Inc 5.17% 6/8/2027  |  | 2958000 | 2980859 |
| Jackson Financial Inc 5.67% 6/8/2032  |  | 3183000 | 3180959 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027  |  | 6705000 | 6464657 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  |  | 7125000 | 6124510 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% 1/15/2032  |  | 2224000 | 1999323 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 4.375% 2/2/2052  |  | 1620000 | 1219283 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028  |  | 9980000 | 10080219 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030  |  | 794000 | 803579 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  |  | 1748000 | 1770619 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.5% 12/1/2052  |  | 1976000 | 2002524 |
| Jefferson Capital Holdin 8.25% 5/15/2030 (c) |  | 185000 | 189361 |
| National Rural Utilities Cooperative Finance Corp 5.15% 6/15/2029  |  | 4000000 | 4085592 |
| Nationstar Mortgage Holdings Inc 5.5% 8/15/2028 (c) |  | 95000 | 94793 |
| Nationstar Mortgage Holdings Inc 5.75% 11/15/2031 (c) |  | 2000000 | 2003138 |
| Nationstar Mortgage Holdings Inc 6% 1/15/2027 (c) |  | 809000 | 809121 |
| Nationstar Mortgage Holdings Inc 6.5% 8/1/2029 (c) |  | 175000 | 178242 |
| NCR Atleos Corp 9.5% 4/1/2029 (c) |  | 1332000 | 1454970 |
| NFE Financing LLC 12% 11/15/2029 (c) |  | 88505 | 37971 |
| PennyMac Financial Services Inc 4.25% 2/15/2029 (c) |  | 2325000 | 2207139 |
| PennyMac Financial Services Inc 5.75% 9/15/2031 (c) |  | 575000 | 553777 |
| PennyMac Financial Services Inc 6.875% 5/15/2032 (c) |  | 370000 | 371739 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 1.2% 11/15/2025 (c) |  | 83000 | 81542 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.25% 7/1/2029 (c) |  | 350000 | 354785 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.35% 3/30/2029 (c) |  | 300000 | 304751 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.55% 5/1/2028 (c) |  | 5455000 | 5574724 |
| Pine Street Trust II 5.568% 2/15/2049 (c) |  | 7800000 | 6991462 |
| Private Export Funding Corp 1.4% 7/15/2028  |  | 2605000 | 2410971 |
| Radian Group Inc 6.2% 5/15/2029  |  | 250000 | 257366 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 2.875% 10/15/2026 (c) |  | 293000 | 283753 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.625% 3/1/2029 (c) |  | 265000 | 247240 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.875% 3/1/2031 (c) |  | 71000 | 64242 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 4% 10/15/2033 (c) |  | 17000 | 14686 |
| Sammons Financial Group Inc 6.875% 4/15/2034 (c) |  | 5700000 | 5955903 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (c) |  | 315000 | 321393 |
| Visa Inc 2.7% 4/15/2040  |  | 183000 | 135890 |
| Visa Inc 3.125% 5/15/2033  | EUR | 1235000 | 1403522 |
| Visa Inc 3.875% 5/15/2044  | EUR | 535000 | 605023 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (c) |  | 90000 | 91133 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (c) |  | 405000 | 421502 |
|  |  |  | 143366978 |
| Insurance - 0.5% |  |  |  |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 4.25% 10/15/2027 (c) |  | 340000 | 330426 |
| American International Group Inc 4.375% 6/30/2050  |  | 83000 | 67081 |
| Aon Corp 6.25% 9/30/2040  |  | 7000 | 7326 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (c) |  | 120000 | 118729 |
| Arch Capital Finance LLC 4.011% 12/15/2026  |  | 8495000 | 8421843 |
| Arthur J Gallagher & Co 4.6% 12/15/2027  |  | 8800000 | 8820371 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  |  | 4455000 | 4489763 |
| Baylor Scott & White Holdings 1.777% 11/15/2030  |  | 870000 | 745765 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  |  | 120000 | 73248 |
| Berkshire Hathaway Fin Corp 2.5% 1/15/2051  |  | 355000 | 206180 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  |  | 374000 | 280334 |
| Chubb Corp/The 6% 5/11/2037  |  | 130000 | 138429 |
| Chubb INA Holdings LLC 1.55% 3/15/2028  | EUR | 4600000 | 5084841 |
| CNA Financial Corp 3.9% 5/1/2029  |  | 1400000 | 1360319 |
| CNA Financial Corp 5.125% 2/15/2034  |  | 115000 | 113251 |
| CNO Global Funding 4.875% 12/10/2027 (c) |  | 3500000 | 3509494 |
| CNO Global Funding 4.95% 9/9/2029 (c) |  | 3915000 | 3911243 |
| CNO Global Funding 5.875% 6/4/2027 (c) |  | 450000 | 460209 |
| Equitable Financial Life Global Funding 4.875% 11/19/2027 (c) |  | 8400000 | 8454232 |
| Everest Reinsurance Holdings Inc 3.5% 10/15/2050  |  | 2100000 | 1382073 |
| F&G Global Funding 5.875% 6/10/2027 (c) |  | 3000000 | 3058566 |
| Farmers Exchange Capital II 6.151% 11/1/2053 (c)(d) |  | 1000000 | 938083 |
| Farmers Exchange Capital III 5.454% 10/15/2054 (c)(d) |  | 3335000 | 2964027 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (c) |  | 12846000 | 11835157 |
| Guardian Life Global Funding 4.179% 9/26/2029 (c) |  | 190000 | 188138 |
| Guardian Life Global Funding 5.737% 10/2/2028 (c) |  | 200000 | 208183 |
| HUB International Ltd 7.25% 6/15/2030 (c) |  | 295000 | 307219 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (c) |  | 6100000 | 6221724 |
| Liberty Mutual Group Inc 4.569% 2/1/2029 (c) |  | 9380000 | 9297466 |
| Lincoln National Corp 3.05% 1/15/2030  |  | 398000 | 368273 |
| Lincoln National Corp 3.4% 1/15/2031  |  | 2550000 | 2340541 |
| Lincoln National Corp 6.3% 10/9/2037  |  | 110000 | 113191 |
| Markel Group Inc 4.3% 11/1/2047  |  | 900000 | 692822 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  |  | 5500000 | 5522572 |
| MassMutual Global Funding II 4.3% 10/22/2027 (c) |  | 11000000 | 10960643 |
| MassMutual Global Funding II 4.45% 3/27/2028 (c) |  | 3500000 | 3506533 |
| MetLife Inc 4.125% 8/13/2042  |  | 49000 | 40278 |
| MetLife Inc 5% 7/15/2052  |  | 270000 | 238995 |
| MetLife Inc 6.5% 12/15/2032  |  | 20000 | 22199 |
| Metropolitan Life Global Funding I 2.4% 1/11/2032 (c) |  | 1960000 | 1670601 |
| Metropolitan Life Global Funding I 4.3% 8/25/2029 (c) |  | 2000000 | 1977384 |
| Metropolitan Life Global Funding I 5.15% 3/28/2033 (c) |  | 920000 | 922682 |
| Mutual of Omaha Cos Global Funding 4.75% 10/15/2029 (c) |  | 1600000 | 1601522 |
| Mutual of Omaha Cos Global Funding 5% 4/1/2030 (c) |  | 2100000 | 2122742 |
| Mutual of Omaha Cos Global Funding 5.35% 4/9/2027 (c) |  | 3250000 | 3288849 |
| New York Life Global Funding 3% 1/10/2028 (c) |  | 107000 | 103686 |
| New York Life Global Funding 5% 6/6/2029 (c) |  | 3500000 | 3556364 |
| New York Life Insurance Co 5.875% 5/15/2033 (c) |  | 1004000 | 1041800 |
| New York Life Insurance Co 6.75% 11/15/2039 (c) |  | 8000 | 8851 |
| Northwestern Mutual Global Funding 4.49% 3/21/2028 (c) |  | 4800000 | 4817172 |
| Northwestern Mutual Global Funding 5.16% 5/28/2031 (c) |  | 280000 | 285393 |
| Pacific Life Global Funding II 4.5% 8/28/2029 (c) |  | 5100000 | 5080333 |
| Panther Escrow Issuer LLC 7.125% 6/1/2031 (c) |  | 190000 | 196556 |
| Pricoa Global Funding I 4.4% 8/27/2027 (c) |  | 6200000 | 6189711 |
| Principal Financial Group Inc 4.111% 2/15/2028 (c) |  | 388000 | 380730 |
| Principal Life Global Funding II 3% 4/18/2026 (c) |  | 17000 | 16787 |
| Principal Life Global Funding II 4.8% 1/9/2028 (c) |  | 11500000 | 11590663 |
| Principal Life Global Funding II 4.95% 11/27/2029 (c) |  | 7500000 | 7562835 |
| Protective Life Global Funding 1.9% 7/6/2028 (c) |  | 1595000 | 1475351 |
| Protective Life Global Funding 4.772% 12/9/2029 (c) |  | 12700000 | 12752847 |
| Protective Life Global Funding 5.215% 6/12/2029 (c) |  | 3000000 | 3064570 |
| Protective Life Global Funding 5.467% 12/8/2028 (c) |  | 333000 | 342646 |
| RGA Global Funding 5.448% 5/24/2029 (c) |  | 2000000 | 2053212 |
| Ryan Specialty LLC 4.375% 2/1/2030 (c) |  | 165000 | 156923 |
| Ryan Specialty LLC 5.875% 8/1/2032 (c) |  | 230000 | 228561 |
| Teachers Insurance & Annuity Association of America 3.3% 5/15/2050 (c) |  | 1220000 | 799861 |
| Teachers Insurance & Annuity Association of America 4.27% 5/15/2047 (c) |  | 43000 | 33965 |
| Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (c) |  | 14000 | 12301 |
| Unum Group 4% 6/15/2029  |  | 6961000 | 6760058 |
| Unum Group 4.046% 8/15/2041 (c) |  | 165000 | 128610 |
| Unum Group 4.125% 6/15/2051  |  | 1830000 | 1328192 |
| Unum Group 5.75% 8/15/2042  |  | 2123000 | 2015874 |
| Western-Southern Global Funding 4.9% 5/1/2030 (c) |  | 1411000 | 1414953 |
|  |  |  | 191782352 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |  |
| Arbor Realty SR Inc 9% 10/15/2027 (c) |  | 3000000 | 2888499 |
| Arbor Realty Trust Inc 4.5% 3/15/2027 (c) |  | 877000 | 811659 |
| Arbor Realty Trust Inc 4.5% 9/1/2026 (c) |  | 570000 | 541907 |
| Arbor Realty Trust Inc 5% 4/30/2026  |  | 146000 | 141529 |
| Great Ajax Operating Partnership LP 9.875% 9/1/2027 (c) |  | 672000 | 657472 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (c) |  | 170000 | 172412 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (c) |  | 300000 | 311873 |
|  |  |  | 5525351 |
| TOTAL FINANCIALS |  |  | 1722996150 |
| Health Care - 0.8% |  |  |  |
| Biotechnology - 0.1% |  |  |  |
| AbbVie Inc 4.05% 11/21/2039  |  | 8538000 | 7290149 |
| AbbVie Inc 4.25% 11/21/2049  |  | 515000 | 412603 |
| AbbVie Inc 4.55% 3/15/2035  |  | 1700000 | 1623012 |
| AbbVie Inc 4.7% 5/14/2045  |  | 4915000 | 4315112 |
| AbbVie Inc 5.05% 3/15/2034  |  | 1760000 | 1765111 |
| AbbVie Inc 5.2% 3/15/2035  |  | 2590000 | 2601496 |
| AbbVie Inc 5.6% 3/15/2055  |  | 570000 | 555773 |
| Amgen Inc 2.6% 8/19/2026  |  | 3835000 | 3755862 |
| Amgen Inc 2.77% 9/1/2053  |  | 185000 | 106146 |
| Amgen Inc 3% 1/15/2052  |  | 568000 | 354664 |
| Amgen Inc 3.15% 2/21/2040  |  | 155000 | 117178 |
| Amgen Inc 3.2% 11/2/2027  |  | 1000000 | 972639 |
| Amgen Inc 4.663% 6/15/2051  |  | 475000 | 394004 |
| Amgen Inc 4.875% 3/1/2053  |  | 1047000 | 890862 |
| Amgen Inc 5.25% 3/2/2030  |  | 2082000 | 2134583 |
| Amgen Inc 5.25% 3/2/2033  |  | 3916000 | 3951941 |
| Amgen Inc 5.6% 3/2/2043  |  | 7027000 | 6819440 |
| Amgen Inc 5.75% 3/2/2063  |  | 1412000 | 1334913 |
| Biogen Inc 2.25% 5/1/2030  |  | 790000 | 700731 |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (c) |  | 74000 | 56049 |
| Gilead Sciences Inc 1.65% 10/1/2030  |  | 172000 | 148511 |
| Gilead Sciences Inc 2.6% 10/1/2040  |  | 280000 | 195939 |
| Gilead Sciences Inc 4.5% 2/1/2045  |  | 190000 | 162092 |
| Gilead Sciences Inc 5.5% 11/15/2054  |  | 575000 | 549712 |
|  |  |  | 41208522 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| AdaptHealth LLC 4.625% 8/1/2029 (c) |  | 128000 | 118222 |
| Avantor Funding Inc 4.625% 7/15/2028 (c) |  | 773000 | 753380 |
| Baxter International Inc 2.272% 12/1/2028  |  | 1000000 | 923463 |
| Baxter International Inc 3.132% 12/1/2051  |  | 200000 | 123001 |
| Becton Dickinson & Co 4.874% 2/8/2029  |  | 1250000 | 1257783 |
| Becton Dickinson & Co 5.081% 6/7/2029  |  | 628000 | 637089 |
| Hologic Inc 3.25% 2/15/2029 (c) |  | 511000 | 488201 |
| Hologic Inc 4.625% 2/1/2028 (c) |  | 33000 | 32602 |
| Insulet Corp 6.5% 4/1/2033 (c) |  | 55000 | 56554 |
| Medline Borrower LP 3.875% 4/1/2029 (c) |  | 4662000 | 4393779 |
| Medline Borrower LP 5.25% 10/1/2029 (c) |  | 98000 | 95771 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (c) |  | 350000 | 356147 |
| Solventum Corp 5.4% 3/1/2029  |  | 363000 | 370445 |
| Stryker Corp 3.375% 9/11/2032  | EUR | 2300000 | 2629523 |
| Stryker Corp 3.625% 9/11/2036  | EUR | 3300000 | 3709958 |
| Stryker Corp 4.25% 9/11/2029  |  | 2200000 | 2183953 |
| Stryker Corp 5.2% 2/10/2035  |  | 1750000 | 1752084 |
| Teleflex Inc 4.25% 6/1/2028 (c) |  | 60000 | 57946 |
| Zimmer Biomet Holdings Inc 5.5% 2/19/2035  |  | 855000 | 863020 |
|  |  |  | 20802921 |
| Health Care Providers & Services - 0.6% |  |  |  |
| Acadia Healthcare Co Inc 5% 4/15/2029 (c) |  | 273000 | 261361 |
| Acadia Healthcare Co Inc 5.5% 7/1/2028 (c) |  | 118000 | 116274 |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (c) |  | 90000 | 91705 |
| Aetna Inc 4.5% 5/15/2042  |  | 6000 | 4846 |
| Aetna Inc 4.75% 3/15/2044  |  | 95000 | 77558 |
| AHS Hospital Corp 2.78% 7/1/2051  |  | 315000 | 187815 |
| AMN Healthcare Inc 4.625% 10/1/2027 (c) |  | 3050000 | 2950936 |
| Ascension Health 2.532% 11/15/2029  |  | 295000 | 271955 |
| Ascension Health 3.106% 11/15/2039  |  | 610000 | 466206 |
| BayCare Health System Inc 3.831% 11/15/2050  |  | 2320000 | 1715597 |
| Cencora Inc 2.7% 3/15/2031  |  | 5980000 | 5335141 |
| Cencora Inc 5.125% 2/15/2034  |  | 250000 | 248716 |
| Centene Corp 2.45% 7/15/2028  |  | 9365000 | 8625082 |
| Centene Corp 2.5% 3/1/2031  |  | 3755000 | 3188287 |
| Centene Corp 2.625% 8/1/2031  |  | 11006000 | 9322261 |
| Centene Corp 3% 10/15/2030  |  | 1673000 | 1471697 |
| Centene Corp 3.375% 2/15/2030  |  | 4420000 | 4028387 |
| Centene Corp 4.25% 12/15/2027  |  | 6214000 | 6069067 |
| Centene Corp 4.625% 12/15/2029  |  | 9777000 | 9415261 |
| Children's Health System of Texas 2.511% 8/15/2050  |  | 360000 | 205149 |
| Children's Hospital Corp/The 4.115% 1/1/2047  |  | 265000 | 212773 |
| CHS/Community Health Systems Inc 5.625% 3/15/2027 (c) |  | 314000 | 309397 |
| Cigna Group/The 2.375% 3/15/2031  |  | 2003000 | 1751384 |
| Cigna Group/The 2.4% 3/15/2030  |  | 1499000 | 1351631 |
| Cigna Group/The 3.2% 3/15/2040  |  | 2430000 | 1808026 |
| Cigna Group/The 4.375% 10/15/2028  |  | 6825000 | 6786920 |
| Cigna Group/The 4.5% 2/25/2026  |  | 2521000 | 2520211 |
| CommonSpirit Health 5.205% 12/1/2031  |  | 9840000 | 9933834 |
| CVS Health Corp 1.3% 8/21/2027  |  | 400000 | 371922 |
| CVS Health Corp 1.75% 8/21/2030  |  | 1275000 | 1084325 |
| CVS Health Corp 1.875% 2/28/2031  |  | 2540000 | 2134047 |
| CVS Health Corp 4.78% 3/25/2038  |  | 1650000 | 1466402 |
| CVS Health Corp 5.05% 3/25/2048  |  | 3750000 | 3126573 |
| CVS Health Corp 5.125% 7/20/2045  |  | 2223000 | 1906590 |
| CVS Health Corp 5.875% 6/1/2053  |  | 1890000 | 1738155 |
| CVS Health Corp 6.75% 12/10/2054 (d) |  | 505000 | 491563 |
| CVS Health Corp 7% 3/10/2055 (d) |  | 1650000 | 1661991 |
| CVS Health Corp equipment trust certificate 5.773% 1/10/2033 (c) |  | 6946 | 6879 |
| DaVita Inc 3.75% 2/15/2031 (c) |  | 1956000 | 1732460 |
| DaVita Inc 4.625% 6/1/2030 (c) |  | 822000 | 768110 |
| DaVita Inc 6.75% 7/15/2033 (c) |  | 470000 | 474854 |
| Elevance Health Inc 3.6% 3/15/2051  |  | 418000 | 285606 |
| Elevance Health Inc 3.65% 12/1/2027  |  | 1260000 | 1237040 |
| Elevance Health Inc 3.7% 9/15/2049  |  | 163000 | 113598 |
| Elevance Health Inc 4.101% 3/1/2028  |  | 1570000 | 1556325 |
| Elevance Health Inc 4.55% 5/15/2052  |  | 123000 | 97843 |
| Elevance Health Inc 4.625% 5/15/2042  |  | 1770000 | 1515389 |
| Elevance Health Inc 4.95% 11/1/2031  |  | 5800000 | 5805482 |
| Elevance Health Inc 5.15% 6/15/2029  |  | 2225000 | 2267616 |
| Elevance Health Inc 5.2% 2/15/2035  |  | 2590000 | 2570187 |
| Elevance Health Inc 5.7% 2/15/2055  |  | 176000 | 165487 |
| Encompass Health Corp 4.625% 4/1/2031  |  | 41000 | 39093 |
| Encompass Health Corp 4.75% 2/1/2030  |  | 366000 | 356810 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (c) |  | 160000 | 159350 |
| HCA Inc 2.375% 7/15/2031  |  | 775000 | 662979 |
| HCA Inc 3.5% 7/15/2051  |  | 1309000 | 838867 |
| HCA Inc 3.5% 9/1/2030  |  | 555000 | 517671 |
| HCA Inc 4.125% 6/15/2029  |  | 6353000 | 6185906 |
| HCA Inc 4.5% 2/15/2027  |  | 709000 | 706832 |
| HCA Inc 4.625% 3/15/2052  |  | 1245000 | 973628 |
| HCA Inc 5.2% 6/1/2028  |  | 3210000 | 3256019 |
| HCA Inc 5.25% 3/1/2030  |  | 145000 | 147176 |
| HCA Inc 5.25% 6/15/2049  |  | 510000 | 441090 |
| HCA Inc 5.45% 4/1/2031  |  | 2353000 | 2395504 |
| HCA Inc 5.45% 9/15/2034  |  | 180000 | 178205 |
| HCA Inc 5.6% 4/1/2034  |  | 699000 | 702888 |
| HCA Inc 5.625% 9/1/2028  |  | 1859000 | 1900302 |
| HCA Inc 5.75% 3/1/2035  |  | 1826000 | 1840402 |
| HCA Inc 5.875% 2/15/2026  |  | 1135000 | 1137357 |
| HCA Inc 5.9% 6/1/2053  |  | 195000 | 182514 |
| HCA Inc 6% 4/1/2054  |  | 110000 | 104373 |
| HCA Inc 6.1% 4/1/2064  |  | 221000 | 208764 |
| HCA Inc 6.2% 3/1/2055  |  | 70000 | 68347 |
| HCA Inc 7.75% 7/15/2036  |  | 2675000 | 3074659 |
| HealthEquity Inc 4.5% 10/1/2029 (c) |  | 45000 | 42978 |
| Humana Inc 5.375% 4/15/2031  |  | 200000 | 201283 |
| Humana Inc 5.55% 5/1/2035  |  | 2650000 | 2602743 |
| Icon Investments Six DAC 5.809% 5/8/2027  |  | 800000 | 813161 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  |  | 5270000 | 3655544 |
| Kaiser Foundation Hospitals 3.002% 6/1/2051  |  | 975000 | 612809 |
| Memorial Sloan-Kettering Cancer Center 2.955% 1/1/2050  |  | 290000 | 183921 |
| Memorial Sloan-Kettering Cancer Center 5% 7/1/2042  |  | 350000 | 325567 |
| Methodist Hospital/The 2.705% 12/1/2050  |  | 820000 | 485298 |
| ModivCare Inc 10% 10/1/2029 pay-in-kind (c)(f) |  | 1115100 | 317804 |
| Molina Healthcare Inc 3.875% 11/15/2030 (c) |  | 100000 | 91429 |
| Molina Healthcare Inc 3.875% 5/15/2032 (c) |  | 155000 | 138427 |
| Molina Healthcare Inc 6.25% 1/15/2033 (c) |  | 1105000 | 1103219 |
| Mount Sinai Hospital/The 3.737% 7/1/2049  |  | 460000 | 294147 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  |  | 600000 | 473079 |
| New York and Presbyterian Hospital/The 4.063% 8/1/2056  |  | 390000 | 291385 |
| NYU Langone Hospitals 4.368% 7/1/2047  |  | 810000 | 674672 |
| OhioHealth Corp 2.297% 11/15/2031  |  | 8505000 | 7393387 |
| Orlando Health Obligated Grp 5.475% 10/1/2035  |  | 1445000 | 1465204 |
| Owens & Minor Inc 4.5% 3/31/2029 (c) |  | 255000 | 208421 |
| Owens & Minor Inc 6.625% 4/1/2030 (c) |  | 134000 | 113481 |
| PeaceHealth Obligated Group 1.375% 11/15/2025  |  | 165000 | 162212 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (c) |  | 170000 | 164567 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  |  | 1780000 | 1193439 |
| Piedmont Healthcare Inc 2.864% 1/1/2052  |  | 1055000 | 621026 |
| Providence St Joseph Health Obligated Group 2.532% 10/1/2029  |  | 2405000 | 2200804 |
| Providence St Joseph Health Obligated Group 2.746% 10/1/2026  |  | 180000 | 175628 |
| Quest Diagnostics Inc 2.95% 6/30/2030  |  | 54000 | 49787 |
| Quest Diagnostics Inc 4.625% 12/15/2029  |  | 4830000 | 4838992 |
| Quest Diagnostics Inc 5.75% 1/30/2040  |  | 93000 | 90420 |
| Quest Diagnostics Inc 6.4% 11/30/2033  |  | 150000 | 161936 |
| Sabra Health Care LP 3.2% 12/1/2031  |  | 8620000 | 7507529 |
| Select Medical Corp 6.25% 12/1/2032 (c) |  | 720000 | 713556 |
| Sentara Health 2.927% 11/1/2051  |  | 565000 | 346164 |
| Stanford Health Care 3.027% 8/15/2051  |  | 680000 | 422513 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (c) |  | 95000 | 94817 |
| Sutter Health 4.091% 8/15/2048  |  | 780000 | 604065 |
| Tenet Healthcare Corp 4.25% 6/1/2029  |  | 1613000 | 1548856 |
| Tenet Healthcare Corp 4.375% 1/15/2030  |  | 300000 | 286735 |
| Tenet Healthcare Corp 4.625% 6/15/2028  |  | 2684000 | 2631869 |
| Tenet Healthcare Corp 5.125% 11/1/2027  |  | 2570000 | 2554021 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 688000 | 694178 |
| Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028  |  | 2792000 | 2730996 |
| UnitedHealth Group Inc 2.75% 5/15/2040  |  | 700000 | 489573 |
| UnitedHealth Group Inc 3.05% 5/15/2041  |  | 2030000 | 1445205 |
| UnitedHealth Group Inc 3.25% 5/15/2051  |  | 3742000 | 2389958 |
| UnitedHealth Group Inc 3.5% 8/15/2039  |  | 1025000 | 804415 |
| UnitedHealth Group Inc 3.75% 10/15/2047  |  | 32000 | 22973 |
| UnitedHealth Group Inc 3.875% 8/15/2059  |  | 23000 | 15534 |
| UnitedHealth Group Inc 3.95% 10/15/2042  |  | 17000 | 13405 |
| UnitedHealth Group Inc 4.25% 4/15/2047  |  | 770000 | 602374 |
| UnitedHealth Group Inc 4.25% 6/15/2048  |  | 575000 | 444874 |
| UnitedHealth Group Inc 4.5% 4/15/2033  |  | 3770000 | 3595225 |
| UnitedHealth Group Inc 4.625% 11/15/2041  |  | 110000 | 95275 |
| UnitedHealth Group Inc 4.8% 1/15/2030  |  | 6450000 | 6480203 |
| UnitedHealth Group Inc 5.05% 4/15/2053  |  | 195000 | 167603 |
| UnitedHealth Group Inc 5.15% 7/15/2034  |  | 3536000 | 3489671 |
| UnitedHealth Group Inc 5.2% 4/15/2063  |  | 8010000 | 6834578 |
| UnitedHealth Group Inc 5.35% 2/15/2033  |  | 1680000 | 1695290 |
| UnitedHealth Group Inc 5.5% 7/15/2044  |  | 4505000 | 4235920 |
| UnitedHealth Group Inc 5.625% 7/15/2054  |  | 880000 | 822483 |
| UnitedHealth Group Inc 5.75% 7/15/2064  |  | 250000 | 233334 |
| UnitedHealth Group Inc 5.8% 3/15/2036  |  | 820000 | 838448 |
| UnitedHealth Group Inc 5.875% 2/15/2053  |  | 43000 | 41507 |
| UPMC 5.035% 5/15/2033  |  | 800000 | 787643 |
| UPMC 5.377% 5/15/2043  |  | 655000 | 602300 |
|  |  |  | 224814517 |
| Health Care Technology - 0.0% |  |  |  |
| IQVIA Inc 5% 10/15/2026 (c) |  | 230000 | 229251 |
| IQVIA Inc 5.7% 5/15/2028  |  | 3150000 | 3198935 |
| IQVIA Inc 6.5% 5/15/2030 (c) |  | 210000 | 214482 |
|  |  |  | 3642668 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Agilent Technologies Inc 2.3% 3/12/2031  |  | 1245000 | 1088245 |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (c) |  | 272000 | 251954 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (c) |  | 75000 | 72038 |
| Fortrea Holdings Inc 7.5% 7/1/2030 (c) |  | 200000 | 166721 |
| Illumina Inc 4.65% 9/9/2026  |  | 4500000 | 4494482 |
| Thermo Fisher Scientific Inc 2.8% 10/15/2041  |  | 620000 | 432665 |
|  |  |  | 6506105 |
| Pharmaceuticals - 0.1% |  |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (c) |  | 1100000 | 1089019 |
| Bausch Health Americas Inc 9.25% 4/1/2026 (c) |  | 286000 | 281767 |
| Bausch Health Cos Inc 4.875% 6/1/2028 (c) |  | 580000 | 473425 |
| Bausch Health Cos Inc 5% 1/30/2028 (c) |  | 25000 | 19794 |
| Bausch Health Cos Inc 5% 2/15/2029 (c) |  | 400000 | 254000 |
| Bausch Health Cos Inc 5.25% 1/30/2030 (c) |  | 825000 | 468271 |
| Bausch Health Cos Inc 5.25% 2/15/2031 (c) |  | 4796000 | 2550342 |
| Bausch Health Cos Inc 6.25% 2/15/2029 (c) |  | 100000 | 65255 |
| Bausch Health Cos Inc 7% 1/15/2028 (c) |  | 375000 | 303750 |
| Bristol-Myers Squibb Co 2.35% 11/13/2040  |  | 407000 | 271703 |
| Bristol-Myers Squibb Co 3.7% 3/15/2052  |  | 1949000 | 1378518 |
| Bristol-Myers Squibb Co 3.9% 3/15/2062  |  | 260000 | 180804 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  |  | 300000 | 260280 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  |  | 1835000 | 1742555 |
| Bristol-Myers Squibb Co 5.65% 2/22/2064  |  | 1010000 | 954974 |
| Bristol-Myers Squibb Co 6.4% 11/15/2063  |  | 50000 | 52653 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (d) |  | 1693000 | 1739644 |
| Eli Lilly & Co 4.6% 8/14/2034  |  | 3066000 | 2988922 |
| Eli Lilly & Co 4.7% 2/9/2034  |  | 2679000 | 2636707 |
| Eli Lilly & Co 4.95% 2/27/2063  |  | 320000 | 281747 |
| Haleon US Capital LLC 3.375% 3/24/2027  |  | 250000 | 245824 |
| Haleon US Capital LLC 3.625% 3/24/2032  |  | 1305000 | 1209156 |
| Jazz Securities DAC 4.375% 1/15/2029 (c) |  | 95000 | 91093 |
| Johnson & Johnson 5% 3/1/2035  |  | 1660000 | 1674779 |
| Merck & Co Inc 2.9% 12/10/2061  |  | 140000 | 79098 |
| Merck & Co Inc 3.4% 3/7/2029  |  | 1400000 | 1356047 |
| Merck & Co Inc 4% 3/7/2049  |  | 200000 | 155408 |
| Mylan Inc 5.2% 4/15/2048  |  | 910000 | 686582 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (c) |  | 690000 | 648134 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (c) |  | 1010000 | 848684 |
| Perrigo Finance Unlimited Co 4.9% 6/15/2030 (f) |  | 200000 | 192542 |
| Perrigo Finance Unlimited Co 6.125% 9/30/2032  |  | 245000 | 244567 |
| Pfizer Inc 1.75% 8/18/2031  |  | 79000 | 67467 |
| Pfizer Inc 2.7% 5/28/2050  |  | 329000 | 197934 |
| Pfizer Inc 3.9% 3/15/2039  |  | 86000 | 73008 |
| Pfizer Inc 4% 12/15/2036  |  | 249000 | 224958 |
| Pfizer Inc 4.1% 9/15/2038  |  | 87000 | 76340 |
| Pfizer Inc 4.3% 6/15/2043  |  | 117000 | 98535 |
| Pfizer Inc 4.4% 5/15/2044  |  | 280000 | 238742 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  |  | 475000 | 467072 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  |  | 514000 | 471117 |
| Pfizer Netherlands International Finance BV 3.25% 5/19/2032  | EUR | 590000 | 673654 |
| Roche Holdings Inc 4.79% 3/8/2029 (c) |  | 250000 | 253660 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  |  | 4915000 | 4850771 |
| Utah Acquisition Sub Inc 5.25% 6/15/2046  |  | 695000 | 537493 |
| Viatris Inc 2.3% 6/22/2027  |  | 120000 | 113763 |
| Viatris Inc 3.85% 6/22/2040  |  | 12410000 | 8821611 |
| Wyeth LLC 5.95% 4/1/2037  |  | 32000 | 33527 |
| Zoetis Inc 2% 5/15/2030  |  | 173000 | 153586 |
| Zoetis Inc 5.6% 11/16/2032  |  | 141000 | 147045 |
|  |  |  | 42926327 |
| TOTAL HEALTH CARE |  |  | 339901060 |
| Industrials - 0.6% |  |  |  |
| Aerospace & Defense - 0.4% |  |  |  |
| ATI Inc 4.875% 10/1/2029  |  | 70000 | 67900 |
| ATI Inc 5.875% 12/1/2027  |  | 348000 | 348465 |
| Boeing Co 2.196% 2/4/2026  |  | 36409000 | 35764280 |
| Boeing Co 2.25% 6/15/2026  |  | 810000 | 789717 |
| Boeing Co 2.7% 2/1/2027  |  | 246000 | 238221 |
| Boeing Co 2.75% 2/1/2026  |  | 5950000 | 5869699 |
| Boeing Co 3.1% 5/1/2026  |  | 553000 | 544772 |
| Boeing Co 3.25% 2/1/2035  |  | 3280000 | 2699442 |
| Boeing Co 3.375% 6/15/2046  |  | 1375000 | 904640 |
| Boeing Co 3.6% 5/1/2034  |  | 1235000 | 1068224 |
| Boeing Co 3.625% 2/1/2031  |  | 500000 | 466030 |
| Boeing Co 3.9% 5/1/2049  |  | 985000 | 690358 |
| Boeing Co 5.04% 5/1/2027  |  | 4200000 | 4225234 |
| Boeing Co 5.15% 5/1/2030  |  | 4497000 | 4536426 |
| Boeing Co 5.705% 5/1/2040  |  | 2210000 | 2132641 |
| Boeing Co 5.805% 5/1/2050  |  | 1395000 | 1306320 |
| Boeing Co 5.93% 5/1/2060  |  | 10573000 | 9788528 |
| Boeing Co 6.259% 5/1/2027  |  | 524000 | 538600 |
| Boeing Co 6.298% 5/1/2029  |  | 4226000 | 4444865 |
| Boeing Co 6.388% 5/1/2031  |  | 1617000 | 1725298 |
| Boeing Co 6.528% 5/1/2034  |  | 1937000 | 2067499 |
| Boeing Co 6.858% 5/1/2054  |  | 2284000 | 2435906 |
| Boeing Co 7.008% 5/1/2064  |  | 2215000 | 2366120 |
| BWX Technologies Inc 4.125% 4/15/2029 (c) |  | 442000 | 423444 |
| BWX Technologies Inc 4.125% 6/30/2028 (c) |  | 220000 | 214098 |
| General Dynamics Corp 4.95% 8/15/2035  |  | 171000 | 168232 |
| Goat Holdco LLC 6.75% 2/1/2032 (c) |  | 185000 | 184287 |
| HEICO Corp 5.25% 8/1/2028  |  | 1220000 | 1246171 |
| Howmet Aerospace Inc 4.85% 10/15/2031  |  | 4900000 | 4898619 |
| Howmet Aerospace Inc 5.95% 2/1/2037  |  | 575000 | 602149 |
| Howmet Aerospace Inc 6.75% 1/15/2028  |  | 345000 | 363638 |
| Huntington Ingalls Industries Inc 5.353% 1/15/2030  |  | 6295000 | 6393616 |
| L3Harris Technologies Inc 4.854% 4/27/2035  |  | 221000 | 212230 |
| L3Harris Technologies Inc 5.35% 6/1/2034  |  | 66000 | 66438 |
| L3Harris Technologies Inc 5.4% 1/15/2027  |  | 3030000 | 3071655 |
| L3Harris Technologies Inc 5.6% 7/31/2053  |  | 120000 | 114225 |
| Lockheed Martin Corp 4.15% 6/15/2053  |  | 290000 | 224085 |
| Lockheed Martin Corp 4.5% 5/15/2036  |  | 440000 | 417076 |
| Lockheed Martin Corp 4.7% 12/15/2031  |  | 1150000 | 1155913 |
| Lockheed Martin Corp 4.7% 5/15/2046  |  | 145000 | 126643 |
| Lockheed Martin Corp 4.8% 8/15/2034  |  | 130000 | 127619 |
| Moog Inc 4.25% 12/15/2027 (c) |  | 360000 | 348706 |
| Northrop Grumman Corp 4.03% 10/15/2047  |  | 810000 | 629412 |
| Northrop Grumman Corp 4.75% 6/1/2043  |  | 545000 | 483078 |
| Northrop Grumman Corp 4.95% 3/15/2053  |  | 1166000 | 1022930 |
| Northrop Grumman Corp 5.2% 6/1/2054  |  | 303000 | 275633 |
| RTX Corp 1.9% 9/1/2031  |  | 210000 | 177174 |
| RTX Corp 2.375% 3/15/2032  |  | 1000000 | 854158 |
| RTX Corp 3.03% 3/15/2052  |  | 200000 | 124306 |
| RTX Corp 4.125% 11/16/2028  |  | 490000 | 484945 |
| RTX Corp 4.5% 6/1/2042  |  | 138000 | 119379 |
| RTX Corp 5.15% 2/27/2033  |  | 186000 | 187273 |
| RTX Corp 5.375% 2/27/2053  |  | 126000 | 117155 |
| RTX Corp 6.4% 3/15/2054  |  | 100000 | 106676 |
| Textron Inc 2.45% 3/15/2031  |  | 3245000 | 2830113 |
| Textron Inc 3% 6/1/2030  |  | 550000 | 502962 |
| TransDigm Inc 6% 1/15/2033 (c) |  | 1220000 | 1207205 |
| TransDigm Inc 6.375% 3/1/2029 (c) |  | 845000 | 858771 |
| TransDigm Inc 6.375% 5/31/2033 (c) |  | 275000 | 271700 |
| TransDigm Inc 6.625% 3/1/2032 (c) |  | 550000 | 561828 |
|  |  |  | 116192727 |
| Air Freight & Logistics - 0.0% |  |  |  |
| GXO Logistics Inc 6.25% 5/6/2029  |  | 800000 | 819064 |
| Rand Parent LLC 8.5% 2/15/2030 (c) |  | 365000 | 359666 |
|  |  |  | 1178730 |
| Building Products - 0.0% |  |  |  |
| Advanced Drainage Systems Inc 5% 9/30/2027 (c) |  | 500000 | 494185 |
| Builders FirstSource Inc 4.25% 2/1/2032 (c) |  | 915000 | 830184 |
| Builders FirstSource Inc 5% 3/1/2030 (c) |  | 195000 | 188814 |
| Builders FirstSource Inc 6.75% 5/15/2035 (c) |  | 310000 | 311764 |
| Carlisle Cos Inc 2.2% 3/1/2032  |  | 1890000 | 1577152 |
| Carrier Global Corp 5.9% 3/15/2034  |  | 2541000 | 2669722 |
| Carrier Global Corp 6.2% 3/15/2054  |  | 392000 | 414275 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (c) |  | 1282000 | 1294966 |
| Griffon Corp 5.75% 3/1/2028  |  | 431000 | 428401 |
| JELD-WEN Inc 4.875% 12/15/2027 (c) |  | 1207000 | 1053849 |
| Masterbrand Inc 7% 7/15/2032 (c) |  | 320000 | 318198 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (c) |  | 465000 | 468500 |
| Owens Corning 3.95% 8/15/2029  |  | 1305000 | 1263641 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (c) |  | 600000 | 609346 |
| Standard Industries Inc/NY 3.375% 1/15/2031 (c) |  | 92000 | 81401 |
| Standard Industries Inc/NY 4.375% 7/15/2030 (c) |  | 716000 | 671977 |
| Standard Industries Inc/NY 4.75% 1/15/2028 (c) |  | 3618000 | 3552661 |
| Standard Industries Inc/NY 5% 2/15/2027 (c) |  | 10000 | 9931 |
|  |  |  | 16238967 |
| Commercial Services & Supplies - 0.0% |  |  |  |
| ACCO Brands Corp 4.25% 3/15/2029 (c) |  | 462000 | 408105 |
| ADT Security Corp/The 4.125% 8/1/2029 (c) |  | 348000 | 331882 |
| ADT Security Corp/The 4.875% 7/15/2032 (c) |  | 853000 | 809657 |
| Advocate Health & Hospitals Corp 3.387% 10/15/2049  |  | 510000 | 351865 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6% 6/1/2029 (c) |  | 1175000 | 1112262 |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (c) |  | 170000 | 176183 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 4.625% 6/1/2028 (c) |  | 1030000 | 985995 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl 4.625% 6/1/2028 (c) |  | 520000 | 496707 |
| Artera Services LLC 8.5% 2/15/2031 (c) |  | 1180000 | 1002767 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (c) |  | 160000 | 143508 |
| Clean Harbors Inc 6.375% 2/1/2031 (c) |  | 45000 | 45792 |
| CoreCivic Inc 8.25% 4/15/2029  |  | 115000 | 121547 |
| GEO Group Inc/The 8.625% 4/15/2029  |  | 130000 | 137225 |
| GFL Environmental Inc 4% 8/1/2028 (c) |  | 325000 | 312427 |
| GFL Environmental Inc 4.75% 6/15/2029 (c) |  | 463000 | 451715 |
| GFL Environmental Inc 6.75% 1/15/2031 (c) |  | 1197000 | 1241647 |
| Madison IAQ LLC 4.125% 6/30/2028 (c) |  | 605000 | 582324 |
| OT Midco Inc 10% 2/15/2030 (c) |  | 115000 | 95809 |
| Prime Security Services Borrower LLC / Prime Finance Inc 3.375% 8/31/2027 (c) |  | 385000 | 369560 |
| Republic Services Inc 1.45% 2/15/2031  |  | 58000 | 48835 |
| Republic Services Inc 2.375% 3/15/2033  |  | 3000 | 2519 |
| Rollins Inc 5.25% 2/24/2035 (c) |  | 2660000 | 2639339 |
| Waste Management Inc 3.875% 1/15/2029 (c) |  | 530000 | 518839 |
| Waste Pro USA Inc 7% 2/1/2033 (c) |  | 110000 | 112786 |
| Williams Scotsman Inc 4.625% 8/15/2028 (c) |  | 110000 | 107308 |
| Williams Scotsman Inc 6.625% 6/15/2029 (c) |  | 1425000 | 1453161 |
| Williams Scotsman Inc 7.375% 10/1/2031 (c) |  | 260000 | 270526 |
|  |  |  | 14330290 |
| Construction & Engineering - 0.0% |  |  |  |
| AECOM 5.125% 3/15/2027  |  | 1175000 | 1173970 |
| Arcosa Inc 4.375% 4/15/2029 (c) |  | 65000 | 61952 |
| Dycom Industries Inc 4.5% 4/15/2029 (c) |  | 492000 | 473368 |
| MasTec Inc 4.5% 8/15/2028 (c) |  | 297000 | 291587 |
| MasTec Inc 5.9% 6/15/2029  |  | 610000 | 625912 |
| MasTec Inc 6.625% 8/15/2029 (c) |  | 43000 | 43409 |
| Maxim Crane Works Holdings Capital LLC 11.5% 9/1/2028 (c) |  | 900000 | 922136 |
| Quanta Services Inc 4.75% 8/9/2027  |  | 1040000 | 1044267 |
| Quanta Services Inc 5.25% 8/9/2034  |  | 680000 | 673807 |
|  |  |  | 5310408 |
| Electrical Equipment - 0.0% |  |  |  |
| EnerSys 4.375% 12/15/2027 (c) |  | 31000 | 29997 |
| EnerSys 6.625% 1/15/2032 (c) |  | 230000 | 234768 |
| Regal Rexnord Corp 6.05% 4/15/2028  |  | 500000 | 513339 |
| Regal Rexnord Corp 6.4% 4/15/2033  |  | 49000 | 50704 |
| Sensata Technologies BV 4% 4/15/2029 (c) |  | 370000 | 347320 |
| Vertiv Group Corp 4.125% 11/15/2028 (c) |  | 280000 | 271258 |
| WESCO Distribution Inc 6.375% 3/15/2029 (c) |  | 565000 | 576725 |
| WESCO Distribution Inc 6.375% 3/15/2033 (c) |  | 185000 | 188433 |
| WESCO Distribution Inc 6.625% 3/15/2032 (c) |  | 605000 | 619357 |
| WESCO Distribution Inc 7.25% 6/15/2028 (c) |  | 1025000 | 1037116 |
|  |  |  | 3869017 |
| Ground Transportation - 0.0% |  |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 5.375% 3/1/2029 (c) |  | 58000 | 54689 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 5.75% 7/15/2027 (c) |  | 379000 | 373937 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8% 2/15/2031 (c) |  | 120000 | 121445 |
| Burlington Northern Santa Fe LLC 3.55% 2/15/2050  |  | 166000 | 118912 |
| Burlington Northern Santa Fe LLC 4.375% 9/1/2042  |  | 73000 | 62303 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  |  | 1082000 | 1004555 |
| Burlington Northern Santa Fe LLC 5.4% 6/1/2041  |  | 150000 | 145304 |
| Burlington Northern Santa Fe LLC 5.5% 3/15/2055  |  | 885000 | 856426 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  |  | 21000 | 22478 |
| Burlington Northern Santa Fe LLC 7.082% 5/13/2029  |  | 2000 | 2173 |
| CSX Corp 6.15% 5/1/2037  |  | 1475000 | 1562640 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (c) |  | 560000 | 568737 |
| Norfolk Southern Corp 3.95% 10/1/2042  |  | 105000 | 83451 |
| Norfolk Southern Corp 4.05% 8/15/2052  |  | 29000 | 21816 |
| RXO Inc 7.5% 11/15/2027 (c) |  | 150000 | 153188 |
| Uber Technologies Inc 4.8% 9/15/2034  |  | 2710000 | 2615083 |
| Uber Technologies Inc 5.35% 9/15/2054  |  | 90000 | 81737 |
| Union Pacific Corp 3.5% 2/14/2053  |  | 135000 | 92900 |
| Union Pacific Corp 3.6% 9/15/2037  |  | 1015000 | 864520 |
| XPO Inc 6.25% 6/1/2028 (c) |  | 213000 | 215128 |
| XPO Inc 7.125% 2/1/2032 (c) |  | 850000 | 882252 |
| XPO Inc 7.125% 6/1/2031 (c) |  | 645000 | 667812 |
|  |  |  | 10571486 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Honeywell International Inc 5.25% 3/1/2054  |  | 330000 | 305159 |
| Machinery - 0.1% |  |  |  |
| Allison Transmission Inc 3.75% 1/30/2031 (c) |  | 86000 | 78066 |
| Allison Transmission Inc 4.75% 10/1/2027 (c) |  | 7000 | 6883 |
| Allison Transmission Inc 5.875% 6/1/2029 (c) |  | 326000 | 327306 |
| Caterpillar Financial Services Corp 4.4% 10/15/2027  |  | 4000000 | 4013304 |
| Caterpillar Inc 3.25% 4/9/2050  |  | 307000 | 209739 |
| Caterpillar Inc 3.25% 9/19/2049  |  | 6000 | 4112 |
| Chart Industries Inc 7.5% 1/1/2030 (c) |  | 919000 | 959253 |
| Eaton Corp 4.15% 11/2/2042  |  | 73000 | 61036 |
| Eaton Corp 4.15% 3/15/2033  |  | 95000 | 90933 |
| Enpro Inc 6.125% 6/1/2033 (c) |  | 185000 | 186376 |
| Esab Corp 6.25% 4/15/2029 (c) |  | 443000 | 450465 |
| Flowserve Corp 2.8% 1/15/2032  |  | 405000 | 342909 |
| Hillenbrand Inc 3.75% 3/1/2031  |  | 291000 | 255153 |
| IDEX Corp 4.95% 9/1/2029  |  | 2190000 | 2205418 |
| Oregon Tool Lux LP 7.875% 10/15/2029 (c)(i) |  | 298350 | 158126 |
| Parker-Hannifin Corp 4.25% 9/15/2027  |  | 160000 | 159738 |
| Parker-Hannifin Corp 6.25% 5/15/2038  |  | 12000 | 12892 |
| Pentair Finance Sarl 4.5% 7/1/2029  |  | 9495000 | 9356822 |
| Terex Corp 5% 5/15/2029 (c) |  | 180000 | 173449 |
| Terex Corp 6.25% 10/15/2032 (c) |  | 240000 | 236015 |
| Trinity Industries Inc 7.75% 7/15/2028 (c) |  | 325000 | 337730 |
| Wabash National Corp 4.5% 10/15/2028 (c) |  | 295000 | 251753 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  |  | 1490000 | 1464655 |
| Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (f) |  | 10335000 | 10364354 |
|  |  |  | 31706487 |
| Passenger Airlines - 0.0% |  |  |  |
| American Airlines 2015-2 Class B Pass Through Trust equipment trust certificate 4% 3/22/2029  |  | 49905 | 47782 |
| American Airlines 2016-2 Class AA Pass Through Trust equipment trust certificate 3.2% 12/15/2029  |  | 18256 | 17300 |
| American Airlines 2016-3 Class A Pass Through Trust 7.25% 2/15/2028 (c) |  | 80000 | 80800 |
| American Airlines 2016-3 Class A Pass Through Trust 8.5% 5/15/2029 (c) |  | 185000 | 191681 |
| American Airlines 2016-3 Class A Pass Through Trust equipment trust certificate 3% 4/15/2030  |  | 23333 | 21934 |
| American Airlines 2017-2 Class AA Pass Through Trust equipment trust certificate 3.35% 4/15/2031  |  | 310572 | 290026 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (c) |  | 180674 | 180365 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.75% 4/20/2029 (c) |  | 2340520 | 2298338 |
| Delta Air Lines 2015-1 Class AA Pass Through Trust equipment trust certificate 3.625% 1/30/2029  |  | 70286 | 68233 |
| Delta Air Lines Inc equipment trust certificate 2% 12/10/2029  |  | 222933 | 208203 |
| JetBlue 2020-1 Class A Pass Through Trust 4% 5/15/2034  |  | 141107 | 129649 |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (c) |  | 230000 | 227508 |
| JetBlue Airways Corp equipment trust certificate 2.75% 11/15/2033  |  | 1339110 | 1164151 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.5% 6/20/2027 (c) |  | 274410 | 275039 |
| Southwest Airlines Co 5.125% 6/15/2027  |  | 5340000 | 5371981 |
| Spirit Airlines Pass Through Trust 2015-1A equipment trust certificate 4.1% 10/1/2029  |  | 490805 | 447222 |
| United Airlines 2013-1 Class A Pass Through Trust equipment trust certificate 4.3% 2/15/2027  |  | 9569 | 9548 |
| United Airlines 2014-1 Class A Pass Through Trust equipment trust certificate 4% 10/11/2027  |  | 49628 | 49080 |
| United Airlines 2014-2 Class B Pass Through Trust equipment trust certificate 3.75% 3/3/2028  |  | 149673 | 146667 |
| United Airlines 2016-1 Class AA Pass Through Trust equipment trust certificate 3.1% 1/7/2030  |  | 23566 | 22383 |
| United Airlines 2016-2 Class A Pass Through Trust 3.1% 4/7/2030  |  | 18085 | 16653 |
| United Airlines 2016-2 Class AA Pass Through Trust 2.875% 4/7/2030  |  | 32428 | 30420 |
| United Airlines 2016-2 Class B Pass Through Trust 3.65% 4/7/2027  |  | 20743 | 20542 |
| United Airlines 2018-1 Class A Pass Through Trust 3.7% 9/1/2031  |  | 25171 | 23294 |
| United Airlines 2018-1 Class AA Pass Through Trust 3.5% 9/1/2031  |  | 777571 | 728006 |
| United Airlines 2019-1 Class A Pass Through Trust 4.55% 2/25/2033  |  | 38208 | 35163 |
| United Airlines 2019-1 Class AA Pass Through Trust 4.15% 2/25/2033  |  | 32222 | 30421 |
| United Airlines 2019-2 Class AA Pass Through Trust 2.7% 11/1/2033  |  | 419317 | 370331 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  |  | 2254541 | 2256740 |
| United Airlines 2024-1 Class A Pass Through Trust equipment trust certificate 5.45% 8/15/2038  |  | 610639 | 606555 |
| United Airlines Inc 4.375% 4/15/2026 (c) |  | 2190000 | 2164048 |
| United Airlines Inc 4.625% 4/15/2029 (c) |  | 905000 | 859616 |
|  |  |  | 18389679 |
| Professional Services - 0.0% |  |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (c) |  | 140000 | 142812 |
| Booz Allen Hamilton Inc 3.875% 9/1/2028 (c) |  | 466000 | 446265 |
| Booz Allen Hamilton Inc 4% 7/1/2029 (c) |  | 45000 | 42765 |
| CACI International Inc 6.375% 6/15/2033 (c)(r) |  | 240000 | 244666 |
| Equifax Inc 2.35% 9/15/2031  |  | 250000 | 214508 |
| Equifax Inc 4.8% 9/15/2029  |  | 4000000 | 3992117 |
| Leidos Inc 5.4% 3/15/2032  |  | 987000 | 994154 |
| Paychex Inc 5.1% 4/15/2030  |  | 440000 | 445704 |
| Paychex Inc 5.35% 4/15/2032  |  | 613000 | 622101 |
| Paychex Inc 5.6% 4/15/2035  |  | 480000 | 488075 |
| TriNet Group Inc 3.5% 3/1/2029 (c) |  | 165000 | 152494 |
| TriNet Group Inc 7.125% 8/15/2031 (c) |  | 110000 | 113410 |
|  |  |  | 7899071 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Air Lease Corp 3% 2/1/2030  |  | 2000000 | 1853725 |
| Air Lease Corp 3.375% 7/1/2025  |  | 7608000 | 7598258 |
| Air Lease Corp 5.3% 6/25/2026  |  | 3000000 | 3020039 |
| Air Lease Corp 5.85% 12/15/2027  |  | 970000 | 998401 |
| Alta Equipment Group Inc 9% 6/1/2029 (c) |  | 1215000 | 1061459 |
| Dcli Bidco LLC 7.75% 11/15/2029 (c) |  | 1325000 | 1335168 |
| Ferguson Enterprises Inc 5% 10/3/2034  |  | 840000 | 808634 |
| Fortress Transportation and Infrastructure Investors LLC 5.875% 4/15/2033 (c) |  | 180000 | 173770 |
| Fortress Transportation and Infrastructure Investors LLC 7% 6/15/2032 (c) |  | 230000 | 235119 |
| Fortress Transportation and Infrastructure Investors LLC 7.875% 12/1/2030 (c) |  | 165000 | 173394 |
| H&E Equipment Services Inc 3.875% 12/15/2028 (c) |  | 2375000 | 2393226 |
| Herc Holdings Escrow Inc 7% 6/15/2030 (c)(r) |  | 1020000 | 1050830 |
| Herc Holdings Escrow Inc 7.25% 6/15/2033 (c)(r) |  | 495000 | 509450 |
| Herc Holdings Inc 5.5% 7/15/2027 (c) |  | 372000 | 369293 |
| Herc Holdings Inc 6.625% 6/15/2029 (c) |  | 135000 | 136753 |
| QXO Building Products Inc 6.75% 4/30/2032 (c) |  | 180000 | 184562 |
| United Rentals North America Inc 3.75% 1/15/2032  |  | 825000 | 740633 |
| United Rentals North America Inc 3.875% 2/15/2031  |  | 200000 | 184538 |
| United Rentals North America Inc 4% 7/15/2030  |  | 175000 | 164276 |
| United Rentals North America Inc 4.875% 1/15/2028  |  | 1800000 | 1780901 |
| United Rentals North America Inc 6.125% 3/15/2034 (c) |  | 855000 | 866636 |
|  |  |  | 25639065 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Star Leasing Co LLC 7.625% 2/15/2030 (c) |  | 2035000 | 1914248 |
| TOTAL INDUSTRIALS |  |  | 253545334 |
| Information Technology - 0.5% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| Cisco Systems Inc 4.95% 2/24/2032  |  | 850000 | 861729 |
| CommScope LLC 4.75% 9/1/2029 (c) |  | 64000 | 61282 |
| CommScope Technologies LLC 5% 3/15/2027 (c) |  | 43000 | 41554 |
| Motorola Solutions Inc 4.6% 2/23/2028  |  | 1075000 | 1076961 |
| Motorola Solutions Inc 5.4% 4/15/2034  |  | 1875000 | 1884479 |
| Viavi Solutions Inc 3.75% 10/1/2029 (c) |  | 230000 | 211603 |
|  |  |  | 4137608 |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |  |
| Amphenol Corp 2.8% 2/15/2030  |  | 1225000 | 1138812 |
| Arrow Electronics Inc 5.15% 8/21/2029  |  | 4000000 | 4041522 |
| Coherent Corp 5% 12/15/2029 (c) |  | 883000 | 855595 |
| Corning Inc 5.35% 11/15/2048  |  | 146000 | 132614 |
| CPI CG Inc 10% 7/15/2029 (c) |  | 60000 | 63299 |
| Dell International LLC / EMC Corp 5% 4/1/2030  |  | 1750000 | 1759014 |
| Imola Merger Corp 4.75% 5/15/2029 (c) |  | 517000 | 495384 |
| Insight Enterprises Inc 6.625% 5/15/2032 (c) |  | 415000 | 422858 |
| Lightning Power LLC 7.25% 8/15/2032 (c) |  | 110000 | 115330 |
| Sensata Technologies Inc 3.75% 2/15/2031 (c) |  | 621000 | 551410 |
| Sensata Technologies Inc 4.375% 2/15/2030 (c) |  | 200000 | 188062 |
| Sensata Technologies Inc 6.625% 7/15/2032 (c) |  | 200000 | 201789 |
| TD SYNNEX Corp 1.75% 8/9/2026  |  | 6930000 | 6668989 |
| TD SYNNEX Corp 6.1% 4/12/2034  |  | 300000 | 307868 |
| Teledyne Technologies Inc 2.75% 4/1/2031  |  | 3420000 | 3043025 |
| TTM Technologies Inc 4% 3/1/2029 (c) |  | 130000 | 123563 |
|  |  |  | 20109134 |
| IT Services - 0.0% |  |  |  |
| Accenture Capital Inc 4.25% 10/4/2031  |  | 3330000 | 3269717 |
| Accenture Capital Inc 4.5% 10/4/2034  |  | 370000 | 355484 |
| Acuris Finance US Inc / Acuris Finance SARL 5% 5/1/2028 (c) |  | 60000 | 57098 |
| Acuris Finance US Inc / Acuris Finance SARL 9% 8/1/2029 (c) |  | 125000 | 127728 |
| ASGN Inc 4.625% 5/15/2028 (c) |  | 110000 | 106117 |
| CDW LLC / CDW Finance Corp 3.276% 12/1/2028  |  | 740000 | 699504 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  |  | 5670000 | 5662318 |
| CoreWeave Inc 9.25% 6/1/2030 (c) |  | 885000 | 884007 |
| Gartner Inc 3.625% 6/15/2029 (c) |  | 2085000 | 1976887 |
| Gartner Inc 3.75% 10/1/2030 (c) |  | 708000 | 661287 |
| Gartner Inc 4.5% 7/1/2028 (c) |  | 2719000 | 2686741 |
| Genpact Luxembourg SARL/Genpact USA Inc 1.75% 4/10/2026  |  | 960000 | 931407 |
| Genpact Luxembourg SARL/Genpact USA Inc 6% 6/4/2029  |  | 2875000 | 2963624 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (c) |  | 330000 | 308038 |
|  |  |  | 20689957 |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |  |
| Amkor Technology Inc 6.625% 9/15/2027 (c) |  | 606000 | 607973 |
| Broadcom Inc 1.95% 2/15/2028 (c) |  | 1620000 | 1521864 |
| Broadcom Inc 2.45% 2/15/2031 (c) |  | 12454000 | 11010998 |
| Broadcom Inc 2.6% 2/15/2033 (c) |  | 6229000 | 5258399 |
| Broadcom Inc 3.137% 11/15/2035 (c) |  | 4483000 | 3712888 |
| Broadcom Inc 3.187% 11/15/2036 (c) |  | 5372000 | 4369398 |
| Broadcom Inc 3.419% 4/15/2033 (c) |  | 5399000 | 4816082 |
| Broadcom Inc 3.469% 4/15/2034 (c) |  | 4006000 | 3518700 |
| Broadcom Inc 3.5% 2/15/2041 (c) |  | 12531000 | 9713097 |
| Broadcom Inc 4% 4/15/2029 (c) |  | 2785000 | 2734371 |
| Broadcom Inc 4.15% 2/15/2028  |  | 2895000 | 2880815 |
| Broadcom Inc 4.35% 2/15/2030  |  | 6140000 | 6069205 |
| Broadcom Inc 4.55% 2/15/2032  |  | 194000 | 189957 |
| Broadcom Inc 4.8% 10/15/2034  |  | 912000 | 887992 |
| Broadcom Inc 4.926% 5/15/2037 (c) |  | 487000 | 464014 |
| Broadcom Inc 5.05% 4/15/2030  |  | 720000 | 731421 |
| Broadcom Inc 5.05% 7/12/2027  |  | 600000 | 607738 |
| Broadcom Inc 5.05% 7/12/2029  |  | 3000000 | 3053724 |
| Broadcom Inc 5.15% 11/15/2031  |  | 130000 | 132344 |
| Broadcom Inc 5.2% 4/15/2032  |  | 1837000 | 1865314 |
| Entegris Inc 3.625% 5/1/2029 (c) |  | 324000 | 302140 |
| Entegris Inc 4.375% 4/15/2028 (c) |  | 325000 | 313777 |
| Entegris Inc 5.95% 6/15/2030 (c) |  | 773000 | 773424 |
| Foundry JV Holdco LLC 5.5% 1/25/2031 (c) |  | 3539000 | 3584745 |
| Foundry JV Holdco LLC 5.9% 1/25/2033 (c) |  | 775000 | 790921 |
| Foundry JV Holdco LLC 6.15% 1/25/2032 (c) |  | 1600000 | 1661420 |
| Foundry JV Holdco LLC 6.2% 1/25/2037 (c) |  | 434000 | 443547 |
| Intel Corp 1.6% 8/12/2028  |  | 2000000 | 1822467 |
| Intel Corp 2% 8/12/2031  |  | 1050000 | 885048 |
| Intel Corp 2.8% 8/12/2041  |  | 390000 | 254272 |
| Intel Corp 3.05% 8/12/2051  |  | 487000 | 280007 |
| Intel Corp 3.25% 11/15/2049  |  | 1355000 | 826172 |
| Intel Corp 3.734% 12/8/2047  |  | 500000 | 339800 |
| Intel Corp 4.1% 5/11/2047  |  | 400000 | 288567 |
| Intel Corp 4.9% 8/5/2052  |  | 215000 | 171684 |
| Intel Corp 5.05% 8/5/2062  |  | 255000 | 199419 |
| Intel Corp 5.6% 2/21/2054  |  | 347000 | 308162 |
| Intel Corp 5.7% 2/10/2053  |  | 375000 | 336517 |
| KLA Corp 3.3% 3/1/2050  |  | 252000 | 170222 |
| KLA Corp 4.65% 7/15/2032  |  | 130000 | 129155 |
| Marvell Technology Inc 2.95% 4/15/2031  |  | 100000 | 89416 |
| Marvell Technology Inc 5.75% 2/15/2029  |  | 1467000 | 1517220 |
| ON Semiconductor Corp 3.875% 9/1/2028 (c) |  | 321000 | 306583 |
| Qorvo Inc 4.375% 10/15/2029  |  | 290000 | 278286 |
| Synaptics Inc 4% 6/15/2029 (c) |  | 290000 | 269565 |
| Teledyne FLIR LLC 2.5% 8/1/2030  |  | 1215000 | 1086440 |
| Texas Instruments Inc 3.875% 3/15/2039  |  | 47000 | 40682 |
| Texas Instruments Inc 4.15% 5/15/2048  |  | 8000 | 6397 |
| Texas Instruments Inc 5.05% 5/18/2063  |  | 406000 | 358482 |
| Wolfspeed Inc 7.9583% 6/23/2030 (c)(f)(i)(l) |  | 210592 | 202695 |
|  |  |  | 82183526 |
| Software - 0.2% |  |  |  |
| AppLovin Corp 5.125% 12/1/2029  |  | 5123000 | 5157023 |
| AppLovin Corp 5.375% 12/1/2031  |  | 11589000 | 11696335 |
| AppLovin Corp 5.95% 12/1/2054  |  | 1603000 | 1532081 |
| Cadence Design Systems Inc 4.3% 9/10/2029  |  | 355000 | 352585 |
| Clarivate Science Holdings Corp 3.875% 7/1/2028 (c) |  | 352000 | 335203 |
| Crowdstrike Holdings Inc 3% 2/15/2029  |  | 125000 | 116990 |
| Elastic NV 4.125% 7/15/2029 (c) |  | 440000 | 412575 |
| Ellucian Holdings Inc 6.5% 12/1/2029 (c) |  | 60000 | 60596 |
| Fair Isaac Corp 4% 6/15/2028 (c) |  | 500000 | 481288 |
| Fair Isaac Corp 6% 5/15/2033 (c) |  | 100000 | 99811 |
| Fiserv Funding ULC 3.5% 6/15/2032  | EUR | 200000 | 225425 |
| Fiserv Funding ULC 4% 6/15/2036  | EUR | 1025000 | 1158102 |
| Gen Digital Inc 6.25% 4/1/2033 (c) |  | 575000 | 581384 |
| Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl 8.75% 5/1/2029 (c) |  | 283000 | 287324 |
| Intuit Inc 1.35% 7/15/2027  |  | 200000 | 188427 |
| Intuit Inc 5.2% 9/15/2033  |  | 490000 | 501214 |
| Microsoft Corp 2.5% 9/15/2050  |  | 241000 | 144933 |
| NCR Voyix Corp 5% 10/1/2028 (c) |  | 382000 | 376754 |
| NCR Voyix Corp 5.125% 4/15/2029 (c) |  | 220000 | 214417 |
| Oracle Corp 2.3% 3/25/2028  |  | 1678000 | 1585097 |
| Oracle Corp 2.8% 4/1/2027  |  | 1465000 | 1423183 |
| Oracle Corp 3.6% 4/1/2050  |  | 1325000 | 900299 |
| Oracle Corp 3.65% 3/25/2041  |  | 255000 | 195741 |
| Oracle Corp 3.85% 4/1/2060  |  | 669000 | 445125 |
| Oracle Corp 3.85% 7/15/2036  |  | 51000 | 43994 |
| Oracle Corp 3.9% 5/15/2035  |  | 45000 | 39890 |
| Oracle Corp 3.95% 3/25/2051  |  | 47000 | 33611 |
| Oracle Corp 4% 7/15/2046  |  | 228000 | 170706 |
| Oracle Corp 4.125% 5/15/2045  |  | 1025000 | 790199 |
| Oracle Corp 4.2% 9/27/2029  |  | 8000000 | 7879229 |
| Oracle Corp 4.3% 7/8/2034  |  | 16000 | 14880 |
| Oracle Corp 4.375% 5/15/2055  |  | 25000 | 18960 |
| Oracle Corp 4.8% 8/3/2028  |  | 13720000 | 13855270 |
| Oracle Corp 5.375% 9/27/2054  |  | 60000 | 53215 |
| Oracle Corp 5.5% 8/3/2035  |  | 2302000 | 2312643 |
| Oracle Corp 5.5% 9/27/2064  |  | 160000 | 140932 |
| Oracle Corp 6% 8/3/2055  |  | 2245000 | 2176594 |
| Oracle Corp 6.125% 8/3/2065  |  | 4976000 | 4831337 |
| RingCentral Inc 8.5% 8/15/2030 (c) |  | 378000 | 399251 |
| Roper Technologies Inc 1.75% 2/15/2031  |  | 200000 | 169517 |
| Roper Technologies Inc 4.75% 2/15/2032  |  | 160000 | 158294 |
| Roper Technologies Inc 4.9% 10/15/2034  |  | 630000 | 611274 |
| Salesforce Inc 2.7% 7/15/2041  |  | 480000 | 335645 |
| Servicenow Inc 1.4% 9/1/2030  |  | 1005000 | 859893 |
| SS&C Technologies Inc 5.5% 9/30/2027 (c) |  | 1336000 | 1334510 |
| Synopsys Inc 4.85% 4/1/2030  |  | 7000000 | 7067508 |
| Synopsys Inc 5% 4/1/2032  |  | 3700000 | 3706535 |
| Synopsys Inc 5.15% 4/1/2035  |  | 179000 | 176922 |
| Synopsys Inc 5.7% 4/1/2055  |  | 917000 | 875435 |
| VMware LLC 1.8% 8/15/2028  |  | 1400000 | 1281202 |
| VMware LLC 3.9% 8/21/2027  |  | 500000 | 493214 |
| VMware LLC 4.65% 5/15/2027  |  | 141000 | 141209 |
| Workday Inc 3.5% 4/1/2027  |  | 405000 | 397913 |
| Workday Inc 3.7% 4/1/2029  |  | 1400000 | 1356124 |
|  |  |  | 80197818 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |  |
| Apple Inc 2.65% 2/8/2051  |  | 572000 | 347030 |
| Apple Inc 2.7% 8/5/2051  |  | 775000 | 470879 |
| Apple Inc 3.25% 2/23/2026  |  | 330000 | 327256 |
| Apple Inc 3.75% 11/13/2047  |  | 29000 | 22345 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (c) |  | 110000 | 110209 |
| Seagate HDD Cayman 3.125% 7/15/2029  |  | 64000 | 57600 |
| Seagate HDD Cayman 4.091% 6/1/2029  |  | 96000 | 91793 |
| Seagate HDD Cayman 4.125% 1/15/2031  |  | 106000 | 98250 |
| Seagate HDD Cayman 8.25% 12/15/2029  |  | 848000 | 903914 |
| Seagate HDD Cayman 8.5% 7/15/2031  |  | 12000 | 12813 |
| Seagate HDD Cayman 9.625% 12/1/2032  |  | 102965 | 116875 |
| Xerox Corp 10.25% 10/15/2030 (c) |  | 550000 | 565192 |
| Xerox Holdings Corp 8.875% 11/30/2029 (c) |  | 180000 | 121290 |
|  |  |  | 3245446 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 210563489 |
| Materials - 0.3% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Avient Corp 6.25% 11/1/2031 (c) |  | 120000 | 120168 |
| Avient Corp 7.125% 8/1/2030 (c) |  | 307000 | 316364 |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV 4.75% 6/15/2027 (c) |  | 240000 | 237479 |
| Axalta Coating Systems LLC 3.375% 2/15/2029 (c) |  | 240000 | 223363 |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 100000 | 100770 |
| Celanese US Holdings LLC 6.629% 7/15/2032 (d) |  | 400000 | 409362 |
| Celanese US Holdings LLC 6.75% 4/15/2033  |  | 200000 | 194656 |
| Celanese US Holdings LLC 6.85% 11/15/2028 (d) |  | 4508000 | 4667425 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (d) |  | 3406000 | 3510155 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (d) |  | 1991000 | 2078415 |
| CF Industries Inc 4.95% 6/1/2043  |  | 422000 | 361440 |
| Chemours Co/The 4.625% 11/15/2029 (c) |  | 640000 | 523529 |
| Chemours Co/The 5.75% 11/15/2028 (c) |  | 398000 | 356372 |
| DuPont de Nemours Inc 4.725% 11/15/2028  |  | 5610000 | 5681403 |
| DuPont de Nemours Inc 5.319% 11/15/2038  |  | 121000 | 123229 |
| DuPont de Nemours Inc 5.419% 11/15/2048  |  | 590000 | 582356 |
| EIDP Inc 4.8% 5/15/2033  |  | 255000 | 250232 |
| Element Solutions Inc 3.875% 9/1/2028 (c) |  | 186000 | 178588 |
| FMC Corp 3.45% 10/1/2029  |  | 1200000 | 1105115 |
| FMC Corp 4.5% 10/1/2049  |  | 1495000 | 1068270 |
| FMC Corp 5.65% 5/18/2033  |  | 3370000 | 3243998 |
| International Flavors & Fragrances Inc 2.3% 11/1/2030 (c) |  | 3430000 | 2989326 |
| Kobe US Midco 2 Inc 9.25% 11/1/2026 pay-in-kind (c)(d) |  | 150491 | 133373 |
| LSB Industries Inc 6.25% 10/15/2028 (c) |  | 120000 | 118788 |
| LYB International Finance BV 5.25% 7/15/2043  |  | 450000 | 390255 |
| LYB International Finance III LLC 3.375% 10/1/2040  |  | 393000 | 281503 |
| Mativ Holdings Inc 8% 10/1/2029 (c) |  | 125000 | 106640 |
| Methanex US Operations Inc 6.25% 3/15/2032 (c) |  | 155000 | 149997 |
| Olin Corp 5% 2/1/2030  |  | 195000 | 184567 |
| Olin Corp 5.625% 8/1/2029  |  | 195000 | 190888 |
| Olympus Water US Holding Corp 9.75% 11/15/2028 (c) |  | 200000 | 209693 |
| Scotts Miracle-Gro Co/The 4% 4/1/2031  |  | 2921000 | 2622451 |
| Scotts Miracle-Gro Co/The 4.375% 2/1/2032  |  | 625000 | 562531 |
| Scotts Miracle-Gro Co/The 4.5% 10/15/2029  |  | 525000 | 499156 |
| Scotts Miracle-Gro Co/The 5.25% 12/15/2026  |  | 59000 | 58778 |
| Tronox Inc 4.625% 3/15/2029 (c) |  | 130000 | 108686 |
| WR Grace Holdings LLC 4.875% 6/15/2027 (c) |  | 410000 | 404243 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (c) |  | 585000 | 590873 |
|  |  |  | 34934437 |
| Construction Materials - 0.0% |  |  |  |
| Global Infrastructure Solutions Inc 5.625% 6/1/2029 (c) |  | 598000 | 583647 |
| Knife River Corp 7.75% 5/1/2031 (c) |  | 292000 | 305640 |
| Martin Marietta Materials Inc 2.4% 7/15/2031  |  | 765000 | 665765 |
| Martin Marietta Materials Inc 2.5% 3/15/2030  |  | 400000 | 363703 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  |  | 1445000 | 1434057 |
| Quikrete Holdings Inc 6.375% 3/1/2032 (c) |  | 1950000 | 1981506 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (c) |  | 440000 | 446488 |
| Smyrna Ready Mix Concrete LLC 6% 11/1/2028 (c) |  | 505000 | 497667 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (c) |  | 200000 | 205379 |
| VM Consolidated Inc 5.5% 4/15/2029 (c) |  | 180000 | 178089 |
|  |  |  | 6661941 |
| Containers & Packaging - 0.1% |  |  |  |
| Amcor Flexibles North America Inc 5.1% 3/17/2030 (c) |  | 500000 | 503266 |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (c) |  | 645000 | 638327 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 3.25% 9/1/2028 (c) |  | 280000 | 257499 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (c) |  | 85000 | 85209 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 4.125% 8/15/2026 (c) |  | 834000 | 752176 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 5.25% 8/15/2027 (c) |  | 825000 | 375375 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 5.25% 8/15/2027 (c) |  | 725000 | 329875 |
| Ball Corp 2.875% 8/15/2030  |  | 55000 | 48746 |
| Ball Corp 3.125% 9/15/2031  |  | 395000 | 346371 |
| Ball Corp 6% 6/15/2029  |  | 2079000 | 2119762 |
| Berry Global Inc 1.57% 1/15/2026  |  | 1675000 | 1638003 |
| Berry Global Inc 4.875% 7/15/2026 (c) |  | 1888000 | 1882157 |
| Berry Global Inc 5.5% 4/15/2028  |  | 4810000 | 4900334 |
| Berry Global Inc 5.65% 1/15/2034  |  | 2000000 | 2014628 |
| Berry Global Inc 5.8% 6/15/2031  |  | 6884000 | 7145834 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (c) |  | 860000 | 869097 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (c) |  | 1750000 | 1789604 |
| Crown Americas LLC 5.875% 6/1/2033 (c) |  | 310000 | 307890 |
| Graphic Packaging International LLC 3.5% 3/1/2029 (c) |  | 175000 | 162000 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (c) |  | 295000 | 271901 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (c) |  | 430000 | 430635 |
| Mauser Packaging Solutions Holding Co 7.875% 4/15/2027 (c) |  | 442000 | 446193 |
| Owens-Brockway Glass Container Inc 6.625% 5/13/2027 (c) |  | 236000 | 236119 |
| Packaging Corp of America 3.05% 10/1/2051  |  | 108000 | 65575 |
| Sealed Air Corp 1.573% 10/15/2026 (c) |  | 2750000 | 2619537 |
| Sealed Air Corp 4% 12/1/2027 (c) |  | 229000 | 222079 |
| Sealed Air Corp 5% 4/15/2029 (c) |  | 350000 | 343644 |
| Sealed Air Corp 6.5% 7/15/2032 (c) |  | 235000 | 240678 |
| Sealed Air Corp 6.875% 7/15/2033 (c) |  | 210000 | 219979 |
| Sealed Air Corp/Sealed Air Corp US 6.125% 2/1/2028 (c) |  | 340000 | 343804 |
| Sealed Air Corp/Sealed Air Corp US 7.25% 2/15/2031 (c) |  | 215000 | 224660 |
| Sonoco Products Co 3.125% 5/1/2030  |  | 802000 | 736614 |
| TriMas Corp 4.125% 4/15/2029 (c) |  | 266000 | 250363 |
|  |  |  | 32817934 |
| Metals & Mining - 0.1% |  |  |  |
| Alcoa Nederland Holding BV 4.125% 3/31/2029 (c) |  | 110000 | 103459 |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (c) |  | 45000 | 46717 |
| Alumina Pty Ltd 6.375% 9/15/2032 (c) |  | 570000 | 563747 |
| Arsenal AIC Parent LLC 11.5% 10/1/2031 (c) |  | 895000 | 996637 |
| Big Riv Stl LLC / Brs Fin Corp 6.625% 1/31/2029 (c) |  | 162000 | 163189 |
| Carpenter Technology Corp 6.375% 7/15/2028  |  | 209000 | 209847 |
| Cleveland-Cliffs Inc 4.625% 3/1/2029 (c) |  | 194000 | 173397 |
| Cleveland-Cliffs Inc 4.875% 3/1/2031 (c) |  | 110000 | 89882 |
| Cleveland-Cliffs Inc 5.875% 6/1/2027  |  | 448000 | 441242 |
| Cleveland-Cliffs Inc 6.75% 4/15/2030 (c) |  | 95000 | 85284 |
| Cleveland-Cliffs Inc 6.875% 11/1/2029 (c) |  | 635000 | 590404 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (c) |  | 105000 | 90567 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (c) |  | 410000 | 352117 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (c) |  | 210000 | 188839 |
| Commercial Metals Co 3.875% 2/15/2031  |  | 235000 | 212773 |
| Compass Minerals International Inc 6.75% 12/1/2027 (c) |  | 120000 | 119973 |
| Freeport-McMoRan Inc 4.125% 3/1/2028  |  | 960000 | 944123 |
| Freeport-McMoRan Inc 4.375% 8/1/2028  |  | 6105000 | 6044802 |
| Freeport-McMoRan Inc 4.625% 8/1/2030  |  | 824000 | 808993 |
| Freeport-McMoRan Inc 5.25% 9/1/2029  |  | 305000 | 307874 |
| Freeport-McMoRan Inc 5.4% 11/14/2034  |  | 570000 | 568352 |
| Hecla Mining Co 7.25% 2/15/2028  |  | 775000 | 780414 |
| Kaiser Aluminum Corp 4.625% 3/1/2028 (c) |  | 512000 | 497599 |
| Newmont Corp / Newcrest Finance Pty Ltd 5.35% 3/15/2034  |  | 10810000 | 10916387 |
| Newmont Corp 2.25% 10/1/2030  |  | 2192000 | 1960889 |
| Newmont Corp 2.8% 10/1/2029  |  | 6665000 | 6261037 |
| Newmont Corp 5.45% 6/9/2044  |  | 185000 | 175930 |
| Novelis Corp 3.25% 11/15/2026 (c) |  | 245000 | 240315 |
| Novelis Corp 3.875% 8/15/2031 (c) |  | 137000 | 121798 |
| Novelis Corp 6.875% 1/30/2030 (c) |  | 700000 | 721864 |
| Nucor Corp 3.95% 5/1/2028  |  | 1700000 | 1686877 |
| Roller Bearing Co of America Inc 4.375% 10/15/2029 (c) |  | 30000 | 28640 |
| Steel Dynamics Inc 3.45% 4/15/2030  |  | 8400000 | 7894559 |
| United States Steel Corp 6.875% 3/1/2029  |  | 167000 | 168456 |
| Vibrantz Technologies Inc 9% 2/15/2030 (c) |  | 125000 | 88125 |
|  |  |  | 44645108 |
| Paper & Forest Products - 0.0% |  |  |  |
| Magnera Corp 7.25% 11/15/2031 (c) |  | 85000 | 77775 |
| TOTAL MATERIALS |  |  | 119137195 |
| Real Estate - 0.9% |  |  |  |
| Diversified REITs - 0.2% |  |  |  |
| American Assets Trust LP 3.375% 2/1/2031  |  | 3370000 | 2948382 |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  |  | 247000 | 250579 |
| GLP Capital LP / GLP Financing II Inc 3.25% 1/15/2032  |  | 4370000 | 3780543 |
| GLP Capital LP / GLP Financing II Inc 4% 1/15/2030  |  | 414000 | 390930 |
| GLP Capital LP / GLP Financing II Inc 4% 1/15/2031  |  | 2085000 | 1938668 |
| GLP Capital LP / GLP Financing II Inc 5.3% 1/15/2029  |  | 1341000 | 1343206 |
| GLP Capital LP / GLP Financing II Inc 5.375% 4/15/2026  |  | 4955000 | 4944092 |
| GLP Capital LP / GLP Financing II Inc 5.75% 6/1/2028  |  | 3928000 | 4000256 |
| GLP Capital LP / GLP Financing II Inc 6.25% 9/15/2054  |  | 771000 | 730115 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  |  | 1374000 | 1104473 |
| Safehold GL Holdings LLC 2.8% 6/15/2031  |  | 146000 | 128270 |
| Safehold GL Holdings LLC 2.85% 1/15/2032  |  | 145000 | 123304 |
| Store Capital LLC 2.75% 11/18/2030  |  | 1957000 | 1703178 |
| Store Capital LLC 4.625% 3/15/2029  |  | 2475000 | 2409472 |
| Store Capital LLC 5.4% 4/30/2030 (c) |  | 1542000 | 1535435 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 10.5% 2/15/2028 (c) |  | 3804000 | 4035584 |
| Vici Properties LP / Vici Note Co Inc 3.75% 2/15/2027 (c) |  | 487000 | 477148 |
| Vici Properties LP / Vici Note Co Inc 3.875% 2/15/2029 (c) |  | 2157000 | 2066014 |
| Vici Properties LP / Vici Note Co Inc 4.125% 8/15/2030 (c) |  | 377000 | 355486 |
| Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (c) |  | 2084000 | 2060890 |
| Vici Properties LP / Vici Note Co Inc 4.5% 1/15/2028 (c) |  | 162000 | 159960 |
| Vici Properties LP / Vici Note Co Inc 4.5% 9/1/2026 (c) |  | 400000 | 397508 |
| Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (c) |  | 1833000 | 1777802 |
| VICI Properties LP 4.75% 2/15/2028  |  | 6720000 | 6721841 |
| VICI Properties LP 4.75% 4/1/2028  |  | 1384000 | 1383428 |
| VICI Properties LP 4.95% 2/15/2030  |  | 8748000 | 8679269 |
| VICI Properties LP 5.125% 11/15/2031  |  | 1435000 | 1415049 |
| VICI Properties LP 5.125% 5/15/2032  |  | 998000 | 977926 |
| VICI Properties LP 5.75% 4/1/2034  |  | 855000 | 857917 |
| Vornado Realty LP 2.15% 6/1/2026  |  | 1762000 | 1703723 |
| Vornado Realty LP 3.4% 6/1/2031  |  | 6373000 | 5477457 |
| WP Carey Inc 2.25% 4/1/2033  |  | 3969000 | 3185033 |
| WP Carey Inc 2.4% 2/1/2031  |  | 2070000 | 1795640 |
| WP Carey Inc 3.85% 7/15/2029  |  | 1725000 | 1659190 |
| WP Carey Inc 4.25% 10/1/2026  |  | 63000 | 62617 |
| WP Carey Inc 4.25% 7/23/2032  | EUR | 100000 | 116955 |
|  |  |  | 72697340 |
| Health Care REITs - 0.2% |  |  |  |
| Alexandria Real Estate Equities Inc 1.875% 2/1/2033  |  | 145000 | 112903 |
| Alexandria Real Estate Equities Inc 2.95% 3/15/2034  |  | 1105000 | 907702 |
| Alexandria Real Estate Equities Inc 3.375% 8/15/2031  |  | 190000 | 171901 |
| Alexandria Real Estate Equities Inc 3.95% 1/15/2028  |  | 1500000 | 1478161 |
| Alexandria Real Estate Equities Inc 4.7% 7/1/2030  |  | 1600000 | 1571108 |
| Alexandria Real Estate Equities Inc 4.9% 12/15/2030  |  | 5395000 | 5346871 |
| Alexandria Real Estate Equities Inc 5.15% 4/15/2053  |  | 31000 | 26121 |
| Alexandria Real Estate Equities Inc 5.5% 10/1/2035  |  | 4230000 | 4156453 |
| Diversified Healthcare Trust 4.375% 3/1/2031  |  | 350000 | 288243 |
| Diversified Healthcare Trust 4.75% 2/15/2028  |  | 2717000 | 2496389 |
| Healthcare Realty Holdings LP 3.1% 2/15/2030  |  | 1715000 | 1571772 |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  |  | 2311000 | 2271871 |
| Healthcare Realty Holdings LP 3.625% 1/15/2028  |  | 1692000 | 1637407 |
| Healthpeak OP LLC 2.125% 12/1/2028  |  | 30000 | 27554 |
| Healthpeak OP LLC 3% 1/15/2030  |  | 1679000 | 1553531 |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  |  | 1075000 | 705187 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 1375000 | 1198450 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (c) |  | 230000 | 235760 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  |  | 5599000 | 4733392 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  |  | 2682000 | 2419769 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  |  | 7647000 | 7195042 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  |  | 1500000 | 1496461 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  |  | 7569000 | 7574063 |
| Omega Healthcare Investors Inc 5.25% 1/15/2026  |  | 5841000 | 5847282 |
| Ventas Realty LP 3% 1/15/2030  |  | 10008000 | 9272527 |
| Ventas Realty LP 3.25% 10/15/2026  |  | 6000 | 5880 |
| Ventas Realty LP 3.85% 4/1/2027  |  | 518000 | 511077 |
| Ventas Realty LP 4% 3/1/2028  |  | 2712000 | 2668809 |
| Ventas Realty LP 4.125% 1/15/2026  |  | 1630000 | 1621872 |
| Ventas Realty LP 4.75% 11/15/2030  |  | 13000000 | 12926665 |
| Ventas Realty LP 5.625% 7/1/2034  |  | 233000 | 235662 |
| Welltower OP LLC 2.7% 2/15/2027  |  | 2590000 | 2522910 |
| Welltower OP LLC 2.75% 1/15/2031  |  | 8865000 | 7997900 |
|  |  |  | 92786695 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 7% 2/1/2030 (c) |  | 80000 | 80588 |
| RHP Hotel Properties LP / RHP Finance Corp 4.75% 10/15/2027  |  | 213000 | 210475 |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 4/1/2032 (c) |  | 1525000 | 1545931 |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (c)(r) |  | 135000 | 137297 |
| RHP Hotel Properties LP / RHP Finance Corp 7.25% 7/15/2028 (c) |  | 334000 | 344357 |
|  |  |  | 2318648 |
| Industrial REITs - 0.0% |  |  |  |
| LXP Industrial Trust 2.7% 9/15/2030  |  | 894000 | 786629 |
| LXP Industrial Trust 6.75% 11/15/2028  |  | 455000 | 478838 |
| Prologis LP 1.75% 7/1/2030  |  | 143000 | 124211 |
| Prologis LP 2.125% 10/15/2050  |  | 43000 | 22279 |
| Prologis LP 3% 4/15/2050  |  | 150000 | 94793 |
| Prologis LP 4.75% 6/15/2033  |  | 165000 | 161823 |
|  |  |  | 1668573 |
| Office REITs - 0.1% |  |  |  |
| Boston Properties LP 4.5% 12/1/2028  |  | 5210000 | 5135496 |
| COPT Defense Properties LP 2% 1/15/2029  |  | 600000 | 537529 |
| COPT Defense Properties LP 2.25% 3/15/2026  |  | 1820000 | 1781838 |
| COPT Defense Properties LP 2.75% 4/15/2031  |  | 6209000 | 5389026 |
| COPT Defense Properties LP 2.9% 12/1/2033  |  | 490000 | 395233 |
| Hudson Pacific Properties LP 3.25% 1/15/2030  |  | 2335000 | 1576426 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  |  | 760000 | 664943 |
| Hudson Pacific Properties LP 4.65% 4/1/2029  |  | 10503000 | 7600887 |
|  |  |  | 23081378 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Brandywine Operating Partnership LP 3.95% 11/15/2027  |  | 5608000 | 5352293 |
| Brandywine Operating Partnership LP 4.55% 10/1/2029  |  | 1707000 | 1568895 |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  |  | 6570000 | 6888014 |
| Brandywine Operating Partnership LP 8.875% 4/12/2029  |  | 4381000 | 4665231 |
| Essex Portfolio LP 1.7% 3/1/2028  |  | 515000 | 476491 |
| Essex Portfolio LP 2.65% 3/15/2032  |  | 115000 | 98595 |
| Essex Portfolio LP 5.5% 4/1/2034  |  | 525000 | 527471 |
| Extra Space Storage LP 2.2% 10/15/2030  |  | 2359000 | 2050724 |
| Extra Space Storage LP 3.9% 4/1/2029  |  | 610000 | 591979 |
| Extra Space Storage LP 5.5% 7/1/2030  |  | 1458000 | 1494040 |
| GTP Acquisition Partners I LLC 3.482% 6/15/2050 (c) |  | 105000 | 104911 |
| Host Hotels & Resorts LP 2.9% 12/15/2031  |  | 840000 | 719279 |
| Host Hotels & Resorts LP 5.7% 7/1/2034  |  | 750000 | 737535 |
| Howard Hughes Corp/The 4.125% 2/1/2029 (c) |  | 300000 | 282027 |
| Howard Hughes Corp/The 4.375% 2/1/2031 (c) |  | 385000 | 349617 |
| Howard Hughes Corp/The 5.375% 8/1/2028 (c) |  | 850000 | 833823 |
| Kennedy-Wilson Inc 4.75% 2/1/2030  |  | 225000 | 199688 |
| Mid-America Apartments LP 4.2% 6/15/2028  |  | 82000 | 81349 |
| Tanger Properties LP 2.75% 9/1/2031  |  | 4140000 | 3577523 |
| Tanger Properties LP 3.125% 9/1/2026  |  | 3497000 | 3420438 |
| Tanger Properties LP 3.875% 7/15/2027  |  | 13369000 | 13133468 |
| Taylor Morrison Communities Inc 5.125% 8/1/2030 (c) |  | 1250000 | 1218765 |
| Taylor Morrison Communities Inc 5.75% 1/15/2028 (c) |  | 280000 | 281656 |
| Taylor Morrison Communities Inc 5.875% 6/15/2027 (c) |  | 1500000 | 1512112 |
|  |  |  | 50165924 |
| Residential REITs - 0.1% |  |  |  |
| American Homes 4 Rent LP 2.375% 7/15/2031  |  | 704000 | 604013 |
| American Homes 4 Rent LP 3.375% 7/15/2051  |  | 1089000 | 696138 |
| American Homes 4 Rent LP 3.625% 4/15/2032  |  | 2835000 | 2573556 |
| American Homes 4 Rent LP 4.3% 4/15/2052  |  | 2330000 | 1764109 |
| Camden Property Trust 3.15% 7/1/2029  |  | 146000 | 138380 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  |  | 1731000 | 1449204 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  |  | 4260000 | 3968531 |
| Sun Communities Operating LP 2.3% 11/1/2028  |  | 1550000 | 1435359 |
| Sun Communities Operating LP 2.7% 7/15/2031  |  | 11527000 | 10041431 |
| UDR Inc 1.9% 3/15/2033  |  | 14000 | 10925 |
| UDR Inc 2.1% 8/1/2032  |  | 47000 | 38088 |
| UDR Inc 5.125% 9/1/2034  |  | 140000 | 136469 |
|  |  |  | 22856203 |
| Retail REITs - 0.2% |  |  |  |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  |  | 3700000 | 3467074 |
| Brixmor Operating Partnership LP 2.5% 8/16/2031  |  | 4020000 | 3456819 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  |  | 12288000 | 11772651 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  |  | 6724000 | 6542054 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  |  | 8331000 | 8284153 |
| Brixmor Operating Partnership LP 5.75% 2/15/2035  |  | 310000 | 313248 |
| Kimco Realty OP LLC 1.9% 3/1/2028  |  | 3540000 | 3305174 |
| Kimco Realty OP LLC 3.2% 4/1/2032  |  | 1340000 | 1195848 |
| Kimco Realty OP LLC 4.6% 2/1/2033  |  | 3535000 | 3416028 |
| Kite Realty Group Trust 4.75% 9/15/2030  |  | 10799000 | 10637644 |
| NNN REIT Inc 3.5% 4/15/2051  |  | 310000 | 207486 |
| NNN REIT Inc 3.6% 12/15/2026  |  | 47000 | 46230 |
| NNN REIT Inc 4.3% 10/15/2028  |  | 23000 | 22741 |
| NNN REIT Inc 5.5% 6/15/2034  |  | 90000 | 90108 |
| NNN REIT Inc 5.6% 10/15/2033  |  | 50000 | 50699 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  |  | 1063000 | 1071001 |
| Realty Income Corp 1.8% 3/15/2033  |  | 32000 | 25288 |
| Realty Income Corp 2.2% 6/15/2028  |  | 791000 | 740567 |
| Realty Income Corp 2.7% 2/15/2032  |  | 7532000 | 6551717 |
| Realty Income Corp 2.85% 12/15/2032  |  | 1553000 | 1340584 |
| Realty Income Corp 3.1% 12/15/2029  |  | 6235000 | 5836766 |
| Realty Income Corp 3.25% 1/15/2031  |  | 1193000 | 1101937 |
| Realty Income Corp 3.4% 1/15/2028  |  | 3460000 | 3374584 |
| Realty Income Corp 3.4% 1/15/2030  |  | 1460000 | 1382912 |
| Realty Income Corp 4.125% 10/15/2026  |  | 20000 | 19896 |
| Realty Income Corp 5.375% 9/1/2054  |  | 210000 | 196675 |
| Regency Centers LP 3.7% 6/15/2030  |  | 177000 | 169434 |
| Simon Property Group LP 2.45% 9/13/2029  |  | 1975000 | 1816509 |
| Simon Property Group LP 3.25% 9/13/2049  |  | 168000 | 109996 |
|  |  |  | 76545823 |
| Specialized REITs - 0.0% |  |  |  |
| American Tower Corp 1.45% 9/15/2026  |  | 82000 | 78817 |
| American Tower Corp 2.1% 6/15/2030  |  | 918000 | 806807 |
| American Tower Corp 2.7% 4/15/2031  |  | 2270000 | 2009208 |
| American Tower Corp 2.9% 1/15/2030  |  | 1255000 | 1158858 |
| American Tower Corp 3.625% 5/30/2032  | EUR | 650000 | 745791 |
| American Tower Corp 4.9% 3/15/2030  |  | 1235000 | 1242152 |
| American Tower Corp 5.35% 3/15/2035  |  | 455000 | 456922 |
| American Tower Corp 5.45% 2/15/2034  |  | 755000 | 762362 |
| American Tower Corp 5.55% 7/15/2033  |  | 245000 | 249360 |
| American Tower Corp 5.65% 3/15/2033  |  | 808000 | 830162 |
| Crown Castle Inc 2.1% 4/1/2031  |  | 1000000 | 844772 |
| Crown Castle Inc 2.25% 1/15/2031  |  | 386000 | 332308 |
| Crown Castle Inc 2.5% 7/15/2031  |  | 283000 | 242944 |
| Crown Castle Inc 2.9% 3/15/2027  |  | 125000 | 121174 |
| Crown Castle Inc 3.3% 7/1/2030  |  | 161000 | 148873 |
| Crown Castle Inc 5.6% 6/1/2029  |  | 636000 | 653494 |
| CubeSmart LP 2.25% 12/15/2028  |  | 865000 | 798728 |
| Equinix Inc 2.5% 5/15/2031  |  | 1810000 | 1589742 |
| Equinix Inc 3.4% 2/15/2052  |  | 304000 | 198673 |
| Equinix Inc 3.9% 4/15/2032  |  | 1543000 | 1449216 |
| Iron Mountain Inc 4.5% 2/15/2031 (c) |  | 39000 | 36543 |
| Iron Mountain Inc 4.875% 9/15/2027 (c) |  | 506000 | 500004 |
| Iron Mountain Inc 4.875% 9/15/2029 (c) |  | 1243000 | 1206367 |
| Iron Mountain Inc 5% 7/15/2028 (c) |  | 355000 | 349636 |
| Iron Mountain Inc 5.25% 3/15/2028 (c) |  | 223000 | 220554 |
| Iron Mountain Inc 5.25% 7/15/2030 (c) |  | 75000 | 73186 |
| Iron Mountain Inc 6.25% 1/15/2033 (c) |  | 365000 | 368428 |
| Public Storage Operating Co 2.25% 11/9/2031  |  | 40000 | 34451 |
| Public Storage Operating Co 5.1% 8/1/2033  |  | 171000 | 173403 |
| SBA Communications Corp 3.125% 2/1/2029  |  | 956000 | 889364 |
| SBA Communications Corp 3.875% 2/15/2027  |  | 400000 | 392186 |
| Weyerhaeuser Co 4% 11/15/2029  |  | 1485000 | 1446031 |
|  |  |  | 20410516 |
| TOTAL REAL ESTATE |  |  | 362531100 |
| Utilities - 1.0% |  |  |  |
| Electric Utilities - 0.7% |  |  |  |
| AEP Texas Inc 2.1% 7/1/2030  |  | 3375000 | 2954185 |
| AEP Texas Inc 3.45% 1/15/2050  |  | 97000 | 63974 |
| AEP Texas Inc 3.45% 5/15/2051  |  | 508000 | 331127 |
| AEP Texas Inc 5.4% 6/1/2033  |  | 1580000 | 1575401 |
| AEP Transmission Co LLC 2.75% 8/15/2051  |  | 574000 | 337887 |
| AEP Transmission Co LLC 3.15% 9/15/2049  |  | 359000 | 231163 |
| AEP Transmission Co LLC 3.65% 4/1/2050  |  | 58000 | 41346 |
| AEP Transmission Co LLC 5.15% 4/1/2034  |  | 2000000 | 1984264 |
| AEP Transmission Co LLC 5.375% 6/15/2035  |  | 650000 | 653029 |
| Alabama Power Co 3.05% 3/15/2032  |  | 95000 | 85331 |
| Alabama Power Co 3.75% 3/1/2045  |  | 324000 | 246821 |
| Alabama Power Co 3.85% 12/1/2042  |  | 700000 | 545614 |
| Alabama Power Co 4.1% 1/15/2042  |  | 225000 | 179582 |
| Alabama Power Co 4.3% 7/15/2048  |  | 10000 | 8056 |
| Alabama Power Co 5.1% 4/2/2035  |  | 1755000 | 1742461 |
| Alabama Power Co 5.5% 3/15/2041  |  | 36000 | 35039 |
| Alabama Power Co 5.85% 11/15/2033  |  | 125000 | 131448 |
| Alabama Power Co 6.125% 5/15/2038  |  | 861000 | 913276 |
| Alliant Energy Finance LLC 1.4% 3/15/2026 (c) |  | 2300000 | 2238182 |
| Alliant Energy Finance LLC 5.4% 6/6/2027 (Alliant Energy Corp Insured) (c) |  | 2150000 | 2172419 |
| Ameren Missouri Securitization Funding I LLC 4.85% 10/1/2041  |  | 5300000 | 5186335 |
| Appalachian Power Co 5.65% 4/1/2034  |  | 1000000 | 1009559 |
| Arizona Public Service Co 2.2% 12/15/2031  |  | 2440000 | 2055832 |
| Arizona Public Service Co 3.5% 12/1/2049  |  | 1100000 | 732470 |
| Arizona Public Service Co 3.75% 5/15/2046  |  | 825000 | 598900 |
| Arizona Public Service Co 4.25% 3/1/2049  |  | 29000 | 21879 |
| Arizona Public Service Co 4.7% 1/15/2044  |  | 4000 | 3278 |
| Arizona Public Service Co 6.35% 12/15/2032  |  | 4385000 | 4643116 |
| Atlantic City Electric Co 2.3% 3/15/2031  |  | 425000 | 372809 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  |  | 223000 | 136233 |
| Baltimore Gas and Electric Co 3.2% 9/15/2049  |  | 183000 | 119265 |
| Baltimore Gas and Electric Co 3.75% 8/15/2047  |  | 96000 | 70440 |
| Baltimore Gas and Electric Co 4.25% 9/15/2048  |  | 40000 | 31616 |
| Baltimore Gas and Electric Co 5.4% 6/1/2053  |  | 145000 | 133884 |
| Baltimore Gas and Electric Co 5.45% 6/1/2035  |  | 590000 | 593955 |
| Baltimore Gas and Electric Co 5.65% 6/1/2054  |  | 170000 | 163707 |
| CenterPoint Energy Houston Electric LLC 2.9% 7/1/2050  |  | 58000 | 35865 |
| Clearway Energy Operating LLC 3.75% 2/15/2031 (c) |  | 225000 | 203062 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (c) |  | 60000 | 58628 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  |  | 4448000 | 4107815 |
| Commonwealth Edison Co 3.7% 3/1/2045  |  | 1190000 | 894286 |
| Commonwealth Edison Co 3.7% 8/15/2028  |  | 250000 | 245968 |
| Commonwealth Edison Co 4% 3/1/2048  |  | 8000 | 6101 |
| Commonwealth Edison Co 4.35% 11/15/2045  |  | 415000 | 341532 |
| Commonwealth Edison Co 4.9% 2/1/2033  |  | 945000 | 940886 |
| Commonwealth Edison Co 5.3% 2/1/2053  |  | 95000 | 86884 |
| Commonwealth Edison Co 5.95% 6/1/2055  |  | 239000 | 239354 |
| Connecticut Light and Power Co/The 4% 4/1/2048  |  | 69000 | 52774 |
| Consolidated Edison Co of New York Inc 3.875% 6/15/2047  |  | 37000 | 27691 |
| Consolidated Edison Co of New York Inc 4.125% 5/15/2049  |  | 20000 | 15359 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  |  | 23000 | 17874 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  |  | 139000 | 115804 |
| Consolidated Edison Co of New York Inc 5.7% 12/1/2036  |  | 11000 | 11203 |
| Consolidated Edison Co of New York Inc 6.2% 6/15/2036  |  | 1325000 | 1402129 |
| Dominion Energy South Carolina Inc 2.3% 12/1/2031  |  | 277000 | 239256 |
| Dominion Energy South Carolina Inc 5.45% 2/1/2041  |  | 285000 | 274172 |
| DPL Inc 4.35% 4/15/2029  |  | 2480000 | 2386882 |
| DTE Electric Co 3.65% 3/1/2052  |  | 45000 | 32222 |
| DTE Electric Co 3.95% 6/15/2042  |  | 11000 | 8652 |
| DTE Electric Co 4% 4/1/2043  |  | 142000 | 113579 |
| DTE Electric Co 4.25% 5/14/2027  |  | 400000 | 397797 |
| DTE Electric Co 5.2% 4/1/2033  |  | 700000 | 709749 |
| DTE Electric Co 5.4% 4/1/2053  |  | 35000 | 33108 |
| Duke Energy Carolinas LLC 2.95% 12/1/2026  |  | 370000 | 363105 |
| Duke Energy Carolinas LLC 3.2% 8/15/2049  |  | 457000 | 299146 |
| Duke Energy Carolinas LLC 3.45% 4/15/2051  |  | 652000 | 441320 |
| Duke Energy Carolinas LLC 3.7% 12/1/2047  |  | 1047000 | 760448 |
| Duke Energy Carolinas LLC 4.25% 12/15/2041  |  | 2545000 | 2117376 |
| Duke Energy Carolinas LLC 5.35% 1/15/2053  |  | 1447000 | 1337349 |
| Duke Energy Carolinas LLC 5.4% 1/15/2054  |  | 221000 | 205915 |
| Duke Energy Carolinas LLC 6.1% 6/1/2037  |  | 775000 | 809444 |
| Duke Energy Corp 3.5% 6/15/2051  |  | 97000 | 63845 |
| Duke Energy Corp 3.75% 4/1/2031  | EUR | 300000 | 345946 |
| Duke Energy Corp 3.85% 6/15/2034  | EUR | 800000 | 906191 |
| Duke Energy Corp 3.95% 8/15/2047  |  | 445000 | 323719 |
| Duke Energy Corp 5% 8/15/2052  |  | 138000 | 116535 |
| Duke Energy Corp 5.8% 6/15/2054  |  | 1866000 | 1766111 |
| Duke Energy Florida LLC 1.75% 6/15/2030  |  | 29000 | 25311 |
| Duke Energy Florida LLC 2.4% 12/15/2031  |  | 1010000 | 878423 |
| Duke Energy Florida LLC 3% 12/15/2051  |  | 304000 | 186772 |
| Duke Energy Florida LLC 4.2% 7/15/2048  |  | 91000 | 71005 |
| Duke Energy Florida LLC 5.875% 11/15/2033  |  | 1465000 | 1537689 |
| Duke Energy Florida LLC 5.9% 3/1/2033  |  | 12000 | 12582 |
| Duke Energy Florida LLC 6.2% 11/15/2053  |  | 120000 | 123718 |
| Duke Energy Florida LLC 6.35% 9/15/2037  |  | 2263000 | 2437926 |
| Duke Energy Indiana LLC 2.75% 4/1/2050  |  | 298000 | 176597 |
| Duke Energy Indiana LLC 3.25% 10/1/2049  |  | 125000 | 81763 |
| Duke Energy Indiana LLC 3.75% 5/15/2046  |  | 450000 | 331726 |
| Duke Energy Indiana LLC 5.4% 4/1/2053  |  | 436000 | 402286 |
| Duke Energy Ohio Inc 2.125% 6/1/2030  |  | 434000 | 387270 |
| Duke Energy Ohio Inc 3.7% 6/15/2046  |  | 93000 | 67448 |
| Duke Energy Ohio Inc 4.3% 2/1/2049  |  | 43000 | 33441 |
| Duke Energy Ohio Inc 5.25% 4/1/2033  |  | 1596000 | 1615569 |
| Duke Energy Ohio Inc 5.55% 3/15/2054  |  | 311000 | 291419 |
| Duke Energy Progress LLC 2.5% 8/15/2050  |  | 1062000 | 597932 |
| Duke Energy Progress LLC 3.6% 9/15/2047  |  | 141000 | 100474 |
| Duke Energy Progress LLC 3.7% 10/15/2046  |  | 5000 | 3666 |
| Duke Energy Progress LLC 4% 4/1/2052  |  | 83000 | 61682 |
| Duke Energy Progress LLC 4.1% 5/15/2042  |  | 8000 | 6493 |
| Duke Energy Progress LLC 5.05% 3/15/2035  |  | 1032000 | 1018400 |
| Duke Energy Progress LLC 5.35% 3/15/2053  |  | 1035000 | 952032 |
| Duke Energy Progress LLC 5.55% 3/15/2055  |  | 1826000 | 1739591 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (c) |  | 470000 | 410612 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (c) |  | 4273000 | 3643805 |
| Edison International 4.125% 3/15/2028  |  | 4200000 | 4039352 |
| Edison International 5.25% 11/15/2028  |  | 94000 | 92606 |
| Edison International 5.25% 3/15/2032  |  | 7400000 | 7003569 |
| Edison International 5.45% 6/15/2029  |  | 1500000 | 1480753 |
| Edison International 5.75% 6/15/2027  |  | 469000 | 471141 |
| Edison International 6.25% 3/15/2030  |  | 10102000 | 10231904 |
| Edison International 6.95% 11/15/2029  |  | 252000 | 261450 |
| Edison International 7.875% 6/15/2054 (d) |  | 166000 | 159712 |
| Edison International 8.125% 6/15/2053 (d) |  | 1049000 | 1036334 |
| Entergy Arkansas LLC 2.65% 6/15/2051  |  | 130000 | 73796 |
| Entergy Arkansas LLC 5.75% 6/1/2054  |  | 70000 | 67509 |
| Entergy Corp 7.125% 12/1/2054 (d) |  | 1080000 | 1104173 |
| Entergy Louisiana LLC 1.6% 12/15/2030  |  | 218000 | 185739 |
| Entergy Louisiana LLC 2.4% 10/1/2026  |  | 1070000 | 1043476 |
| Entergy Louisiana LLC 2.9% 3/15/2051  |  | 118000 | 71147 |
| Entergy Louisiana LLC 3.12% 9/1/2027  |  | 21000 | 20407 |
| Entergy Louisiana LLC 4.2% 4/1/2050  |  | 40000 | 30785 |
| Entergy Louisiana LLC 5.15% 9/15/2034  |  | 180000 | 178081 |
| Entergy Louisiana LLC 5.7% 3/15/2054  |  | 250000 | 238515 |
| Entergy Mississippi LLC 3.5% 6/1/2051  |  | 96000 | 64173 |
| Entergy Mississippi LLC 3.85% 6/1/2049  |  | 14000 | 10119 |
| Entergy Mississippi LLC 5% 9/1/2033  |  | 323000 | 318811 |
| Entergy Mississippi LLC 5.8% 4/15/2055  |  | 222000 | 214651 |
| Entergy Tex Inc 1.75% 3/15/2031  |  | 3109000 | 2647074 |
| Entergy Tex Inc 3.55% 9/30/2049  |  | 22000 | 15038 |
| Entergy Tex Inc 5.55% 9/15/2054  |  | 293000 | 271276 |
| Entergy Texas Restoration Funding II LLC 3.697% 12/15/2036  |  | 85000 | 77445 |
| Evergy Kansas Central Inc 4.125% 3/1/2042  |  | 655000 | 532929 |
| Evergy Metro Inc 4.2% 6/15/2047  |  | 21000 | 16552 |
| Evergy Missouri West Storm Funding I LLC 5.104% 12/1/2040  |  | 202693 | 199510 |
| Eversource Energy 3.375% 3/1/2032  |  | 170000 | 152227 |
| Eversource Energy 4.6% 7/1/2027  |  | 15000 | 15016 |
| Eversource Energy 5.45% 3/1/2028  |  | 45000 | 45989 |
| Eversource Energy 5.95% 2/1/2029  |  | 2000000 | 2078059 |
| Exelon Corp 4.95% 6/15/2035  |  | 3000 | 2866 |
| Exelon Corp 6.5% 3/15/2055 (d) |  | 170000 | 169799 |
| Fells Point Funding Trust 3.046% 1/31/2027 (c) |  | 500000 | 486241 |
| FirstEnergy Corp 2.25% 9/1/2030  |  | 285000 | 249731 |
| FirstEnergy Corp 2.65% 3/1/2030  |  | 1202000 | 1091383 |
| FirstEnergy Corp 3.4% 3/1/2050  |  | 2549000 | 1663386 |
| FirstEnergy Corp 3.9% 7/15/2027 (f) |  | 7404000 | 7298015 |
| FirstEnergy Corp 4.85% 7/15/2047 (f) |  | 3381000 | 2787395 |
| FirstEnergy Pennsylvania Electric Co 4.3% 1/15/2029 (c) |  | 2755000 | 2711345 |
| FirstEnergy Transmission LLC 4.55% 4/1/2049 (c) |  | 2132000 | 1789520 |
| FirstEnergy Transmission LLC 5% 1/15/2035  |  | 1824000 | 1778496 |
| FirstEnergy Transmission LLC 5.45% 7/15/2044 (c) |  | 538000 | 506559 |
| Florida Power & Light Co 2.875% 12/4/2051  |  | 866000 | 530664 |
| Florida Power & Light Co 3.15% 10/1/2049  |  | 124000 | 81184 |
| Florida Power & Light Co 3.7% 12/1/2047  |  | 164000 | 121251 |
| Florida Power & Light Co 3.8% 12/15/2042  |  | 1280000 | 1020578 |
| Florida Power & Light Co 3.95% 3/1/2048  |  | 19000 | 14697 |
| Florida Power & Light Co 3.99% 3/1/2049  |  | 465000 | 356637 |
| Florida Power & Light Co 5.15% 6/15/2029  |  | 925000 | 953608 |
| Florida Power & Light Co 5.25% 2/1/2041  |  | 500000 | 483235 |
| Florida Power & Light Co 5.3% 4/1/2053  |  | 35000 | 32558 |
| Florida Power & Light Co 5.4% 9/1/2035  |  | 17000 | 17344 |
| Florida Power & Light Co 5.7% 3/15/2055  |  | 4486000 | 4415184 |
| Florida Power & Light Co 5.8% 3/15/2065  |  | 666000 | 654830 |
| Georgia Power Co 3.7% 1/30/2050  |  | 356000 | 256532 |
| Georgia Power Co 4.3% 3/15/2042  |  | 525000 | 440294 |
| Georgia Power Co 4.7% 5/15/2032  |  | 574000 | 567529 |
| Georgia Power Co 4.85% 3/15/2031  |  | 718000 | 727057 |
| Georgia Power Co 4.95% 5/17/2033  |  | 189000 | 187547 |
| Georgia Power Co 5.125% 5/15/2052  |  | 354000 | 321261 |
| Interstate Power and Light Co 4.1% 9/26/2028  |  | 23000 | 22680 |
| Interstate Power and Light Co 4.95% 9/30/2034  |  | 40000 | 38640 |
| Interstate Power and Light Co 5.45% 9/30/2054  |  | 2165000 | 2004919 |
| Interstate Power and Light Co 5.7% 10/15/2033  |  | 500000 | 510812 |
| ITC Holdings Corp 2.95% 5/14/2030 (c) |  | 262000 | 240786 |
| ITC Holdings Corp 4.95% 9/22/2027 (c) |  | 456000 | 458911 |
| ITC Holdings Corp 5.4% 6/1/2033 (c) |  | 637000 | 632909 |
| ITC Holdings Corp 5.65% 5/9/2034 (c) |  | 1235000 | 1243047 |
| Jersey Central Power & Light Co 2.75% 3/1/2032 (c) |  | 3750000 | 3244079 |
| Jersey Central Power & Light Co 6.15% 6/1/2037  |  | 23000 | 24045 |
| Kentucky Utilities Co 5.125% 11/1/2040  |  | 35000 | 32672 |
| Louisville Gas and Electric Co 5.125% 11/15/2040  |  | 345000 | 326807 |
| Massachusetts Electric Co 5.9% 11/15/2039 (c) |  | 28000 | 28064 |
| Mid-Atlantic Interstate Transmission LLC 4.1% 5/15/2028 (c) |  | 95000 | 93755 |
| MidAmerican Energy Co 3.65% 4/15/2029  |  | 20000 | 19504 |
| MidAmerican Energy Co 3.65% 8/1/2048  |  | 58000 | 42166 |
| MidAmerican Energy Co 5.85% 9/15/2054  |  | 366000 | 364668 |
| Mississippi Power Co 3.95% 3/30/2028  |  | 16000 | 15836 |
| Monongahela Power Co 5.85% 2/15/2034 (c) |  | 50000 | 51184 |
| Nevada Power Co 5.375% 9/15/2040  |  | 18000 | 17646 |
| Nevada Power Co 6% 3/15/2054  |  | 110000 | 108784 |
| Nevada Power Co 6.65% 4/1/2036  |  | 1550000 | 1683217 |
| NextEra Energy Capital Holdings Inc 2.25% 6/1/2030  |  | 970000 | 862628 |
| NextEra Energy Capital Holdings Inc 2.75% 11/1/2029  |  | 1660000 | 1536149 |
| NextEra Energy Capital Holdings Inc 3.55% 5/1/2027  |  | 15000 | 14730 |
| NextEra Energy Capital Holdings Inc 5% 7/15/2032  |  | 30000 | 29937 |
| NextEra Energy Capital Holdings Inc 5.25% 2/28/2053  |  | 81000 | 72412 |
| NextEra Energy Capital Holdings Inc 6.375% 8/15/2055 (d) |  | 350000 | 350435 |
| NextEra Energy Capital Holdings Inc 6.5% 8/15/2055 (d) |  | 265000 | 266888 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (d) |  | 260000 | 265839 |
| Niagara Mohawk Power Corp 4.278% 12/15/2028 (c) |  | 19000 | 18693 |
| Northern States Power Co/MN 2.6% 6/1/2051  |  | 43000 | 25085 |
| Northern States Power Co/MN 3.6% 9/15/2047  |  | 1700000 | 1236772 |
| Northern States Power Co/MN 4.5% 6/1/2052  |  | 78000 | 64135 |
| Northern States Power Co/MN 6.2% 7/1/2037  |  | 5000 | 5381 |
| NRG Energy Inc 2% 12/2/2025 (c) |  | 3120000 | 3069278 |
| NRG Energy Inc 2.45% 12/2/2027 (c) |  | 106000 | 99721 |
| NRG Energy Inc 3.375% 2/15/2029 (c) |  | 173000 | 161618 |
| NRG Energy Inc 3.625% 2/15/2031 (c) |  | 913000 | 827917 |
| NRG Energy Inc 3.875% 2/15/2032 (c) |  | 939000 | 848730 |
| NRG Energy Inc 4.45% 6/15/2029 (c) |  | 835000 | 812626 |
| NRG Energy Inc 5.25% 6/15/2029 (c) |  | 447000 | 441737 |
| NRG Energy Inc 5.75% 1/15/2028  |  | 630000 | 632253 |
| NRG Energy Inc 6.25% 11/1/2034 (c) |  | 400000 | 400136 |
| NRG Energy Inc 7% 3/15/2033 (c) |  | 2637000 | 2844242 |
| Ohio Edison Co 4.95% 12/15/2029 (c) |  | 453000 | 456624 |
| Ohio Power Co 1.625% 1/15/2031  |  | 974000 | 815740 |
| Ohio Power Co 2.9% 10/1/2051  |  | 345000 | 202797 |
| Ohio Power Co 4% 6/1/2049  |  | 17000 | 12382 |
| Ohio Power Co 4.15% 4/1/2048  |  | 100000 | 75287 |
| Oklahoma Gas and Electric Co 5.4% 1/15/2033  |  | 45000 | 45893 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  |  | 54000 | 34384 |
| Oncor Electric Delivery Co LLC 4.65% 11/1/2029  |  | 2305000 | 2315700 |
| Oncor Electric Delivery Co LLC 4.95% 9/15/2052  |  | 190000 | 164034 |
| Oncor Electric Delivery Co LLC 5.35% 10/1/2052  |  | 16000 | 14599 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (c) |  | 1745000 | 1748029 |
| Pacific Gas and Electric Co 2.95% 3/1/2026  |  | 80000 | 78715 |
| Pacific Gas and Electric Co 3.25% 6/1/2031  |  | 550000 | 487844 |
| Pacific Gas and Electric Co 3.45% 7/1/2025  |  | 97686 | 97513 |
| Pacific Gas and Electric Co 3.5% 8/1/2050  |  | 750000 | 474885 |
| Pacific Gas and Electric Co 3.75% 8/15/2042  |  | 1862000 | 1312764 |
| Pacific Gas and Electric Co 3.95% 12/1/2047  |  | 1190000 | 822989 |
| Pacific Gas and Electric Co 4% 12/1/2046  |  | 1045000 | 730669 |
| Pacific Gas and Electric Co 4.2% 6/1/2041  |  | 263000 | 199285 |
| Pacific Gas and Electric Co 4.45% 4/15/2042  |  | 87000 | 67693 |
| Pacific Gas and Electric Co 4.5% 7/1/2040  |  | 5420000 | 4440275 |
| Pacific Gas and Electric Co 4.55% 7/1/2030  |  | 3952000 | 3826879 |
| Pacific Gas and Electric Co 4.6% 6/15/2043  |  | 57000 | 44714 |
| Pacific Gas and Electric Co 4.65% 8/1/2028  |  | 2319000 | 2292106 |
| Pacific Gas and Electric Co 4.75% 2/15/2044  |  | 80000 | 63788 |
| Pacific Gas and Electric Co 4.95% 7/1/2050  |  | 3518000 | 2791159 |
| Pacific Gas and Electric Co 5.25% 3/1/2052  |  | 398000 | 324033 |
| Pacific Gas and Electric Co 5.7% 3/1/2035  |  | 520000 | 511277 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  |  | 459000 | 411085 |
| Pacific Gas and Electric Co 6.1% 1/15/2029  |  | 483000 | 499006 |
| Pacific Gas and Electric Co 6.15% 1/15/2033  |  | 396000 | 402695 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  |  | 189000 | 175064 |
| Pacific Gas and Electric Co 6.4% 6/15/2033  |  | 812000 | 835476 |
| Pacific Gas and Electric Co 6.75% 1/15/2053  |  | 2212000 | 2202681 |
| Pacific Gas and Electric Co U.S. SOFR Averages Index + 0.95%, 5.2983% 9/4/2025 (b)(d) |  | 11900000 | 11898884 |
| PacifiCorp 2.9% 6/15/2052  |  | 1000000 | 573087 |
| PacifiCorp 4.125% 1/15/2049  |  | 836000 | 616491 |
| PacifiCorp 5.25% 6/15/2035  |  | 1320000 | 1297467 |
| PacifiCorp 5.75% 4/1/2037  |  | 900000 | 897861 |
| Palomino Funding Trust I 7.233% 5/17/2028 (c) |  | 300000 | 315586 |
| Pattern Energy Operations LP / Pattern Energy Operations Inc 4.5% 8/15/2028 (c) |  | 90000 | 86360 |
| PECO Energy Co 2.8% 6/15/2050  |  | 21000 | 12721 |
| PECO Energy Co 3.05% 3/15/2051  |  | 334000 | 208773 |
| PECO Energy Co 3.7% 9/15/2047  |  | 315000 | 230102 |
| PECO Energy Co 4.6% 5/15/2052  |  | 110000 | 91126 |
| PECO Energy Co 5.25% 9/15/2054  |  | 71000 | 65362 |
| Pepco Holdings LLC 7.45% 8/15/2032  |  | 29000 | 32459 |
| PG&E Corp 5% 7/1/2028  |  | 597000 | 582497 |
| PG&E Corp 5.25% 7/1/2030  |  | 2361000 | 2290787 |
| PG&E Corp 7.375% 3/15/2055 (d) |  | 3052000 | 2988565 |
| PG&E Recovery Funding LLC 4.838% 6/1/2035  |  | 3400000 | 3404924 |
| PG&E Recovery Funding LLC 5.231% 6/1/2042  |  | 345000 | 340043 |
| PG&E Recovery Funding LLC 5.529% 6/1/2051  |  | 415000 | 401077 |
| PG&E Recovery Funding LLC 5.536% 7/15/2049  |  | 119000 | 113638 |
| PG&E Wildfire Recovery Funding LLC 4.263% 6/1/2038  |  | 31000 | 29069 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  |  | 85000 | 77054 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  |  | 23000 | 21244 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  |  | 1037000 | 1048845 |
| Pinnacle West Capital Corp U.S. SOFR Index + 0.82%, 5.1641% 6/10/2026 (b)(d) |  | 4100000 | 4104100 |
| Potomac Electric Power Co 6.5% 11/15/2037  |  | 10000 | 10991 |
| PPL Capital Funding Inc 5.25% 9/1/2034  |  | 150000 | 148496 |
| PPL Electric Utilities Corp 4.125% 6/15/2044  |  | 1890000 | 1538075 |
| PPL Electric Utilities Corp 4.15% 10/1/2045  |  | 790000 | 641692 |
| PPL Electric Utilities Corp 4.85% 2/15/2034  |  | 460000 | 453712 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  |  | 76000 | 70671 |
| PPL Electric Utilities Corp 6.25% 5/15/2039  |  | 350000 | 378427 |
| Public Service Co of Colorado 2.7% 1/15/2051  |  | 198000 | 114145 |
| Public Service Co of Colorado 4.05% 9/15/2049  |  | 77000 | 57223 |
| Public Service Co of Colorado 5.25% 4/1/2053  |  | 750000 | 665658 |
| Public Service Co of New Hampshire 5.35% 10/1/2033  |  | 2875000 | 2923705 |
| Public Service Co of Oklahoma 3.15% 8/15/2051  |  | 70000 | 42966 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  |  | 1155000 | 1128769 |
| Public Service Co of Oklahoma 5.25% 1/15/2033  |  | 113000 | 112592 |
| Public Service Co of Oklahoma 6.625% 11/15/2037  |  | 32000 | 34029 |
| Public Service Electric and Gas Co 2.05% 8/1/2050  |  | 88000 | 45187 |
| Public Service Electric and Gas Co 3.6% 12/1/2047  |  | 410000 | 296598 |
| Public Service Electric and Gas Co 3.65% 9/1/2028  |  | 960000 | 939854 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  |  | 625000 | 481081 |
| Public Service Electric and Gas Co 3.95% 5/1/2042  |  | 505000 | 405336 |
| Public Service Electric and Gas Co 4.65% 3/15/2033  |  | 2890000 | 2838843 |
| Public Service Electric and Gas Co 5.375% 11/1/2039  |  | 12000 | 11895 |
| Public Service Electric and Gas Co 5.8% 5/1/2037  |  | 24000 | 25014 |
| Puget Sound Energy Inc 2.893% 9/15/2051  |  | 38000 | 22763 |
| Puget Sound Energy Inc 5.448% 6/1/2053  |  | 15000 | 13871 |
| Puget Sound Energy Inc 5.685% 6/15/2054  |  | 931000 | 889001 |
| Puget Sound Energy Inc 5.764% 7/15/2040  |  | 26000 | 25512 |
| SCE Recovery Funding LLC 4.697% 6/15/2042  |  | 28599 | 27278 |
| SCE Recovery Funding LLC 5.112% 12/14/2049  |  | 9000 | 7945 |
| Sigeco Securitization I LLC 5.026% 11/15/2038  |  | 19615 | 19585 |
| Sigeco Securitization I LLC 5.172% 5/15/2043  |  | 8000 | 7755 |
| Southern California Edison Co 1.2% 2/1/2026  |  | 1800000 | 1758666 |
| Southern California Edison Co 2.25% 6/1/2030  |  | 351000 | 305738 |
| Southern California Edison Co 2.5% 6/1/2031  |  | 190000 | 162747 |
| Southern California Edison Co 2.85% 8/1/2029  |  | 52000 | 47808 |
| Southern California Edison Co 2.95% 2/1/2051  |  | 257000 | 145210 |
| Southern California Edison Co 3.6% 2/1/2045  |  | 2937000 | 1967337 |
| Southern California Edison Co 3.65% 3/1/2028  |  | 1929000 | 1869578 |
| Southern California Edison Co 3.9% 12/1/2041  |  | 595000 | 430056 |
| Southern California Edison Co 4.125% 3/1/2048  |  | 139000 | 98281 |
| Southern California Edison Co 4.4% 9/6/2026  |  | 900000 | 896269 |
| Southern California Edison Co 4.65% 10/1/2043  |  | 550000 | 436269 |
| Southern California Edison Co 4.9% 6/1/2026  |  | 2295000 | 2295540 |
| Southern California Edison Co 5.2% 6/1/2034  |  | 180000 | 172386 |
| Southern California Edison Co 5.25% 3/15/2030  |  | 4475000 | 4498208 |
| Southern California Edison Co 5.3% 3/1/2028  |  | 3420000 | 3456319 |
| Southern California Edison Co 5.45% 3/1/2035  |  | 365000 | 353107 |
| Southern California Edison Co 5.45% 6/1/2031  |  | 240000 | 241714 |
| Southern California Edison Co 5.55% 1/15/2037  |  | 443000 | 423038 |
| Southern California Edison Co 5.65% 10/1/2028  |  | 500000 | 509943 |
| Southern California Edison Co 5.85% 11/1/2027  |  | 2200000 | 2250185 |
| Southern California Edison Co 5.875% 12/1/2053  |  | 1079000 | 964797 |
| Southern California Edison Co 5.9% 3/1/2055  |  | 108000 | 96977 |
| Southern California Edison Co 5.95% 2/1/2038  |  | 8000 | 7811 |
| Southern Co/The 1.875% 9/15/2081 (d) | EUR | 1300000 | 1408204 |
| Southern Co/The 4.25% 7/1/2036  |  | 171000 | 154032 |
| Southern Co/The 4.85% 3/15/2035  |  | 334000 | 321434 |
| Southern Co/The 5.2% 6/15/2033  |  | 401000 | 400478 |
| Southern Co/The 5.5% 3/15/2029  |  | 320000 | 331430 |
| Southern Co/The 5.7% 10/15/2032  |  | 616000 | 638012 |
| Southwestern Electric Power Co 3.25% 11/1/2051  |  | 100000 | 61798 |
| Southwestern Electric Power Co 3.9% 4/1/2045  |  | 36000 | 26404 |
| Southwestern Electric Power Co 5.3% 4/1/2033  |  | 1926000 | 1904513 |
| Southwestern Public Service Co 4.5% 8/15/2041  |  | 35000 | 29524 |
| Southwestern Public Service Co 5.15% 6/1/2052  |  | 3000000 | 2509720 |
| Swepco Storm Recovery Funding LLC 4.88% 9/1/2041  |  | 8600000 | 8436479 |
| Tucson Electric Power Co 3.25% 5/15/2032  |  | 1200000 | 1071468 |
| Tucson Electric Power Co 4.85% 12/1/2048  |  | 127000 | 107769 |
| Tucson Electric Power Co 5.5% 4/15/2053  |  | 133000 | 122944 |
| Union Electric Co 3.9% 4/1/2052  |  | 38000 | 28042 |
| Union Electric Co 4% 4/1/2048  |  | 59000 | 44745 |
| Union Electric Co 5.25% 1/15/2054  |  | 275000 | 248249 |
| Union Electric Co 5.45% 3/15/2053  |  | 240000 | 224612 |
| Virginia Electric and Power Co 5.05% 8/15/2034  |  | 672000 | 660320 |
| Virginia Electric and Power Co 5.7% 8/15/2053  |  | 250000 | 238181 |
| Virginia Electric and Power Co 6% 1/15/2036  |  | 470000 | 488263 |
| Virginia Electric and Power Co 6% 5/15/2037  |  | 930000 | 958871 |
| Virginia Electric and Power Co 6.35% 11/30/2037  |  | 6000 | 6352 |
| Virginia Electric and Power Co 8.875% 11/15/2038  |  | 19000 | 24591 |
| Vistra Operations Co LLC 3.7% 1/30/2027 (c) |  | 2900000 | 2845739 |
| Vistra Operations Co LLC 4.3% 7/15/2029 (c) |  | 146000 | 142279 |
| Vistra Operations Co LLC 4.375% 5/1/2029 (c) |  | 1091000 | 1054695 |
| Vistra Operations Co LLC 5% 7/31/2027 (c) |  | 383000 | 381884 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (c) |  | 1530000 | 1533990 |
| Vistra Operations Co LLC 5.5% 9/1/2026 (c) |  | 770000 | 770702 |
| Vistra Operations Co LLC 5.625% 2/15/2027 (c) |  | 5829000 | 5825138 |
| Vistra Operations Co LLC 5.7% 12/30/2034 (c) |  | 1735000 | 1728384 |
| Vistra Operations Co LLC 6% 4/15/2034 (c) |  | 3939000 | 3994800 |
| Vistra Operations Co LLC 6.95% 10/15/2033 (c) |  | 2077000 | 2238643 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (c) |  | 640000 | 678616 |
| Wisconsin Power and Light Co 4.1% 10/15/2044  |  | 240000 | 183671 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  |  | 2450000 | 2468798 |
| Wisconsin Public Service Corp 4.752% 11/1/2044  |  | 30000 | 26091 |
| Xcel Energy Inc 1.75% 3/15/2027  |  | 2540000 | 2415484 |
| Xcel Energy Inc 3.4% 6/1/2030  |  | 65000 | 61044 |
| Xcel Energy Inc 4% 6/15/2028  |  | 1700000 | 1674190 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (c) |  | 340000 | 341668 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (c) |  | 180000 | 187973 |
|  |  |  | 312126177 |
| Gas Utilities - 0.1% |  |  |  |
| AmeriGas Partners LP / AmeriGas Finance Corp 5.75% 5/20/2027  |  | 478000 | 467781 |
| AmeriGas Partners LP / AmeriGas Finance Corp 9.375% 6/1/2028 (c) |  | 508000 | 513020 |
| AmeriGas Partners LP / AmeriGas Finance Corp 9.5% 6/1/2030 (c) |  | 463000 | 467652 |
| Atmos Energy Corp 2.85% 2/15/2052  |  | 27000 | 16175 |
| Atmos Energy Corp 4.15% 1/15/2043  |  | 17000 | 13941 |
| Atmos Energy Corp 5.5% 6/15/2041  |  | 57000 | 56054 |
| Atmos Energy Corp 5.75% 10/15/2052  |  | 77000 | 75588 |
| Boston Gas Co 3.001% 8/1/2029 (c) |  | 15000 | 13882 |
| Boston Gas Co 3.757% 3/16/2032 (c) |  | 320000 | 289577 |
| Brooklyn Union Gas Co/The 3.865% 3/4/2029 (c) |  | 30000 | 28923 |
| Brooklyn Union Gas Co/The 4.273% 3/15/2048 (c) |  | 29000 | 21764 |
| Cameron LNG LLC 3.302% 1/15/2035 (c) |  | 1404000 | 1177550 |
| Cameron LNG LLC 3.402% 1/15/2038 (c) |  | 554000 | 464144 |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  |  | 3110000 | 3173849 |
| East Ohio Gas Co/The 2% 6/15/2030 (c) |  | 1960000 | 1718621 |
| Eastern Energy Gas Holdings LLC 5.65% 10/15/2054  |  | 1580000 | 1456481 |
| Ferrellgas LP / Ferrellgas Finance Corp 5.375% 4/1/2026 (c) |  | 1455000 | 1433228 |
| Ferrellgas LP / Ferrellgas Finance Corp 5.875% 4/1/2029 (c) |  | 1512000 | 1368961 |
| KeySpan Gas East Corp 5.994% 3/6/2033 (c) |  | 2860000 | 2925544 |
| National Fuel Gas Co 5.5% 3/15/2030  |  | 3800000 | 3873943 |
| Piedmont Natural Gas Co Inc 2.5% 3/15/2031  |  | 342000 | 300171 |
| Piedmont Natural Gas Co Inc 3.35% 6/1/2050  |  | 83000 | 53491 |
| Piedmont Natural Gas Co Inc 3.5% 6/1/2029  |  | 23000 | 22050 |
| Piedmont Natural Gas Co Inc 5.05% 5/15/2052  |  | 45000 | 38370 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  |  | 2190000 | 2162246 |
| Southern California Gas Co 2.55% 2/1/2030  |  | 35000 | 31862 |
| Southern California Gas Co 5.05% 9/1/2034  |  | 1360000 | 1340958 |
| Southern Co Gas Capital Corp 3.15% 9/30/2051  |  | 827000 | 509997 |
|  |  |  | 24015823 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| AES Corp/The 2.45% 1/15/2031  |  | 3600000 | 3078317 |
| AES Corp/The 3.95% 7/15/2030 (c) |  | 9327000 | 8704447 |
| AES Corp/The 5.45% 6/1/2028  |  | 2600000 | 2633988 |
| AES Corp/The 5.8% 3/15/2032  |  | 2500000 | 2478077 |
| Alpha Generation LLC 6.75% 10/15/2032 (c) |  | 750000 | 764678 |
| Calpine Corp 3.75% 3/1/2031 (c) |  | 350000 | 324741 |
| Calpine Corp 4.625% 2/1/2029 (c) |  | 1200000 | 1169516 |
| Calpine Corp 5% 2/1/2031 (c) |  | 3365000 | 3263538 |
| Calpine Corp 5.125% 3/15/2028 (c) |  | 2700000 | 2676531 |
| Constellation Energy Generation LLC 3.25% 6/1/2025  |  | 32000 | 31994 |
| Constellation Energy Generation LLC 5.6% 6/15/2042  |  | 184000 | 176435 |
| Constellation Energy Generation LLC 5.75% 10/1/2041  |  | 830000 | 807158 |
| Constellation Energy Generation LLC 6.25% 10/1/2039  |  | 245000 | 254597 |
| Southern Power Co 5.15% 9/15/2041  |  | 150000 | 137004 |
| Sunnova Energy Corp 5.875% 9/1/2026 (c) |  | 255000 | 75863 |
| TerraForm Power Operating LLC 5% 1/31/2028 (c) |  | 645000 | 627108 |
|  |  |  | 27203992 |
| Multi-Utilities - 0.1% |  |  |  |
| Ameren Corp 1.95% 3/15/2027  |  | 10000 | 9580 |
| Ameren Corp 3.5% 1/15/2031  |  | 119000 | 110924 |
| Ameren Illinois Co 3.25% 3/15/2050  |  | 115000 | 75291 |
| Ameren Illinois Co 4.15% 3/15/2046  |  | 1135000 | 911684 |
| Ameren Illinois Co 4.95% 6/1/2033  |  | 744000 | 741890 |
| Berkshire Hathaway Energy Co 2.85% 5/15/2051  |  | 80000 | 47127 |
| Berkshire Hathaway Energy Co 5.15% 11/15/2043  |  | 90000 | 82743 |
| Berkshire Hathaway Energy Co 6.125% 4/1/2036  |  | 39000 | 40981 |
| Consumers Energy Co 3.95% 5/15/2043  |  | 225000 | 179910 |
| Consumers Energy Co 4.35% 4/15/2049  |  | 14000 | 11550 |
| Consumers Energy Co 4.35% 8/31/2064  |  | 14000 | 10558 |
| Consumers Energy Co 4.625% 5/15/2033  |  | 279000 | 271601 |
| Consumers Energy Co 5.05% 5/15/2035  |  | 390000 | 387677 |
| Dominion Energy Inc 4.9% 8/1/2041  |  | 1000 | 873 |
| Dominion Energy Inc 5% 6/15/2030  |  | 3800000 | 3836473 |
| Dominion Energy Inc 5.25% 8/1/2033  |  | 22000 | 21757 |
| Dominion Energy Inc 6.625% 5/15/2055 (d) |  | 995000 | 996163 |
| Dominion Energy Inc 6.875% 2/1/2055 (d) |  | 280000 | 290058 |
| Dominion Energy Inc 7% 6/1/2054 (d) |  | 736000 | 773407 |
| Dominion Energy Inc 7% 6/15/2038  |  | 161000 | 178394 |
| DTE Energy Co 4.875% 6/1/2028  |  | 280000 | 282516 |
| DTE Energy Co 4.95% 7/1/2027  |  | 5105000 | 5146157 |
| DTE Energy Co 5.1% 3/1/2029  |  | 300000 | 304147 |
| DTE Energy Co 5.2% 4/1/2030  |  | 3900000 | 3966863 |
| DTE Energy Co 5.85% 6/1/2034  |  | 800000 | 824543 |
| NiSource Inc 2.95% 9/1/2029  |  | 11346000 | 10622665 |
| NiSource Inc 5.2% 7/1/2029  |  | 3060000 | 3117652 |
| NiSource Inc 5.25% 3/30/2028  |  | 130000 | 132504 |
| NiSource Inc 5.95% 6/15/2041  |  | 640000 | 632668 |
| Public Service Enterprise Group Inc 5.2% 4/1/2029  |  | 300000 | 306428 |
| Puget Energy Inc 2.379% 6/15/2028  |  | 815000 | 764562 |
| Puget Energy Inc 4.1% 6/15/2030  |  | 5379000 | 5122296 |
| Puget Energy Inc 4.224% 3/15/2032  |  | 5488000 | 5056928 |
| San Diego Gas & Electric Co 1.7% 10/1/2030  |  | 3975000 | 3413548 |
| San Diego Gas & Electric Co 2.95% 8/15/2051  |  | 80000 | 48730 |
| San Diego Gas & Electric Co 3% 3/15/2032  |  | 311000 | 273689 |
| San Diego Gas & Electric Co 3.32% 4/15/2050  |  | 139000 | 90360 |
| San Diego Gas & Electric Co 3.75% 6/1/2047  |  | 1210000 | 869854 |
| San Diego Gas & Electric Co 4.5% 8/15/2040  |  | 7000 | 6112 |
| San Diego Gas & Electric Co 4.95% 8/15/2028  |  | 731000 | 743598 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  |  | 336000 | 303908 |
| San Diego Gas & Electric Co 6% 6/1/2039  |  | 14000 | 14436 |
| Sempra 4% 2/1/2048  |  | 965000 | 696008 |
| Sempra 4.125% 4/1/2052 (d) |  | 3845000 | 3629633 |
| Sempra 6.875% 10/1/2054 (d) |  | 830000 | 809218 |
| WEC Energy Group Inc 1.8% 10/15/2030  |  | 291000 | 252126 |
| WEC Energy Group Inc 5.6% 9/12/2026  |  | 97000 | 97998 |
|  |  |  | 56507788 |
| Water Utilities - 0.0% |  |  |  |
| American Water Capital Corp 3.45% 6/1/2029  |  | 18000 | 17284 |
| Aris Water Holdings LLC 7.25% 4/1/2030 (c) |  | 185000 | 186000 |
|  |  |  | 203284 |
| TOTAL UTILITIES |  |  | 420057064 |
| TOTAL UNITED STATES |  |  | 4579121104 |
| ZAMBIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| First Quantum Minerals Ltd 6.875% 10/15/2027 (c) |  | 589000 | 581755 |
| First Quantum Minerals Ltd 8% 3/1/2033 (c) |  | 1300000 | 1290048 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (c) |  | 1235000 | 1296750 |
| TOTAL ZAMBIA |  |  | 3168553 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $6,127,009,808) |  |  | <br> **5977328292** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| JAMAICA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Digicel Ltd (i)(o)<br>(Cost $111,017)<br>| 6735 | **75163** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bank of Nova Scotia/The CME Term SOFR 3 month Index + 2.9096%, 7.1513% (b)(d)(s) |  | 12927000 | 12745864 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 3.75% (d)(e)(s) | EUR | 1325000 | 1343997 |
| FINLAND - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Oyj 7.875% (d)(e)(s) | EUR | 450000 | 532821 |
| FRANCE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| BNP Paribas SA 7.375% (c)(d)(s) |  | 250000 | 255728 |
| GERMANY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Volkswagen International Finance NV 3.748% (d)(e)(s) | EUR | 300000 | 339420 |
| Volkswagen International Finance NV 3.875% (d)(e)(s) | EUR | 1300000 | 1459618 |
| Volkswagen International Finance NV 7.875% (d)(e)(s) | EUR | 700000 | 941116 |
|  |  |  | 2740154 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Aroundtown Finance Sarl 7.875% (d)(s) |  | 2750000 | 2719116 |
| Aroundtown SA 5 year ISDA Fixed EURIBOR + 3.98%, 6.193% (b)(d)(e)(s) | EUR | 2200000 | 2348293 |
| Grand City Properties SA 1.5% (d)(e)(s) | EUR | 2400000 | 2649383 |
|  |  |  | 7716792 |
| TOTAL GERMANY |  |  | 10456946 |
| IRELAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| AIB Group PLC 6.25% (d)(e)(s) | EUR | 690000 | 806292 |
| SWEDEN - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden Bostad AB 3.625% (d)(e)(s) | EUR | 185000 | 205972 |
| Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(d)(e)(s)(t) | EUR | 770000 | 602084 |
| TOTAL SWEDEN |  |  | 808056 |
| SWITZERLAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(d)(e)(i)(s)(t) |  | 2750000 | 165000 |
| UBS Group AG 7% (c)(d)(s) |  | 200000 | 202299 |
| UBS Group AG 9.25% (c)(d)(s) |  | 200000 | 229293 |
| UBS Group AG 9.25% (c)(d)(s) |  | 200000 | 218596 |
|  |  |  | 815188 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| ELM BV for Firmenich International SA 3.75% (d)(e)(s) | EUR | 290000 | 337920 |
| TOTAL SWITZERLAND |  |  | 1153108 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Tobacco - 0.0% |  |  |  |
| British American Tobacco PLC 3% (d)(e)(s) | EUR | 1600000 | 1817241 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Barclays PLC 7.625% (d)(s) |  | 200000 | 197873 |
| Barclays PLC 8.875% (d)(e)(s) | GBP | 300000 | 430369 |
| HSBC Holdings PLC 7.05% (d)(s) |  | 1335000 | 1335121 |
| NatWest Group PLC 8.125% (d)(s) |  | 290000 | 311512 |
|  |  |  | 2274875 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.25% (d)(e)(s) | GBP | 320000 | 348134 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| SSE PLC 3.74% (d)(e)(s) | GBP | 635000 | 847436 |
| TOTAL UNITED KINGDOM |  |  | 5287686 |
| UNITED STATES - 0.2%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| BP Capital Markets PLC 4.375% (d)(s) |  | 1454000 | 1460381 |
| Energy Transfer LP 6.5% (d)(s) |  | 3770000 | 3771824 |
| Energy Transfer LP Series G, 7.125% (d)(s) |  | 2890000 | 2911936 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.6979% (b)(d)(s) |  | 315000 | 314151 |
| Venture Global LNG Inc 9% (c)(d)(s) |  | 5840000 | 5598097 |
|  |  |  | 14056389 |
| Financials - 0.2% |  |  |  |
| Banks - 0.1% |  |  |  |
| Bank of America Corp 6.625% (d)(s) |  | 653000 | 667230 |
| BW Real Estate Inc 9.5% (c)(d)(s) |  | 100000 | 101558 |
| Citigroup Inc 3.875% (d)(s) |  | 4320000 | 4238132 |
| Citigroup Inc 6.75% (d)(s) |  | 1425000 | 1414152 |
| Citigroup Inc 6.95% (d)(s) |  | 623000 | 630305 |
| Citigroup Inc 7.125% (d)(s) |  | 1520000 | 1542050 |
| JPMorgan Chase & Co 6.5% (d)(s) |  | 245000 | 250986 |
| US Bancorp 3.7% (d)(s) |  | 4850000 | 4645438 |
| Wells Fargo & Co 6.85% (d)(s) |  | 930000 | 969313 |
| Wells Fargo & Co 7.625% (d)(s) |  | 160000 | 173024 |
|  |  |  | 14632188 |
| Capital Markets - 0.1% |  |  |  |
| Charles Schwab Corp/The 4% (d)(s) |  | 220000 | 200717 |
| Charles Schwab Corp/The 5.375% (d)(s) |  | 110000 | 111445 |
| Goldman Sachs Group Inc/The 3.65% (d)(s) |  | 1750000 | 1712368 |
| Goldman Sachs Group Inc/The 4.125% (d)(s) |  | 2505000 | 2444962 |
| Goldman Sachs Group Inc/The 6.85% (d)(s) |  | 1080000 | 1114961 |
| Goldman Sachs Group Inc/The 7.5% (d)(s) |  | 490000 | 512479 |
| State Street Corp 6.7% (d)(s) |  | 431000 | 446073 |
|  |  |  | 6543005 |
| Consumer Finance - 0.0% |  |  |  |
| Ally Financial Inc 4.7% (d)(s) |  | 45000 | 39404 |
| Ally Financial Inc 4.7% (d)(s) |  | 530000 | 501882 |
| American Express Co 3.55% (d)(s) |  | 770000 | 750402 |
|  |  |  | 1291688 |
| TOTAL FINANCIALS |  |  | 22466881 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Incora Top Holdco LLC 6% 1/31/2033 (i) |  | 71207 | 69879 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (d)(s) |  | 122000 | 110158 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Vistra Corp 7% (c)(d)(s) |  | 2575000 | 2694713 |
| TOTAL UTILITIES |  |  | 2804871 |
| TOTAL UNITED STATES |  |  | 39398020 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $76,879,564) |  |  | <br> **72788518** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Repurchase Agreements - 6.6%** | &nbsp;&nbsp;**Repurchase Agreements - 6.6%** | &nbsp;&nbsp;**Repurchase Agreements - 6.6%** |
|  | Maturity<br> Amount ($)<br>| Value ($)<br>|
| BofA Securities, Inc. 4.4% dated 6/2/2025 due 6/3/2025 (u) | 890208790 | 890100000 |
| Repurchase Agreements\*  | 1885757723 | 1884700000 |
| <br> **TOTAL REPURCHASE AGREEMENTS**<br> (Cost $2,774,800,000) |  | **2774800000** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.3%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.3%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 26.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae 2% 11/1/2051  | 676777 | 530209 |
| Fannie Mae 2% 3/1/2052  | 3767070 | 2946539 |
| Fannie Mae 2.5% 1/1/2052  | 1779499 | 1461123 |
| Fannie Mae 2.5% 3/1/2050  | 183988 | 152508 |
| Fannie Mae 2.5% 4/1/2052  | 1278820 | 1060413 |
| Fannie Mae 2.5% 4/1/2052  | 532312 | 439902 |
| Fannie Mae 2.5% 6/1/2052  | 1665573 | 1381113 |
| Fannie Mae 3% 11/1/2036  | 547729 | 513679 |
| Fannie Mae 3.5% 12/1/2036  | 104313 | 99533 |
| Fannie Mae 3.5% 5/1/2036  | 80166 | 77558 |
| Fannie Mae 3.5% 7/1/2047  | 2859189 | 2595047 |
| Fannie Mae 4% 12/1/2054  | 12651955 | 11694935 |
| Fannie Mae 4.5% 10/1/2054  | 15730377 | 14858221 |
| Fannie Mae 5.5% 2/1/2055  | 2698660 | 2673306 |
| Fannie Mae 6.5% 7/1/2054  | 511343 | 530890 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.553%, 7.428% 6/1/2036 (b)(d) | 998 | 1021 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.595%, 6.944% 5/1/2035 (b)(d) | 1098 | 1128 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.825%, 6.726% 2/1/2035 (b)(d) | 18759 | 19353 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.954%, 7.704% 7/1/2037 (b)(d) | 5722 | 5938 |
| Fannie Mae Mortgage pass-thru certificates 1.334% 10/1/2032 (d) | 3517882 | 2814496 |
| Fannie Mae Mortgage pass-thru certificates 1.456% 11/1/2032 (d) | 5250505 | 4243001 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 2764570 | 2438338 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 3880339 | 3411528 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041  | 901608 | 743858 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051  | 5568512 | 4118768 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 79456 | 69782 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2050  | 2416618 | 1792746 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2051  | 1450374 | 1071868 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 2890295 | 2549227 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 2740132 | 2416784 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 1505153 | 1327538 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 32260 | 28453 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 13475 | 11885 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040  | 548299 | 453123 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041 (Ac) | 9417766 | 7699290 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2050  | 4429412 | 3276229 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 1995080 | 1759651 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 13670 | 12057 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040  | 1905701 | 1573562 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2041  | 3777161 | 3085421 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 10728802 | 7931762 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 44281 | 39056 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 42005 | 37048 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041  | 573219 | 472523 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051  | 26088516 | 19296457 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 278501 | 245637 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 51582 | 45495 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 15051 | 13256 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041  | 584238 | 481256 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2051  | 1922064 | 1421661 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 53348 | 46986 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 53265 | 46913 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 4807758 | 4234410 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 314113 | 276654 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2051  | 796621 | 588726 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 57458 | 50516 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 55680 | 49040 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 1333246 | 985306 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 532927 | 399011 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2036  | 44876 | 39454 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 7/1/2051  | 305450 | 225737 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2036  | 58051 | 51037 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 59861 | 52573 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2050  | 6502440 | 4823775 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 223956 | 165510 |
| Fannie Mae Mortgage pass-thru certificates 1.56% 10/1/2035  | 3186676 | 2404057 |
| Fannie Mae Mortgage pass-thru certificates 1.565% 1/1/2033 (d) | 4771718 | 3872923 |
| Fannie Mae Mortgage pass-thru certificates 1.73% 11/1/2031  | 4326552 | 3674098 |
| Fannie Mae Mortgage pass-thru certificates 1.82% 4/1/2032  | 1011200 | 854943 |
| Fannie Mae Mortgage pass-thru certificates 1.93% 1/1/2032  | 6000000 | 5099920 |
| Fannie Mae Mortgage pass-thru certificates 1.96% 9/1/2033  | 248670 | 200078 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 3712771 | 3378294 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2041  | 1347563 | 1145960 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 14889189 | 11655381 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 78063 | 61694 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 13356617 | 10509932 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 5073227 | 4006242 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 198486 | 155438 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 1267561 | 1153368 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 1149119 | 1045956 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2040  | 141310 | 120679 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 1512979 | 1274644 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 317838 | 268164 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 36155 | 30507 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 19637578 | 15384732 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 3165550 | 2516599 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 29593 | 23397 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 7605784 | 5932479 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 7324287 | 5802178 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 4694537 | 3707197 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 3302165 | 2595281 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 879850 | 691778 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 163897 | 129427 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 70878 | 56016 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052  | 1400610 | 1091157 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 96168 | 87099 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040 (Ac) | 9304722 | 7935956 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 2751032 | 2321290 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 2207833 | 1862648 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 1449595 | 1222437 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 325768 | 274731 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 5549707 | 4347825 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 2149109 | 1691743 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 871773 | 686245 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 613747 | 487351 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 6297406 | 4911950 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 4710620 | 3728730 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 2993493 | 2363912 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 628993 | 492774 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 150827 | 119106 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 120462 | 93960 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 26116 | 20370 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 3731405 | 3395249 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 127797 | 116004 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 1168631 | 1063716 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 3904214 | 3322441 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 542007 | 463491 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2041  | 763405 | 642783 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2041  | 288989 | 243620 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 4741725 | 3714826 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 1911539 | 1504134 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 1456634 | 1141176 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 18442738 | 14385258 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 4146561 | 3274470 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2370582 | 1863860 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1932152 | 1530619 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1645827 | 1299682 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 724726 | 572304 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 1096682 | 1068078 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 720075 | 656105 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 168206 | 152895 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 151054 | 136785 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 119177 | 108589 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 116070 | 105976 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 60847 | 55746 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 530337 | 483223 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041  | 7461784 | 6335811 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042  | 689636 | 580350 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 2223763 | 1740780 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 104239 | 81599 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 35741 | 28034 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 34598 | 27343 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 25127 | 19858 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 3508115 | 2747278 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 1540327 | 1201930 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 1101121 | 864719 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 677260 | 535033 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 469673 | 370893 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 227412 | 205433 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 145157 | 131127 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 189227 | 172121 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041  | 1972406 | 1674834 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 38147317 | 29862038 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 500292 | 395229 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 166292 | 131370 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 65115 | 50932 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 44427 | 34848 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 32781 | 25897 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 26083 | 20605 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 22085 | 17447 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 30889062 | 24064381 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 3203396 | 2530669 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2052326 | 1614274 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 864908 | 673813 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 726920 | 574037 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 706229 | 559021 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 710392 | 558320 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 639371 | 502104 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2036  | 1161114 | 1050706 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 167776 | 143257 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 27532625 | 21535559 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 4741823 | 3746020 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 2622506 | 2051280 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 876312 | 685984 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 19227 | 15051 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052 (r) | 15313211 | 11929884 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 547689 | 428736 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 9102475 | 8236936 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 177486 | 161829 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2041  | 10970102 | 9301769 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042 (Ac) | 3229513 | 2745793 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 29782163 | 23295112 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 1148321 | 903580 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 75313 | 59497 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036  | 365493 | 330511 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036  | 195736 | 178408 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2040  | 900197 | 770092 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 10342084 | 8759459 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 123385 | 105260 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 5341704 | 4194885 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2051  | 33778 | 26396 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 82960 | 75461 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2040  | 549543 | 469771 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 2621873 | 2217749 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 1754279 | 1491393 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 483612 | 408220 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050 (Ab)(Ad) | 11093144 | 8704605 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 2216476 | 1745466 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 1944266 | 1537177 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 3251138 | 2538922 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 2300288 | 1804997 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 395436 | 312269 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 392814 | 308971 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 102571 | 80358 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 20670 | 16194 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2031  | 374267 | 354490 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2040  | 2214130 | 1891661 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 914914 | 772253 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 737427 | 623314 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2041  | 93866 | 79274 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 700489 | 590425 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 294324 | 248284 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 6194375 | 4860622 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 7123571 | 5563034 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 197046 | 153880 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 55871 | 43631 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2040  | 263665 | 225148 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2041  | 478777 | 403858 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 5705382 | 4476918 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 53818 | 42096 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 31782 | 24820 |
| Fannie Mae Mortgage pass-thru certificates 2.02% 1/1/2032  | 4000000 | 3438732 |
| Fannie Mae Mortgage pass-thru certificates 2.07% 5/1/2032  | 443451 | 374187 |
| Fannie Mae Mortgage pass-thru certificates 2.11% 1/1/2032  | 4969576 | 4306940 |
| Fannie Mae Mortgage pass-thru certificates 2.14% 8/1/2036  | 358394 | 278634 |
| Fannie Mae Mortgage pass-thru certificates 2.2% 10/1/2026  | 165724 | 160443 |
| Fannie Mae Mortgage pass-thru certificates 2.25% 4/1/2033  | 1272605 | 1076447 |
| Fannie Mae Mortgage pass-thru certificates 2.39% 3/1/2032  | 222533 | 196002 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 583193 | 558079 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 15425242 | 12665464 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 6861747 | 5706996 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 313467 | 258167 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 17095705 | 14055223 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 3173543 | 2597821 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 840116 | 685345 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 755494 | 623395 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 440883 | 359661 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 572823 | 548405 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 323529 | 289445 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2035  | 494227 | 468410 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2037  | 344335 | 312963 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2043  | 517003 | 449495 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2043  | 273959 | 238204 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2046  | 232642 | 195963 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 12548633 | 10327046 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2050  | 11319183 | 9400150 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 22436086 | 18365886 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1818543 | 1503979 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 831190 | 684038 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 546037 | 454487 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 179788 | 148015 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 329638 | 319171 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 97637 | 94790 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 374756 | 358937 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 139422 | 132889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 36612 | 34883 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 7667 | 7364 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 2020175 | 1764343 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 1310888 | 1145523 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 380148 | 333383 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 522509 | 432128 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 977009 | 802209 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 501927 | 424831 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 430814 | 359121 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 24221516 | 19827415 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 7417059 | 6113229 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 4858156 | 4025404 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 3909619 | 3217468 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 3307619 | 2722044 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 1809502 | 1489717 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 398720 | 331620 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 1042259 | 996938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 259274 | 247014 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 2652729 | 2536060 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 16066544 | 13187008 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 4268643 | 3512930 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 2361243 | 1952805 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 904464 | 740383 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2034  | 742207 | 620719 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 594588 | 555846 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 498939 | 466429 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 320817 | 307272 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 199061 | 185655 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2036  | 4135665 | 3857146 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2036  | 1082977 | 1005644 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 347138 | 305335 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043  | 200595 | 174736 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2043  | 141155 | 122756 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 6211324 | 5100037 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 4672377 | 3893372 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 14876 | 12251 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 17753437 | 14516087 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 4023038 | 3357323 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 3483275 | 2870957 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 1286664 | 1068525 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2036  | 2977572 | 2764018 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040  | 107377 | 95117 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041  | 218846 | 193603 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 492184 | 427749 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 153093 | 134857 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2043  | 64716 | 56245 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2047  | 131648 | 109287 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 3035084 | 2506295 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 594615 | 492876 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 645319 | 535510 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 539095 | 444328 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 40659 | 33677 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 7703512 | 6296365 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 2775157 | 2289919 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 2154251 | 1775560 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 1011933 | 838474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 575677 | 476999 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2062  | 1015056 | 781427 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 284887 | 275259 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 562633 | 539864 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 577092 | 552471 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2037  | 5740963 | 5222284 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041  | 322729 | 283764 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 598474 | 517121 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 57726 | 51257 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 6389 | 5494 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2043  | 5729 | 4997 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 15522960 | 12745699 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 4322570 | 3603238 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 2423412 | 1989832 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 2038459 | 1662923 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 613126 | 508795 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 13011374 | 10707865 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 7256184 | 5933014 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 4460001 | 3645323 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 2327335 | 1915308 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 208900 | 172961 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 726513 | 697103 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 708910 | 679896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 655337 | 628822 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 642778 | 616756 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 610547 | 585301 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 506702 | 486164 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2035  | 1318445 | 1229654 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 484654 | 448834 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 78525 | 69550 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 3921780 | 3444506 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 244427 | 215660 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 193327 | 170566 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2043  | 230909 | 200938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 4631366 | 3847621 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2046  | 103843 | 87633 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 4639709 | 3825554 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 2504979 | 2065416 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 637419 | 528555 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 15319585 | 12621797 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 8262903 | 6771650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 4735010 | 3880457 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 3035950 | 2514600 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2981699 | 2472460 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2242249 | 1859299 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 1133412 | 934172 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 731542 | 602945 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 5896633 | 4876660 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 4206309 | 3473462 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 4703120 | 3854321 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 810728 | 662891 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2028  | 72130 | 70308 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 895849 | 858801 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 575153 | 551364 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 559330 | 536948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 759279 | 702925 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2037  | 784028 | 725347 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2041  | 2269324 | 1989767 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2043  | 159024 | 136656 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2043  | 12780 | 11189 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 9780388 | 8015266 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 7015792 | 5817578 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 3283979 | 2711826 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 62320 | 60747 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2028  | 60067 | 58550 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2036  | 121622 | 112671 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2037  | 201878 | 186706 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 225069 | 198885 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 222114 | 194801 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 198998 | 175232 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2046  | 257892 | 217232 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 4716008 | 3881095 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 3918702 | 3254333 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 1181111 | 963889 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 615252 | 511712 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 4845847 | 3966747 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 790466 | 647806 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 126566 | 123242 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 41975 | 40893 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2028  | 39426 | 38431 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 479934 | 460302 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 8535727 | 7024579 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 5947317 | 4894415 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 4887596 | 4023833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 3950391 | 3252256 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 3824307 | 3148454 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 2952223 | 2439715 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 2283012 | 1868844 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2035  | 3388341 | 3154857 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2041  | 1696287 | 1484901 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2046  | 537119 | 452435 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 993438 | 813215 |
| Fannie Mae Mortgage pass-thru certificates 2.51% 10/1/2030  | 737087 | 666877 |
| Fannie Mae Mortgage pass-thru certificates 2.6% 9/1/2027  | 311025 | 299687 |
| Fannie Mae Mortgage pass-thru certificates 2.6% 9/1/2028  | 357890 | 339780 |
| Fannie Mae Mortgage pass-thru certificates 2.61% 6/1/2026  | 296122 | 290419 |
| Fannie Mae Mortgage pass-thru certificates 2.62% 5/1/2026  | 145517 | 142922 |
| Fannie Mae Mortgage pass-thru certificates 2.66% 8/1/2029  | 647283 | 606913 |
| Fannie Mae Mortgage pass-thru certificates 2.67% 4/1/2034  | 585106 | 494427 |
| Fannie Mae Mortgage pass-thru certificates 2.69% 12/1/2028  | 441052 | 419203 |
| Fannie Mae Mortgage pass-thru certificates 2.73% 7/1/2028  | 282173 | 269576 |
| Fannie Mae Mortgage pass-thru certificates 2.78% 4/1/2026  | 204787 | 201598 |
| Fannie Mae Mortgage pass-thru certificates 2.81% 5/1/2026  | 117021 | 115114 |
| Fannie Mae Mortgage pass-thru certificates 2.83% 10/1/2027  | 595000 | 569213 |
| Fannie Mae Mortgage pass-thru certificates 2.83% 4/1/2030  | 636814 | 594874 |
| Fannie Mae Mortgage pass-thru certificates 2.835% 8/1/2029  | 465159 | 434323 |
| Fannie Mae Mortgage pass-thru certificates 2.84% 11/1/2031  | 130917 | 117695 |
| Fannie Mae Mortgage pass-thru certificates 2.86% 12/1/2029  | 577197 | 542976 |
| Fannie Mae Mortgage pass-thru certificates 2.87% 8/1/2031  | 221057 | 204113 |
| Fannie Mae Mortgage pass-thru certificates 2.9% 5/1/2029  | 98818 | 93538 |
| Fannie Mae Mortgage pass-thru certificates 2.97% 4/1/2028  | 174761 | 168647 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2030  | 462433 | 450982 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2032  | 37621 | 36401 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 159526 | 152217 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2041  | 224624 | 207010 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2042  | 310352 | 280778 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 775537 | 695464 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 546502 | 489827 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 253626 | 228663 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 233850 | 210872 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 214327 | 193313 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 162769 | 146579 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 153939 | 137815 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 149040 | 134262 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 120728 | 109062 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 52193 | 46997 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2043  | 45088 | 40434 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 6179 | 5523 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 2042170 | 1786943 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 601137 | 518493 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 1441668 | 1239865 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 12366901 | 10591358 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 716671 | 610642 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 256654 | 220528 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2027  | 95538 | 94022 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 2151404 | 2051491 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2036  | 2051897 | 1924339 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 195739 | 175587 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 147667 | 132344 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 103088 | 92463 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 366963 | 328332 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2043  | 255731 | 228245 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 5312292 | 4620148 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050  | 16282 | 14125 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 4434741 | 3810508 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 1918120 | 1649924 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2028  | 8988 | 8796 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 66138 | 63818 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 49467 | 47804 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 192961 | 187487 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 464691 | 418270 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 110743 | 99890 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2043  | 7913 | 7098 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1606234 | 1405489 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 959902 | 839935 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 827082 | 726299 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 2090067 | 1811219 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2049  | 568415 | 490270 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 280043 | 241018 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 2988452 | 2570600 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 2235161 | 1925430 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1493043 | 1281949 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1398606 | 1202176 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 42582 | 36855 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 36013 | 31169 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2028  | 18463 | 18061 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 400597 | 388204 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 333759 | 323398 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 1622561 | 1544166 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 217079 | 206794 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 177441 | 169311 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2035  | 146091 | 139215 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2036  | 1414048 | 1323491 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 295263 | 264319 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 293123 | 263208 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 268205 | 240600 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 166669 | 149875 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 99740 | 89937 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2045  | 629030 | 563369 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 141997 | 124250 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 107513 | 94076 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 391698 | 352484 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 695716 | 600070 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 426066 | 367491 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 2608733 | 2245197 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 3074578 | 2650449 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1744913 | 1499299 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 1260567 | 1084312 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 972753 | 837956 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2027  | 68643 | 67743 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 333509 | 325075 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 305413 | 296644 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 131879 | 128251 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2036  | 54659 | 51602 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 954808 | 854965 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 296647 | 267717 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 60296 | 54615 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 39628 | 35689 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2043  | 14190 | 12825 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2044  | 575112 | 515559 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 286439 | 253103 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2045  | 16271 | 14374 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 1265375 | 1095763 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 11024783 | 9472938 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052 (Ad) | 4309871 | 3701868 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 2549334 | 2189694 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 1979925 | 1695663 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 753963 | 647600 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 153911 | 148956 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2040  | 44419 | 41352 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 1490937 | 1312523 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 20667016 | 17841893 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 11346703 | 9683946 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 3839987 | 3318071 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 2333932 | 2005409 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 1211691 | 1042648 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 1206330 | 1029553 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 726177 | 629634 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 719165 | 613778 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2061  | 321654 | 269694 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2027  | 195530 | 192721 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2036  | 30571 | 28862 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2037  | 481505 | 454479 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2038  | 21118 | 20239 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 517948 | 463992 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 417340 | 373287 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 204058 | 182579 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 5365 | 4845 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 4854719 | 4350028 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 1694866 | 1514872 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 10343617 | 8957148 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 21731823 | 18516661 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 3931784 | 3377733 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 3315794 | 2871342 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 1580709 | 1366606 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2027  | 2048 | 2019 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2030  | 207773 | 202414 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2037  | 402697 | 380270 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 242039 | 215156 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 221916 | 198693 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 114937 | 102907 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 40293 | 36310 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 491382 | 430584 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 321143 | 278097 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051  | 254460 | 219080 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 4097984 | 3520512 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 1925556 | 1650002 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 703932 | 609246 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2030  | 91629 | 89203 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2038  | 55021 | 51756 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 177461 | 158794 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 78125 | 70438 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2043  | 8938 | 8115 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 1978664 | 1702930 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 1927238 | 1662887 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 797046 | 685227 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 9886232 | 8507006 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 8728414 | 7439343 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2062  | 606416 | 507507 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2063  | 2654537 | 2214936 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2032  | 542350 | 523965 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 111899 | 108042 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 388717 | 378285 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 14982 | 14182 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2036  | 58946 | 55448 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2042  | 321039 | 289171 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 527534 | 470711 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 283544 | 253606 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 221653 | 198533 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2043  | 208117 | 186065 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 3086521 | 2667014 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 2943363 | 2546072 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 2058362 | 1776668 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 1876382 | 1623111 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2051  | 2324639 | 2004688 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 10271414 | 8819193 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2028  | 65892 | 64586 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2036  | 60525 | 56932 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2042  | 29534 | 26980 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 277772 | 247815 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 216594 | 193721 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 52830 | 47432 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 31967 | 28577 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2048  | 312632 | 274537 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 4905442 | 4241780 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 3788321 | 3253895 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 1339402 | 1155682 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 665800 | 573955 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052  | 9807173 | 8489545 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 104011 | 100484 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 86049 | 83084 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2034  | 866020 | 825802 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 647640 | 627601 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 416470 | 374639 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 171196 | 155321 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 148379 | 133456 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 142039 | 127914 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 93057 | 83962 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2042  | 70422 | 62889 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 51468 | 45679 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 162854 | 142501 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 4346058 | 3770299 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 412269 | 359456 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2051  | 7223560 | 6204516 |
| Fannie Mae Mortgage pass-thru certificates 3.09% 10/1/2025  | 321808 | 319353 |
| Fannie Mae Mortgage pass-thru certificates 3.09% 5/1/2032  | 693906 | 630435 |
| Fannie Mae Mortgage pass-thru certificates 3.09% 5/1/2032  | 182845 | 166751 |
| Fannie Mae Mortgage pass-thru certificates 3.13% 2/1/2026  | 227795 | 225293 |
| Fannie Mae Mortgage pass-thru certificates 3.13% 3/1/2027  | 372757 | 364846 |
| Fannie Mae Mortgage pass-thru certificates 3.13% 5/1/2032  | 336436 | 307094 |
| Fannie Mae Mortgage pass-thru certificates 3.13% 7/1/2036  | 318850 | 294431 |
| Fannie Mae Mortgage pass-thru certificates 3.16% 8/1/2033  | 429760 | 381887 |
| Fannie Mae Mortgage pass-thru certificates 3.17% 1/1/2029  | 492542 | 472934 |
| Fannie Mae Mortgage pass-thru certificates 3.19% 11/1/2027  | 250000 | 244519 |
| Fannie Mae Mortgage pass-thru certificates 3.26% 5/1/2032  | 429906 | 396295 |
| Fannie Mae Mortgage pass-thru certificates 3.27% 12/1/2028  | 243211 | 235947 |
| Fannie Mae Mortgage pass-thru certificates 3.32% 3/1/2029  | 904487 | 873219 |
| Fannie Mae Mortgage pass-thru certificates 3.35% 1/1/2029  | 242255 | 234369 |
| Fannie Mae Mortgage pass-thru certificates 3.37% 1/1/2029  | 453944 | 441766 |
| Fannie Mae Mortgage pass-thru certificates 3.42% 5/1/2030  | 378605 | 362203 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2031  | 272890 | 267988 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2041  | 6382 | 5953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 504533 | 466729 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 59096 | 54517 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2044  | 247935 | 228736 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 488411 | 443290 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 283230 | 257065 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2046  | 264647 | 240198 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 1584516 | 1436647 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 321235 | 291257 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 159418 | 144391 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 128615 | 116612 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 104740 | 94868 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 995060 | 919530 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 206536 | 187778 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 1573360 | 1454321 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 1223361 | 1105754 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 11383089 | 10164288 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 303929 | 272242 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2032  | 8380 | 8077 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2041  | 360097 | 334244 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2041  | 306486 | 284602 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2041  | 241124 | 224932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 426102 | 397127 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 111608 | 103161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 13956 | 12911 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2042  | 13835 | 12873 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 1074385 | 964721 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2045  | 177943 | 161670 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 42059 | 38134 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 193985 | 176549 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 14187 | 12912 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2032  | 6841 | 6589 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2034  | 107067 | 103437 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 267086 | 246997 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 58570 | 54118 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2042  | 8351 | 7703 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 814298 | 739070 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 25999 | 23597 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2047  | 716358 | 647491 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 258692 | 233823 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2049  | 897258 | 805113 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2052  | 97429 | 86510 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2053  | 29322 | 26024 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2029  | 74277 | 73204 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2030  | 339137 | 333161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2030  | 1653 | 1618 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2035  | 2661509 | 2575438 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2036  | 1215450 | 1176144 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2041  | 10987 | 10212 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 1434677 | 1331423 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 633607 | 587435 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 17339 | 16009 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 127093 | 115351 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 106739 | 97178 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 2323225 | 2106419 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 1331504 | 1207246 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 409552 | 371332 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 402433 | 364878 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 224489 | 203540 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 206197 | 186954 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 371271 | 335231 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2054  | 15517888 | 13771505 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2042  | 332576 | 308426 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2043  | 1800613 | 1666481 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2046  | 168447 | 153359 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2047  | 67423 | 61067 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 5742276 | 5109140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 717340 | 641431 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2031  | 386598 | 378566 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2033  | 216147 | 210441 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2033  | 7947 | 7643 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2042  | 659948 | 610276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2042  | 454749 | 420421 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2042  | 246089 | 227518 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 301083 | 279320 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2048  | 154815 | 139932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2050  | 2249658 | 2018627 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 2480189 | 2214632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 22826 | 20261 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2053  | 40318 | 35786 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2061  | 4051609 | 3579181 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 39044 | 36157 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2042  | 6295 | 5822 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 361054 | 333510 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2043  | 31488 | 29029 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 4475 | 4048 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048  | 641677 | 579188 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 34653 | 31127 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052  | 13569695 | 12070125 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2053  | 353351 | 316953 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2053  | 80327 | 71300 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 86595 | 85345 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2032  | 21110 | 20371 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2042  | 656385 | 608513 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 260104 | 239735 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2043  | 105244 | 97312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2044  | 3593 | 3333 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2046  | 16299 | 14793 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2047  | 2340493 | 2122807 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 2361460 | 2121161 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 42938 | 38837 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 13939416 | 12398989 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 8054550 | 7189623 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 2420616 | 2154630 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 349593 | 314347 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2052  | 335082 | 299937 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2056  | 544762 | 485129 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 12019 | 11660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 10448 | 10074 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 2469 | 2375 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2037  | 292712 | 281416 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2039  | 95925 | 90138 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 271541 | 251440 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2042  | 11718 | 10859 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 699643 | 643931 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 44561 | 41007 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2043  | 16117 | 14848 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 1031305 | 936673 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 616248 | 559702 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2045  | 6987 | 6333 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 52926 | 47871 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 15345 | 13927 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 12234 | 11104 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2046  | 5084 | 4615 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2048  | 1279408 | 1159212 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 882028 | 797235 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 10653196 | 9465938 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 2563089 | 2282248 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2062  | 5141702 | 4520475 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 28013 | 27062 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 27322 | 26333 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2032  | 20675 | 19890 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034  | 498929 | 482794 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2034  | 161177 | 155713 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 15330 | 14178 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 4468 | 4140 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2042  | 3711 | 3438 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 439243 | 398664 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 141228 | 128181 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 123359 | 111886 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2046  | 114807 | 103842 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 2942231 | 2722711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 340731 | 307976 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 86303 | 77494 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051  | 3712662 | 3341827 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2051  | 2857596 | 2551630 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 12419203 | 11035130 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 531441 | 477363 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2032  | 32232 | 31021 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 625499 | 604294 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 1520703 | 1404794 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 791779 | 732768 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2042  | 527927 | 488250 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 612935 | 568206 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 126677 | 117074 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 71508 | 65853 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 8597 | 7932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 4624 | 4269 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2044  | 14570 | 13343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2045  | 229674 | 208599 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 219722 | 199424 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 42295 | 38361 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2052  | 27391 | 24313 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2056  | 745005 | 663588 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 47318 | 43735 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2042  | 20344 | 18807 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 412412 | 373925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 756443 | 687505 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 456862 | 412942 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 125190 | 113937 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2048  | 148035 | 132925 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2051  | 532432 | 475258 |
| Fannie Mae Mortgage pass-thru certificates 3.55% 8/1/2028  | 209430 | 205554 |
| Fannie Mae Mortgage pass-thru certificates 3.67% 7/1/2033  | 2000000 | 1876967 |
| Fannie Mae Mortgage pass-thru certificates 3.71% 9/1/2030  | 733284 | 704951 |
| Fannie Mae Mortgage pass-thru certificates 3.75% 7/1/2033  | 4000000 | 3738520 |
| Fannie Mae Mortgage pass-thru certificates 3.75% 9/1/2034  | 389300 | 358019 |
| Fannie Mae Mortgage pass-thru certificates 3.77% 9/1/2032  | 2000000 | 1889165 |
| Fannie Mae Mortgage pass-thru certificates 3.78% 8/1/2030  | 473588 | 458329 |
| Fannie Mae Mortgage pass-thru certificates 3.785% 12/1/2026 (d) | 35497 | 35272 |
| Fannie Mae Mortgage pass-thru certificates 3.81% 12/1/2028  | 468084 | 461581 |
| Fannie Mae Mortgage pass-thru certificates 3.83% 9/1/2032  | 6000000 | 5689865 |
| Fannie Mae Mortgage pass-thru certificates 3.84% 10/1/2027  | 132524 | 131226 |
| Fannie Mae Mortgage pass-thru certificates 3.88% 12/1/2028  | 8484 | 8387 |
| Fannie Mae Mortgage pass-thru certificates 3.895% 2/1/2033  | 559653 | 530707 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2038  | 126394 | 121316 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 693270 | 661482 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 476631 | 455465 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 412004 | 393099 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 292969 | 279335 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 273978 | 261669 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 154113 | 146826 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 3174 | 3037 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 362072 | 344067 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 52163 | 49638 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 46228 | 43952 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 12910 | 12312 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 329888 | 308595 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 62789 | 58775 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2046  | 51593 | 48263 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 307705 | 287362 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 132219 | 124098 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 962509 | 897975 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 398944 | 371822 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 141631 | 132002 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 73833 | 68813 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 28154 | 26320 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 23522 | 21923 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2049  | 5324683 | 4967672 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 82826 | 77305 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2054  | 6145838 | 5639181 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2031  | 5000000 | 4833254 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 360810 | 344755 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2039  | 83415 | 79570 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2041  | 229943 | 218974 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 98622 | 93821 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2044  | 59466 | 56108 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 1274844 | 1198929 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 605118 | 571282 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2045  | 53997 | 50546 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 1538569 | 1444065 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 2931533 | 2736811 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 1405876 | 1311615 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 858162 | 802233 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 711418 | 665942 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 93263 | 87068 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2051  | 136428 | 125245 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 1537398 | 1467178 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2040  | 7926 | 7609 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 241365 | 229604 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2041  | 131897 | 125608 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 58222 | 54500 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 88208 | 82625 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2047  | 29006 | 27061 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 1853985 | 1724464 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 796796 | 741629 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 674886 | 619565 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 114591 | 106953 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 20256 | 18912 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2038  | 474923 | 453988 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2039  | 238701 | 227631 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 96306 | 91905 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 239152 | 227203 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 144918 | 138073 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 91015 | 86694 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 38569 | 36673 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 2866 | 2726 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 2164 | 2059 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 87934 | 83291 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2042  | 64656 | 61509 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2044  | 552162 | 520656 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 426032 | 398799 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 368644 | 344848 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 239524 | 225036 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 182218 | 170457 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 75247 | 70390 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 60262 | 56410 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2045  | 26508 | 24797 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 875699 | 816985 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 143811 | 134168 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 86750 | 81096 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 82999 | 77356 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 15045 | 14036 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 71552 | 66575 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051  | 1160943 | 1072946 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051  | 67035 | 62567 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2052  | 689848 | 636966 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 132903 | 127564 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 50709 | 48529 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 48107 | 46039 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 574812 | 548552 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 155992 | 148791 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 264447 | 251119 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2043  | 508072 | 482627 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2047  | 783220 | 731196 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 97237 | 90627 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 85663 | 80428 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 15212 | 14178 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 5306 | 4961 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2049  | 1269185 | 1179329 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2051  | 716936 | 670883 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052  | 54381 | 50756 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2053  | 6978377 | 6410720 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039  | 896956 | 858941 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039  | 345428 | 330598 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2039  | 107818 | 103118 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2041  | 232853 | 221841 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2042  | 105953 | 100612 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 1248120 | 1176588 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 2131861 | 2026287 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 650581 | 611637 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 200021 | 187110 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 356416 | 333855 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 317284 | 297200 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 68385 | 63735 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 62725 | 58892 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 1661003 | 1546521 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2052  | 1100289 | 1016974 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 264720 | 251435 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 109391 | 104054 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 71908 | 68408 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 58312 | 55479 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 41952 | 39841 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 25926 | 24634 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2042  | 19414 | 18441 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 6728532 | 6343159 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 146557 | 137005 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2046  | 89014 | 83212 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 470159 | 439811 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 111751 | 104467 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 109489 | 102353 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 24644 | 22969 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2050  | 284465 | 266370 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 9962461 | 9151246 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 1217444 | 1128683 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 238805 | 222364 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 150156 | 137754 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2053  | 492063 | 451498 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2039  | 221669 | 211642 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2040  | 1622276 | 1547472 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2042  | 3227 | 3065 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 196908 | 184074 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 160714 | 150240 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 511203 | 478205 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 126909 | 119352 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 2472241 | 2306482 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 197990 | 184963 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2050  | 2362480 | 2195220 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 28167761 | 25876450 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 8931636 | 8277660 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 160262 | 147376 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 91048 | 83528 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039  | 535729 | 512301 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2039  | 447444 | 428276 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 188776 | 180519 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2042  | 35761 | 34039 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2043  | 109066 | 103886 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2045  | 99479 | 93338 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 69990 | 65429 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 23113 | 21606 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 17092 | 15978 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 1711906 | 1598195 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2047  | 84043 | 78461 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 9615916 | 8833707 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 665020 | 614249 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 644177 | 594998 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2052  | 95937 | 88013 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2053  | 361783 | 332325 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2037  | 3317390 | 3227362 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2039  | 57288 | 55081 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 105617 | 100128 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2042  | 23485 | 22369 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2043  | 34716 | 32959 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 127652 | 119651 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2045  | 28956 | 27141 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 1412501 | 1326623 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 266694 | 249479 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 15999 | 14872 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 6986721 | 6418384 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 2514077 | 2315854 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 757633 | 695056 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 701107 | 643856 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2053  | 782450 | 720146 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 112616 | 107462 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 80761 | 76372 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 23850 | 22550 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2043  | 18162 | 17165 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 306236 | 285703 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2047  | 253857 | 236836 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 289685 | 269990 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 76814 | 71520 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 42651 | 39711 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 319268 | 298261 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 2768760 | 2542669 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 299789 | 275497 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2059  | 306766 | 280350 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2038  | 329955 | 317128 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2040  | 110098 | 105055 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 163510 | 154123 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2044  | 76825 | 72558 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 58122 | 54407 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 1649461 | 1548146 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 206989 | 195310 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047  | 99391 | 92727 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 174669 | 162466 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 88098 | 82253 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 479184 | 440204 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 143423 | 133818 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 88697 | 81704 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2053  | 27525 | 25255 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2062  | 1303645 | 1188536 |
| Fannie Mae Mortgage pass-thru certificates 4.11% 4/1/2033  | 3436169 | 3300671 |
| Fannie Mae Mortgage pass-thru certificates 4.24% 3/1/2033  | 5330228 | 5183333 |
| Fannie Mae Mortgage pass-thru certificates 4.32% 3/1/2030  | 1900000 | 1893099 |
| Fannie Mae Mortgage pass-thru certificates 4.32% 7/1/2033  | 509927 | 496947 |
| Fannie Mae Mortgage pass-thru certificates 4.33% 1/1/2033  | 731382 | 715169 |
| Fannie Mae Mortgage pass-thru certificates 4.37% 10/1/2030  | 2500000 | 2470471 |
| Fannie Mae Mortgage pass-thru certificates 4.37% 5/1/2033  | 487100 | 474969 |
| Fannie Mae Mortgage pass-thru certificates 4.45% 10/1/2033  | 2000000 | 1954600 |
| Fannie Mae Mortgage pass-thru certificates 4.48% 4/1/2033  | 446114 | 438560 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 91666 | 90073 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2041  | 86326 | 84877 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 216448 | 211301 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2044  | 38452 | 37632 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 50389 | 48481 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2047  | 32471 | 31181 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 164627 | 157827 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2040  | 7054 | 6938 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 58215 | 57188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 55976 | 55078 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 46226 | 45533 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 45673 | 44824 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2041  | 20099 | 19747 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2042  | 931530 | 916024 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2042  | 158935 | 155505 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2042  | 84469 | 82685 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2044  | 1365177 | 1323722 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 141717 | 140129 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2045  | 3287 | 3157 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2046  | 70404 | 67672 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 45080 | 43133 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 5631422 | 5331512 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 4436377 | 4200110 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 3102019 | 2936816 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2030  | 1645 | 1638 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 65463 | 64204 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 44467 | 43699 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 20403 | 20019 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 18851 | 18534 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2040  | 14696 | 14444 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 281993 | 276765 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 103343 | 101687 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2041  | 25597 | 25194 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042  | 1125339 | 1106024 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 45787 | 44880 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2043  | 20058 | 19720 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 374766 | 363386 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 60988 | 59136 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2044  | 4641 | 4500 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2045  | 89400 | 86239 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 109571 | 105319 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2046  | 88767 | 85322 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2047  | 310800 | 297962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 6242979 | 5910500 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 719698 | 682269 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 215262 | 211807 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2039  | 12837 | 12633 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 334100 | 328213 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 207920 | 204479 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 112204 | 110320 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 52047 | 51132 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 43688 | 42915 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 33102 | 32485 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 11281 | 11026 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2043  | 4720 | 4618 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2045  | 7320 | 7061 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 117323 | 112770 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 1752587 | 1682390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 11438856 | 10820367 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 4365024 | 4139378 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2061  | 205335 | 194737 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2038  | 69137 | 68336 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2039  | 210871 | 207630 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 642780 | 632041 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 355312 | 349222 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 279419 | 274754 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2041  | 30196 | 29662 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2042  | 11723 | 11477 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 650020 | 635512 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2044  | 7853 | 7666 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 433155 | 420814 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 55575 | 53453 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 984404 | 943130 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 67717 | 64942 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2051  | 584487 | 559250 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 857540 | 842224 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2041  | 13250 | 13045 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2042  | 14026 | 13730 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2044  | 5770 | 5606 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2045  | 380633 | 368480 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 871477 | 857059 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 780935 | 768436 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 14618 | 14101 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2047  | 14009 | 13452 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2048  | 26138 | 25034 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2050  | 1212957 | 1164753 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 21771 | 21433 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 72220 | 70810 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 67904 | 66764 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 13900 | 13633 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2041  | 993 | 977 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2042  | 183635 | 179962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2045  | 220392 | 213355 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2046  | 116620 | 112313 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2047  | 21076 | 20239 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 990309 | 973235 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2039  | 8141 | 8015 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 18376 | 18011 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2042  | 9219 | 9023 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 23019 | 22364 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2044  | 2212 | 2149 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2045  | 83443 | 80623 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 121106 | 116293 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 70987 | 67966 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2049  | 120272 | 115041 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 118862 | 117030 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 8812 | 8667 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 25737 | 25431 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2042  | 7929 | 7766 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2044  | 248532 | 241451 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2045  | 358723 | 346597 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046  | 384869 | 370656 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2046  | 27530 | 26514 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 61521 | 59000 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2052  | 22701100 | 21500984 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053  | 2445674 | 2316954 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2053  | 971584 | 920448 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2039  | 1618 | 1605 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2041  | 73130 | 71933 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2042  | 113059 | 110790 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2042  | 100379 | 98250 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2042  | 19369 | 18969 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2042  | 13508 | 13217 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2044  | 30925 | 30044 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2045  | 160580 | 155453 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 239104 | 229602 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 1660444 | 1599126 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 34733 | 33244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 34478 | 33011 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 1868 | 1789 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2052  | 4939718 | 4678575 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2040  | 166832 | 164209 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 155799 | 153012 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 80065 | 78580 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 56566 | 55449 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 49453 | 48582 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 37926 | 37267 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2041  | 3952 | 3883 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2042  | 6498 | 6366 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2043  | 205277 | 200825 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 127918 | 125102 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 22175 | 21536 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 7411 | 7186 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2044  | 1936 | 1881 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 1647272 | 1586441 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2050  | 476704 | 457164 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 3675195 | 3480902 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 1285542 | 1217580 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 579923 | 549265 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 363512 | 346226 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 3823386 | 3626934 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 20962 | 20603 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2040  | 13179 | 12945 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 16675 | 16336 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 898653 | 883449 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2042  | 82686 | 81078 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 97861 | 94388 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2044  | 7891 | 7651 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2047  | 140421 | 133823 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 1081686 | 1038022 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 6662480 | 6307659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2052  | 165556 | 156804 |
| Fannie Mae Mortgage pass-thru certificates 4.51% 10/1/2033  | 3050000 | 2993673 |
| Fannie Mae Mortgage pass-thru certificates 4.51% 7/1/2033  | 2938829 | 2887092 |
| Fannie Mae Mortgage pass-thru certificates 4.55% 9/1/2033  | 3115000 | 3070009 |
| Fannie Mae Mortgage pass-thru certificates 4.56% 1/1/2033  | 1446165 | 1432598 |
| Fannie Mae Mortgage pass-thru certificates 4.7% 9/1/2033  | 3907344 | 3886918 |
| Fannie Mae Mortgage pass-thru certificates 4.73% 10/1/2032  | 536805 | 533651 |
| Fannie Mae Mortgage pass-thru certificates 4.8% 12/1/2030  | 1992850 | 2006528 |
| Fannie Mae Mortgage pass-thru certificates 4.81% 9/1/2029  | 2934789 | 2968313 |
| Fannie Mae Mortgage pass-thru certificates 4.83% 2/1/2034  | 2429000 | 2432743 |
| Fannie Mae Mortgage pass-thru certificates 4.88% 12/1/2032  | 234042 | 236290 |
| Fannie Mae Mortgage pass-thru certificates 4.97% 1/1/2032  | 858880 | 869312 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2030  | 2428 | 2441 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2042  | 245987 | 247220 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2048  | 141993 | 140945 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2049  | 39517 | 39003 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 48074 | 46716 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 4361036 | 4230714 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2033  | 62002 | 62332 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2039  | 7010 | 7046 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2041  | 201165 | 202176 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 27044 | 26741 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 6031692 | 5908463 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 2223917 | 2178482 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 361140 | 352633 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 8692008 | 8418681 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2033  | 33905 | 34085 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2044  | 352121 | 354031 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 2598021 | 2544943 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 1619326 | 1585737 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 1012793 | 994950 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 31060 | 30183 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 1876507 | 1820431 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2033  | 20023 | 20129 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2034  | 448575 | 445571 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 1754693 | 1718296 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 4960142 | 4813079 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2030  | 86322 | 86818 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2035  | 635607 | 639057 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2038  | 886966 | 891955 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2041  | 55525 | 55802 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2041  | 41478 | 41687 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 1137702 | 1125391 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 583142 | 566491 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 39069 | 37946 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2054  | 3939148 | 3825126 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2033  | 198185 | 199148 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2035  | 460418 | 463046 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 143721 | 143603 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 103742 | 103657 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2044  | 81577 | 81510 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 934671 | 924558 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2054  | 30617 | 29673 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 75945 | 76325 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2041  | 15086 | 15162 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 1128597 | 1096546 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2033  | 2986 | 3002 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2039  | 50833 | 51129 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2040  | 26908 | 27045 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2042  | 335288 | 336996 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2044  | 69082 | 69489 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2048  | 159407 | 158230 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 437237 | 424751 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2031  | 23346 | 23556 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 38272 | 38485 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 6506678 | 6541782 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 731323 | 735270 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 221129 | 222363 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 8827 | 8873 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 77799 | 78193 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 100521 | 100991 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 38352 | 38545 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 26675 | 26814 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2041  | 11515 | 11573 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2044  | 22169 | 22279 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2047  | 37228 | 36953 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2048  | 17932 | 17738 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2052  | 9343898 | 9094601 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 6408282 | 6220786 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 5978023 | 5803116 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2053  | 1456176 | 1416301 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2029  | 28653 | 28784 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 44078 | 44308 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 32806 | 32977 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2033  | 23030 | 23150 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 768040 | 772390 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 362767 | 364801 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 35858 | 36055 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2036  | 52132 | 52418 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2036  | 5811 | 5843 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2037  | 26541 | 26694 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2039  | 9276 | 9323 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 35737 | 35917 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 22717 | 22832 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 18680 | 18736 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2041  | 15949 | 16030 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2052  | 11937803 | 11619300 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2052  | 71178 | 69591 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2052  | 57672 | 56710 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2052  | 46825 | 46029 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2053  | 2192926 | 2139044 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2053  | 1267284 | 1228370 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 1928394 | 1867754 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2033  | 78818 | 79227 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2033  | 8913 | 8960 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 15911 | 15994 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2041  | 3204 | 3220 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 67919 | 67184 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052  | 6996098 | 6875029 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2052  | 1154990 | 1122731 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 7649931 | 7421326 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 3806655 | 3701227 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 2603723 | 2551139 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2025  | 3 | 3 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2033  | 64660 | 65005 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2033  | 40218 | 40432 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 12251 | 12315 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 342496 | 338790 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 35355 | 34972 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 4298523 | 4174837 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 1002316 | 977140 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 464955 | 452550 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 4303426 | 4182894 |
| Fannie Mae Mortgage pass-thru certificates 5.1% 6/1/2029  | 2538820 | 2589115 |
| Fannie Mae Mortgage pass-thru certificates 5.17% 8/1/2028  | 2347706 | 2397932 |
| Fannie Mae Mortgage pass-thru certificates 5.297% 8/1/2041 (d) | 139550 | 140027 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 201126 | 206938 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2040  | 128710 | 132429 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 3043917 | 3030539 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 3224573 | 3232570 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 763828 | 757321 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 3108051 | 3084678 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2054  | 602152 | 603457 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2036  | 2498 | 2566 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 22245188 | 22147419 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 1722790 | 1709834 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 454638 | 451077 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 2939504 | 2914643 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2037  | 28569 | 29379 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2052  | 3164296 | 3150389 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 5583120 | 5539390 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2042  | 92960 | 95589 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 1396624 | 1392232 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2037  | 94744 | 97400 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 509298 | 507697 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 13767436 | 13650996 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2055  | 6999305 | 6933545 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2053  | 2168274 | 2160099 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 5800245 | 5760252 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 88234 | 90729 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2037  | 48561 | 49894 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 3589096 | 3584537 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2038  | 41195 | 42377 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 2402807 | 2384738 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 1736893 | 1727878 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 1578412 | 1576900 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 373236 | 373812 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 4417943 | 4386100 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 2717496 | 2714894 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 1876125 | 1871983 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 568587 | 567332 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 77648 | 79684 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2052  | 1927924 | 1919451 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 4122968 | 4091963 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 1976401 | 1966479 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 1361956 | 1355119 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 1274413 | 1276378 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 1747251 | 1753222 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 194248 | 192848 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2034  | 2038 | 2088 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2039  | 184293 | 189427 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2048  | 461601 | 474968 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 3325541 | 3300533 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 2242244 | 2225382 |
| Fannie Mae Mortgage pass-thru certificates 5.81% 6/1/2031  | 261000 | 269058 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2037  | 134674 | 140807 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2038  | 29920 | 31349 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2040  | 29053 | 30479 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2042  | 2731 | 2866 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 2097259 | 2144968 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2034  | 10988 | 11428 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2037  | 30290 | 31694 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 381480 | 387774 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 2110787 | 2162102 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2035  | 185834 | 193172 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2052  | 3260784 | 3312543 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 4755825 | 4834526 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 2125761 | 2152196 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 1445915 | 1462789 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 780737 | 789958 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 300388 | 305062 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 1954044 | 1999717 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 766018 | 784880 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 283872 | 291128 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2039  | 128868 | 135130 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 5880015 | 5973350 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 1986044 | 2006243 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2034  | 39279 | 40760 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2040  | 159461 | 167114 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 2981296 | 3044690 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 508381 | 522527 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 38054 | 39489 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 10497 | 10889 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2036  | 81576 | 84728 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2038  | 10896 | 11432 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 1484395 | 1502390 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 1596080 | 1634508 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 1068 | 1111 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 315943 | 321255 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2036  | 2688626 | 2802267 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2040  | 41679 | 43696 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2053  | 845966 | 857808 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 4670079 | 4726696 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 2275342 | 2325857 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2035  | 22328 | 23219 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036  | 51513 | 53802 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2037  | 3017 | 3161 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 3730470 | 3808337 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 2747637 | 2801555 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 806058 | 817089 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 5603271 | 5671201 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 789484 | 797673 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 425640 | 430102 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2035  | 23266 | 24281 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2037  | 47201 | 49009 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 547329 | 574136 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2038  | 4774 | 5010 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2041  | 734985 | 769232 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 2128708 | 2170481 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 978378 | 997577 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 4818792 | 4904317 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 4138327 | 4235054 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 2939618 | 2975255 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2035  | 12581 | 13099 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2037  | 229468 | 238189 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 6552966 | 6630361 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2036  | 65317 | 68033 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2037  | 2781 | 2915 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 3079174 | 3139598 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 1430731 | 1458807 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 99209 | 100367 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 7358883 | 7445797 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 1729748 | 1773422 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053  | 5310960 | 5515634 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2053  | 3703750 | 3823047 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2054  | 981340 | 1016935 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055  | 1055848 | 1100580 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 383431 | 396590 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 2719783 | 2818436 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 401025 | 416661 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2036  | 815 | 858 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2054  | 804162 | 830190 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 1321513 | 1358194 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2055  | 2453312 | 2554949 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 2975271 | 3089932 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2053  | 1564866 | 1618571 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 1845717 | 1918433 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 1812117 | 1862840 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 1133132 | 1164849 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 7410876 | 7705741 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 2077980 | 2136145 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 1882070 | 1934751 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2053  | 573240 | 592958 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2054  | 751331 | 780896 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 2504845 | 2597268 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 135583 | 140236 |
| Fannie Mae Mortgage pass-thru certificates 6.763% 2/1/2039 (d) | 48107 | 49688 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2053  | 594486 | 623670 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2033  | 1465 | 1532 |
| Fannie Mae Mortgage pass-thru certificates 8% 12/1/2036  | 8391 | 8676 |
| Fannie Mae Mortgage pass-thru certificates Series 1000, 2.5% 9/1/2051  | 757072 | 623278 |
| Freddie Mac Gold Pool 1.5% 1/1/2036  | 2229541 | 1966445 |
| Freddie Mac Gold Pool 1.5% 1/1/2037  | 1032642 | 906913 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 3152314 | 2331619 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 1754290 | 1547275 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 66446 | 58605 |
| Freddie Mac Gold Pool 1.5% 11/1/2050  | 3165209 | 2341157 |
| Freddie Mac Gold Pool 1.5% 11/1/2050  | 257506 | 192557 |
| Freddie Mac Gold Pool 1.5% 12/1/2035  | 2979451 | 2627862 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 351358 | 308579 |
| Freddie Mac Gold Pool 1.5% 12/1/2040  | 336573 | 277906 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 183497 | 137215 |
| Freddie Mac Gold Pool 1.5% 12/1/2050  | 46554 | 34856 |
| Freddie Mac Gold Pool 1.5% 2/1/2036  | 49992 | 44093 |
| Freddie Mac Gold Pool 1.5% 2/1/2041  | 1963991 | 1618813 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 1568191 | 1159918 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 762092 | 672162 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 341253 | 300130 |
| Freddie Mac Gold Pool 1.5% 3/1/2041  | 586331 | 482885 |
| Freddie Mac Gold Pool 1.5% 3/1/2051 (Ac) | 62897 | 47092 |
| Freddie Mac Gold Pool 1.5% 4/1/2036  | 54216 | 47750 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 1315368 | 1082458 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 40779208 | 30136989 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 55829 | 49171 |
| Freddie Mac Gold Pool 1.5% 5/1/2051  | 1255479 | 927835 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 56435 | 49705 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 958548 | 708394 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 933645 | 689990 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 149763 | 112130 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 50308 | 44230 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 1476232 | 1307566 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 77222 | 67892 |
| Freddie Mac Gold Pool 1.5% 9/1/2036  | 2001958 | 1758210 |
| Freddie Mac Gold Pool 2% 1/1/2032  | 581376 | 551266 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 431521 | 337798 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 17859 | 13980 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 2178449 | 1697139 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 43203 | 33699 |
| Freddie Mac Gold Pool 2% 10/1/2041  | 36847 | 31091 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 2671947 | 2093293 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 4696204 | 3692371 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 2414936 | 1891941 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 723714 | 571505 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 239522 | 189147 |
| Freddie Mac Gold Pool 2% 11/1/2041  | 1657106 | 1397565 |
| Freddie Mac Gold Pool 2% 11/1/2041  | 569476 | 479970 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 12426023 | 9734960 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 2116582 | 1680690 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 18049 | 14140 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 4704422 | 3669429 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 2498804 | 1963894 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1268865 | 1002001 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1118328 | 876135 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 897981 | 706033 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 346819 | 273877 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 211157 | 166747 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 93283 | 72761 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 32538 | 25379 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 247798 | 224933 |
| Freddie Mac Gold Pool 2% 12/1/2035  | 164076 | 149653 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 785860 | 615669 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 4090224 | 3190357 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 3131904 | 2473212 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 550166 | 434457 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 287402 | 223903 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 261670 | 206636 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 253301 | 199078 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 250144 | 196440 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 159718 | 125128 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 3059508 | 2783882 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 162062 | 147665 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 139452 | 127064 |
| Freddie Mac Gold Pool 2% 2/1/2042  | 815532 | 685917 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 1382367 | 1082128 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 17859 | 13980 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 5945453 | 4695025 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 5865578 | 4609953 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 1454624 | 1142328 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 351924 | 318461 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 119738 | 108988 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 15421 | 13940 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 379920 | 346762 |
| Freddie Mac Gold Pool 2% 3/1/2041  | 399423 | 341139 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 4299778 | 3365902 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 3645228 | 2853515 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 1602756 | 1257656 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 320360 | 253083 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 302210 | 238745 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 269074 | 212568 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 53123 | 41552 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 36089 | 28510 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 22427 | 17724 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 1930651 | 1507710 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 1415015 | 1280463 |
| Freddie Mac Gold Pool 2% 4/1/2041  | 34210 | 29008 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 1104225 | 938233 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 5974171 | 4672897 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 195841 | 153184 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 10214389 | 7954413 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 1242226 | 976307 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 43150 | 34075 |
| Freddie Mac Gold Pool 2% 5/1/2036  | 354187 | 322389 |
| Freddie Mac Gold Pool 2% 5/1/2036  | 211070 | 192319 |
| Freddie Mac Gold Pool 2% 5/1/2041  | 5996075 | 5078257 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 24051669 | 18812814 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 9320607 | 7334114 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 896576 | 708292 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 580810 | 455570 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 245752 | 192761 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 91893 | 71934 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 20063851 | 18293952 |
| Freddie Mac Gold Pool 2% 6/1/2036  | 2073477 | 1875018 |
| Freddie Mac Gold Pool 2% 6/1/2036  | 876350 | 798770 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 37956285 | 29807385 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 3240806 | 2562248 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 74675 | 58316 |
| Freddie Mac Gold Pool 2% 7/1/2035  | 2272484 | 2072021 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 6431740 | 5473576 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 35314 | 29857 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 491630 | 388232 |
| Freddie Mac Gold Pool 2% 8/1/2050  | 16105 | 12733 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 1812590 | 1415512 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 671168 | 525815 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 28938 | 22599 |
| Freddie Mac Gold Pool 2% 8/1/2052  | 110470 | 86166 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 25922812 | 20341198 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 2222241 | 1747922 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 22181 | 17378 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 5656442 | 4417304 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 256008 | 202165 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 246952 | 195014 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 42124 | 33265 |
| Freddie Mac Gold Pool 2.5% 1/1/2041  | 389788 | 342812 |
| Freddie Mac Gold Pool 2.5% 1/1/2042  | 1962266 | 1712296 |
| Freddie Mac Gold Pool 2.5% 1/1/2043  | 115572 | 100963 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 6229264 | 5114767 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 7839677 | 6495853 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 5187651 | 4265997 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 2482807 | 2032393 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 899427 | 743848 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 723742 | 598552 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 149797 | 122482 |
| Freddie Mac Gold Pool 2.5% 10/1/2031  | 48920 | 46972 |
| Freddie Mac Gold Pool 2.5% 10/1/2035  | 3747203 | 3493675 |
| Freddie Mac Gold Pool 2.5% 10/1/2041  | 960444 | 839830 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 4580121 | 3809341 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 3952057 | 3261037 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 1350340 | 1111279 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 540625 | 447955 |
| Freddie Mac Gold Pool 2.5% 11/1/2031  | 489019 | 468152 |
| Freddie Mac Gold Pool 2.5% 11/1/2032  | 995007 | 948357 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 520352 | 456333 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 165342 | 145289 |
| Freddie Mac Gold Pool 2.5% 11/1/2046  | 430506 | 363127 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 3458780 | 2866981 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 982451 | 806677 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 236476 | 196680 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 619643 | 507231 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 421658 | 343978 |
| Freddie Mac Gold Pool 2.5% 12/1/2050  | 1267969 | 1053396 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 3175403 | 2613236 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 1551936 | 1270394 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 362363 | 295606 |
| Freddie Mac Gold Pool 2.5% 2/1/2035  | 486432 | 453673 |
| Freddie Mac Gold Pool 2.5% 2/1/2043  | 113525 | 98836 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 9946832 | 8263574 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 6014999 | 4938837 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 560472 | 461598 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 2464396 | 2035035 |
| Freddie Mac Gold Pool 2.5% 3/1/2028  | 116485 | 113923 |
| Freddie Mac Gold Pool 2.5% 3/1/2030  | 95009 | 91976 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 1891133 | 1808861 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 1773703 | 1464679 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 13999815 | 11495065 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 527077 | 434094 |
| Freddie Mac Gold Pool 2.5% 4/1/2037  | 53060 | 49354 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 336463 | 294253 |
| Freddie Mac Gold Pool 2.5% 4/1/2047  | 1438431 | 1193663 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 18481743 | 15175117 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 3857462 | 3195037 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 23130971 | 18905796 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 2900409 | 2405053 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 472407 | 391430 |
| Freddie Mac Gold Pool 2.5% 5/1/2035  | 1623624 | 1514280 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 584356 | 515398 |
| Freddie Mac Gold Pool 2.5% 5/1/2050  | 2800245 | 2308870 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 8192117 | 6713640 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 465428 | 389284 |
| Freddie Mac Gold Pool 2.5% 5/1/2052  | 7248323 | 5924322 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 582736 | 560315 |
| Freddie Mac Gold Pool 2.5% 6/1/2041  | 941619 | 825532 |
| Freddie Mac Gold Pool 2.5% 6/1/2041  | 398788 | 350885 |
| Freddie Mac Gold Pool 2.5% 6/1/2051  | 382530 | 317438 |
| Freddie Mac Gold Pool 2.5% 6/1/2051  | 352796 | 288464 |
| Freddie Mac Gold Pool 2.5% 7/1/2030  | 184738 | 178607 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 273413 | 262645 |
| Freddie Mac Gold Pool 2.5% 7/1/2032  | 602230 | 575102 |
| Freddie Mac Gold Pool 2.5% 7/1/2036  | 2907421 | 2698899 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 5035068 | 4189300 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 2933674 | 2431720 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 1029975 | 847630 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 2710500 | 2241649 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 1865772 | 1529045 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 461412 | 442828 |
| Freddie Mac Gold Pool 2.5% 8/1/2032  | 1333666 | 1273609 |
| Freddie Mac Gold Pool 2.5% 8/1/2041  | 135159 | 118998 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 4976382 | 4120255 |
| Freddie Mac Gold Pool 2.5% 9/1/2041  | 296979 | 261172 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 230726 | 189951 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 306433 | 295167 |
| Freddie Mac Gold Pool 3% 1/1/2036  | 394309 | 375011 |
| Freddie Mac Gold Pool 3% 1/1/2037  | 1034030 | 968988 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 262163 | 235534 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 128066 | 115057 |
| Freddie Mac Gold Pool 3% 1/1/2043  | 91871 | 82915 |
| Freddie Mac Gold Pool 3% 1/1/2047  | 4250377 | 3724063 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1481143 | 1268492 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 1243599 | 1068551 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 608415 | 522775 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 370335 | 318207 |
| Freddie Mac Gold Pool 3% 10/1/2028  | 96350 | 94411 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 285290 | 256134 |
| Freddie Mac Gold Pool 3% 10/1/2042  | 50553 | 45431 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 5820767 | 5027813 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 2060098 | 1779454 |
| Freddie Mac Gold Pool 3% 10/1/2051  | 1658700 | 1427814 |
| Freddie Mac Gold Pool 3% 11/1/2042  | 74522 | 68090 |
| Freddie Mac Gold Pool 3% 11/1/2046  | 772221 | 676599 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 7027191 | 6105023 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 5563465 | 4838595 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 747865 | 645050 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 188015 | 161815 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 2507617 | 2172277 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 1415185 | 1215984 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 643280 | 552732 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 77711 | 75481 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 262338 | 254222 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 185691 | 179443 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 478660 | 430411 |
| Freddie Mac Gold Pool 3% 12/1/2042  | 61155 | 55365 |
| Freddie Mac Gold Pool 3% 12/1/2046  | 7549676 | 6638410 |
| Freddie Mac Gold Pool 3% 12/1/2046  | 344593 | 301923 |
| Freddie Mac Gold Pool 3% 12/1/2050  | 1533646 | 1319927 |
| Freddie Mac Gold Pool 3% 12/1/2051  | 5014156 | 4302098 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 94704 | 92099 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 336879 | 304805 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 139862 | 127320 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 67613 | 61366 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 54962 | 49470 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 51490 | 46870 |
| Freddie Mac Gold Pool 3% 2/1/2043  | 31065 | 28066 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 12096622 | 10509201 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 3803021 | 3293260 |
| Freddie Mac Gold Pool 3% 2/1/2050  | 2364148 | 2051688 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 7238717 | 6199439 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 6985574 | 5985914 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 1698867 | 1472476 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 269384 | 231465 |
| Freddie Mac Gold Pool 3% 3/1/2032  | 266415 | 257905 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 307358 | 296675 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 381148 | 342354 |
| Freddie Mac Gold Pool 3% 3/1/2043  | 79350 | 71646 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 87788 | 77648 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 2575712 | 2221607 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 13427872 | 11609104 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 7358521 | 6280196 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 7283053 | 6240822 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 1920465 | 1649241 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 624760 | 535354 |
| Freddie Mac Gold Pool 3% 4/1/2029  | 257987 | 252535 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 28314 | 27475 |
| Freddie Mac Gold Pool 3% 4/1/2032  | 10220 | 9927 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 556890 | 533379 |
| Freddie Mac Gold Pool 3% 4/1/2037  | 648835 | 612214 |
| Freddie Mac Gold Pool 3% 4/1/2037  | 277004 | 261630 |
| Freddie Mac Gold Pool 3% 4/1/2043  | 32983 | 29799 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 609241 | 542589 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 5974 | 5305 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 13475 | 11887 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 11172 | 9855 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 2582446 | 2227416 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 14769430 | 12605103 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 2747441 | 2356848 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 1454938 | 1261963 |
| Freddie Mac Gold Pool 3% 5/1/2035  | 1066476 | 1014948 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 207801 | 183303 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 32344 | 28531 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 600442 | 516956 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 3311539 | 2835576 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 3079140 | 2648127 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 2837902 | 2422033 |
| Freddie Mac Gold Pool 3% 6/1/2029  | 61896 | 60609 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 115611 | 112289 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 41924 | 40720 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 24616 | 23879 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 14725 | 14321 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 13066 | 12674 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 10232 | 9954 |
| Freddie Mac Gold Pool 3% 6/1/2031  | 10076 | 9772 |
| Freddie Mac Gold Pool 3% 6/1/2042  | 212379 | 191563 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 589319 | 520213 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 225426 | 198216 |
| Freddie Mac Gold Pool 3% 6/1/2046  | 204845 | 180696 |
| Freddie Mac Gold Pool 3% 6/1/2048  | 8321097 | 7325345 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 2347708 | 2037421 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 2043805 | 1751329 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 1955779 | 1667344 |
| Freddie Mac Gold Pool 3% 7/1/2032  | 54447 | 52707 |
| Freddie Mac Gold Pool 3% 7/1/2037  | 149198 | 140870 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 598855 | 528630 |
| Freddie Mac Gold Pool 3% 7/1/2050  | 1733591 | 1499593 |
| Freddie Mac Gold Pool 3% 8/1/2029  | 81359 | 79518 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 62547 | 60566 |
| Freddie Mac Gold Pool 3% 8/1/2032  | 42733 | 41355 |
| Freddie Mac Gold Pool 3% 8/1/2043  | 247684 | 221769 |
| Freddie Mac Gold Pool 3% 8/1/2046  | 36470 | 32216 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 426435 | 368742 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 1921963 | 1657735 |
| Freddie Mac Gold Pool 3% 8/1/2050  | 793341 | 687744 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 23983 | 20911 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 1495519 | 1285010 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 566988 | 487711 |
| Freddie Mac Gold Pool 3.05% 10/1/2032  | 6301000 | 5681977 |
| Freddie Mac Gold Pool 3.19% 7/1/2033  | 6000000 | 5434391 |
| Freddie Mac Gold Pool 3.5% 1/1/2032  | 69752 | 68165 |
| Freddie Mac Gold Pool 3.5% 1/1/2043  | 9099 | 8366 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 1411357 | 1308020 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 714648 | 661830 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 331745 | 301494 |
| Freddie Mac Gold Pool 3.5% 1/1/2047  | 1985320 | 1783297 |
| Freddie Mac Gold Pool 3.5% 1/1/2047  | 95989 | 87146 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 859108 | 775445 |
| Freddie Mac Gold Pool 3.5% 1/1/2052  | 2549455 | 2273773 |
| Freddie Mac Gold Pool 3.5% 1/1/2053  | 28445 | 25257 |
| Freddie Mac Gold Pool 3.5% 10/1/2032  | 19357 | 18699 |
| Freddie Mac Gold Pool 3.5% 10/1/2034  | 4420417 | 4280598 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 140405 | 129977 |
| Freddie Mac Gold Pool 3.5% 10/1/2042  | 57477 | 53813 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 402105 | 365438 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 188554 | 171537 |
| Freddie Mac Gold Pool 3.5% 10/1/2045  | 7279 | 6620 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 622378 | 563291 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 7245 | 6594 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 3354093 | 2991822 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 2988405 | 2683375 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 449889 | 435476 |
| Freddie Mac Gold Pool 3.5% 11/1/2042  | 453323 | 419941 |
| Freddie Mac Gold Pool 3.5% 11/1/2044  | 724935 | 662514 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 918994 | 837778 |
| Freddie Mac Gold Pool 3.5% 11/1/2046  | 980570 | 890235 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 422222 | 379234 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 42487 | 38668 |
| Freddie Mac Gold Pool 3.5% 11/1/2052  | 5247580 | 4659478 |
| Freddie Mac Gold Pool 3.5% 11/1/2052  | 2958249 | 2628563 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 68122 | 66239 |
| Freddie Mac Gold Pool 3.5% 12/1/2042  | 90094 | 84480 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 442820 | 402440 |
| Freddie Mac Gold Pool 3.5% 12/1/2045  | 46428 | 42194 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 2083645 | 1891688 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 793328 | 720242 |
| Freddie Mac Gold Pool 3.5% 12/1/2046  | 204427 | 185594 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 808920 | 731112 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 10425 | 9478 |
| Freddie Mac Gold Pool 3.5% 12/1/2052  | 45043 | 40023 |
| Freddie Mac Gold Pool 3.5% 12/1/2054  | 110279 | 97868 |
| Freddie Mac Gold Pool 3.5% 2/1/2029  | 88292 | 87154 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 1776667 | 1728158 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 503366 | 485274 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 1522353 | 1409732 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 47071 | 43986 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 8181201 | 7275828 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 554300 | 496336 |
| Freddie Mac Gold Pool 3.5% 2/1/2053  | 337083 | 302255 |
| Freddie Mac Gold Pool 3.5% 2/1/2053  | 27543 | 24447 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 1865991 | 1822747 |
| Freddie Mac Gold Pool 3.5% 3/1/2042  | 327608 | 303853 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 4730470 | 4319805 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 492213 | 448894 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 19579 | 17794 |
| Freddie Mac Gold Pool 3.5% 3/1/2047  | 308955 | 281089 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 70129 | 63383 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 3540479 | 3169141 |
| Freddie Mac Gold Pool 3.5% 3/1/2052 (Ad) | 2902346 | 2599842 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 2692231 | 2407336 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 672381 | 599128 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 626446 | 558197 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 95619 | 84933 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 218910 | 204325 |
| Freddie Mac Gold Pool 3.5% 4/1/2042  | 210861 | 195922 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 1532048 | 1415364 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 194181 | 179640 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 20494 | 19241 |
| Freddie Mac Gold Pool 3.5% 4/1/2043  | 5543 | 5105 |
| Freddie Mac Gold Pool 3.5% 4/1/2045  | 72340 | 66176 |
| Freddie Mac Gold Pool 3.5% 4/1/2046  | 1564317 | 1421670 |
| Freddie Mac Gold Pool 3.5% 4/1/2047  | 986394 | 882012 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 1668736 | 1484326 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 1599014 | 1438299 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 641054 | 569010 |
| Freddie Mac Gold Pool 3.5% 5/1/2033  | 350704 | 341586 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 206001 | 199802 |
| Freddie Mac Gold Pool 3.5% 5/1/2034  | 80408 | 77967 |
| Freddie Mac Gold Pool 3.5% 5/1/2038  | 35285 | 33150 |
| Freddie Mac Gold Pool 3.5% 5/1/2043  | 148416 | 136977 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 383637 | 351089 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 5600805 | 5114583 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 1353107 | 1232257 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 316327 | 287482 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 85540 | 77686 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 15661 | 14184 |
| Freddie Mac Gold Pool 3.5% 5/1/2047  | 658752 | 589042 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 4377016 | 3893317 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 2559705 | 2291234 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 1380581 | 1237937 |
| Freddie Mac Gold Pool 3.5% 6/1/2032  | 1768975 | 1726857 |
| Freddie Mac Gold Pool 3.5% 6/1/2042  | 311822 | 289498 |
| Freddie Mac Gold Pool 3.5% 6/1/2042  | 22981 | 21277 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 462072 | 420370 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 146869 | 134119 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 73883 | 67909 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 5374 | 4876 |
| Freddie Mac Gold Pool 3.5% 6/1/2046  | 28738 | 26117 |
| Freddie Mac Gold Pool 3.5% 6/1/2046  | 9033 | 8181 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 284935 | 256386 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 27148 | 24097 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 2843624 | 2775335 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 552045 | 538910 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 171653 | 167737 |
| Freddie Mac Gold Pool 3.5% 7/1/2043  | 59366 | 54748 |
| Freddie Mac Gold Pool 3.5% 7/1/2044  | 41478 | 38098 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 287932 | 261856 |
| Freddie Mac Gold Pool 3.5% 7/1/2045  | 13279 | 12051 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 413665 | 375944 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 16922 | 15326 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 15334 | 13887 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 10719 | 9741 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 9942 | 9029 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 102769 | 93532 |
| Freddie Mac Gold Pool 3.5% 7/1/2051  | 5250742 | 4688539 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 11476090 | 10218641 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 426499 | 383499 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 159412 | 154536 |
| Freddie Mac Gold Pool 3.5% 8/1/2034  | 134464 | 130318 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 293597 | 272138 |
| Freddie Mac Gold Pool 3.5% 8/1/2045  | 168843 | 153552 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 126110 | 114531 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 36884 | 33716 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 159415 | 145086 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 18354 | 16704 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 12916 | 11755 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 9194869 | 8305185 |
| Freddie Mac Gold Pool 3.5% 8/1/2051  | 3868611 | 3474947 |
| Freddie Mac Gold Pool 3.5% 8/1/2052  | 338872 | 304707 |
| Freddie Mac Gold Pool 3.5% 9/1/2032  | 5878 | 5675 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 2180025 | 2017577 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 2064108 | 1912150 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 54598 | 51218 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 1851165 | 1680625 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 1091924 | 993719 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 112586 | 102214 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 6471 | 5889 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 112959 | 101776 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 2957980 | 2627400 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 54100 | 48020 |
| Freddie Mac Gold Pool 3.55% 11/1/2032  | 433462 | 405833 |
| Freddie Mac Gold Pool 3.85% 9/1/2032  | 509042 | 483404 |
| Freddie Mac Gold Pool 4% 1/1/2032  | 30767 | 30322 |
| Freddie Mac Gold Pool 4% 1/1/2036  | 957250 | 928299 |
| Freddie Mac Gold Pool 4% 1/1/2038  | 157471 | 151330 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 175436 | 166194 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 152394 | 144282 |
| Freddie Mac Gold Pool 4% 1/1/2046  | 60942 | 57121 |
| Freddie Mac Gold Pool 4% 1/1/2048  | 207578 | 193718 |
| Freddie Mac Gold Pool 4% 1/1/2050  | 206024 | 191631 |
| Freddie Mac Gold Pool 4% 1/1/2053  | 730994 | 671017 |
| Freddie Mac Gold Pool 4% 10/1/2039  | 157574 | 150914 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 205732 | 196474 |
| Freddie Mac Gold Pool 4% 10/1/2040  | 168169 | 160801 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 66882 | 63693 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 16839 | 16186 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 14063 | 13435 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 11516 | 10909 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 76205 | 71426 |
| Freddie Mac Gold Pool 4% 10/1/2045  | 53624 | 50261 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 8501485 | 7807273 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 6321243 | 5799138 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 1315029 | 1220386 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 657805 | 604501 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 242809 | 223133 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 117654 | 108047 |
| Freddie Mac Gold Pool 4% 11/1/2041  | 152844 | 145803 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 1715098 | 1635945 |
| Freddie Mac Gold Pool 4% 11/1/2042  | 3275 | 3174 |
| Freddie Mac Gold Pool 4% 11/1/2045  | 237755 | 222846 |
| Freddie Mac Gold Pool 4% 11/1/2051  | 35173 | 32828 |
| Freddie Mac Gold Pool 4% 11/1/2053  | 907633 | 832809 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 146164 | 139746 |
| Freddie Mac Gold Pool 4% 12/1/2043  | 140683 | 133211 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 255937 | 239728 |
| Freddie Mac Gold Pool 4% 12/1/2045  | 15575 | 14588 |
| Freddie Mac Gold Pool 4% 12/1/2047  | 1598839 | 1493583 |
| Freddie Mac Gold Pool 4% 12/1/2052  | 230166 | 211299 |
| Freddie Mac Gold Pool 4% 2/1/2026  | 614 | 610 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 154494 | 146946 |
| Freddie Mac Gold Pool 4% 2/1/2042  | 47728 | 45552 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 27200 | 25743 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 49725 | 47056 |
| Freddie Mac Gold Pool 4% 2/1/2044  | 35091 | 33104 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 968270 | 915383 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 721345 | 681834 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 59361 | 55601 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 19182 | 17967 |
| Freddie Mac Gold Pool 4% 2/1/2046  | 14328 | 13448 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 32460 | 30384 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 17519 | 16352 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 13851 | 12928 |
| Freddie Mac Gold Pool 4% 3/1/2052  | 1201892 | 1107129 |
| Freddie Mac Gold Pool 4% 3/1/2053  | 735949 | 675565 |
| Freddie Mac Gold Pool 4% 3/1/2053  | 239168 | 220909 |
| Freddie Mac Gold Pool 4% 4/1/2038  | 111414 | 107938 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 19600 | 18611 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 1801021 | 1711661 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 44085 | 41880 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 22405 | 21527 |
| Freddie Mac Gold Pool 4% 4/1/2046  | 152625 | 143150 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 838532 | 769274 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 238563 | 218858 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 19459 | 18162 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 19141 | 17865 |
| Freddie Mac Gold Pool 4% 5/1/2037  | 2534234 | 2435413 |
| Freddie Mac Gold Pool 4% 5/1/2038  | 1402779 | 1344133 |
| Freddie Mac Gold Pool 4% 5/1/2043  | 5863 | 5554 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 137849 | 131454 |
| Freddie Mac Gold Pool 4% 5/1/2046  | 147417 | 137989 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 21053049 | 19360222 |
| Freddie Mac Gold Pool 4% 5/1/2052  | 41524 | 38159 |
| Freddie Mac Gold Pool 4% 6/1/2042  | 5552 | 5293 |
| Freddie Mac Gold Pool 4% 6/1/2043  | 214950 | 203665 |
| Freddie Mac Gold Pool 4% 6/1/2045  | 51684 | 48508 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 2290521 | 2149751 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 2075326 | 1943890 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 153191 | 140778 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 93592 | 85862 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 90455 | 83097 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 19506 | 18206 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 329223 | 312584 |
| Freddie Mac Gold Pool 4% 7/1/2043  | 28028 | 26493 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 229028 | 217654 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 1060784 | 996254 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 136516 | 127273 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 6394103 | 5965389 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 1801729 | 1655167 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 1098249 | 1009255 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 23353 | 21797 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 13305 | 12645 |
| Freddie Mac Gold Pool 4% 8/1/2044  | 13032 | 12310 |
| Freddie Mac Gold Pool 4% 8/1/2045  | 233019 | 218844 |
| Freddie Mac Gold Pool 4% 8/1/2046  | 350609 | 328404 |
| Freddie Mac Gold Pool 4% 8/1/2046  | 12860 | 12026 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 13552757 | 12446070 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 8197099 | 7527743 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 6912563 | 6344292 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 2435932 | 2237019 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 848101 | 778052 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 836641 | 767539 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 92891 | 85335 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 17257 | 16102 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 96658 | 92397 |
| Freddie Mac Gold Pool 4% 9/1/2041  | 112570 | 107352 |
| Freddie Mac Gold Pool 4% 9/1/2042  | 186670 | 177564 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 103156 | 98695 |
| Freddie Mac Gold Pool 4% 9/1/2043  | 10315 | 9818 |
| Freddie Mac Gold Pool 4% 9/1/2046  | 24966 | 23346 |
| Freddie Mac Gold Pool 4% 9/1/2051  | 30270 | 28272 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 982217 | 902011 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 254092 | 233343 |
| Freddie Mac Gold Pool 4.17% 10/1/2034  | 585106 | 555014 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 468071 | 460715 |
| Freddie Mac Gold Pool 4.5% 10/1/2040  | 10491 | 10311 |
| Freddie Mac Gold Pool 4.5% 10/1/2041  | 239602 | 235391 |
| Freddie Mac Gold Pool 4.5% 10/1/2042  | 2874309 | 2797806 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 819187 | 802366 |
| Freddie Mac Gold Pool 4.5% 10/1/2044  | 225512 | 220813 |
| Freddie Mac Gold Pool 4.5% 10/1/2046  | 237167 | 228261 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 82955 | 79477 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 9622 | 9279 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 7056167 | 6680379 |
| Freddie Mac Gold Pool 4.5% 12/1/2040  | 462757 | 455515 |
| Freddie Mac Gold Pool 4.5% 12/1/2043  | 54882 | 53908 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 89743 | 87130 |
| Freddie Mac Gold Pool 4.5% 12/1/2044  | 59339 | 57612 |
| Freddie Mac Gold Pool 4.5% 12/1/2045  | 255749 | 250992 |
| Freddie Mac Gold Pool 4.5% 12/1/2045  | 163901 | 161588 |
| Freddie Mac Gold Pool 4.5% 12/1/2047  | 87669 | 84158 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 4176662 | 4008071 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 132583 | 130438 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 108582 | 106893 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 54572 | 53753 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 48054 | 47306 |
| Freddie Mac Gold Pool 4.5% 2/1/2041  | 23338 | 22932 |
| Freddie Mac Gold Pool 4.5% 2/1/2042  | 21626 | 21212 |
| Freddie Mac Gold Pool 4.5% 2/1/2044  | 65065 | 63293 |
| Freddie Mac Gold Pool 4.5% 2/1/2044  | 43264 | 42495 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 442033 | 418354 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 141586 | 139345 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 116719 | 114901 |
| Freddie Mac Gold Pool 4.5% 3/1/2041  | 54708 | 53819 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 65612 | 63824 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 58200 | 56615 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 46126 | 44870 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 39266 | 38196 |
| Freddie Mac Gold Pool 4.5% 3/1/2044  | 23757 | 23110 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 335813 | 330447 |
| Freddie Mac Gold Pool 4.5% 4/1/2041  | 221746 | 218202 |
| Freddie Mac Gold Pool 4.5% 4/1/2044  | 1523303 | 1481808 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 333015 | 321238 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 55942 | 53579 |
| Freddie Mac Gold Pool 4.5% 5/1/2039  | 142229 | 140239 |
| Freddie Mac Gold Pool 4.5% 5/1/2041  | 6148 | 6047 |
| Freddie Mac Gold Pool 4.5% 5/1/2044  | 62882 | 61169 |
| Freddie Mac Gold Pool 4.5% 5/1/2053  | 3253952 | 3087013 |
| Freddie Mac Gold Pool 4.5% 6/1/2039  | 101957 | 100486 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 182660 | 175630 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 143191 | 137903 |
| Freddie Mac Gold Pool 4.5% 6/1/2052  | 22200238 | 21026601 |
| Freddie Mac Gold Pool 4.5% 7/1/2025  | 56 | 55 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 75801 | 74582 |
| Freddie Mac Gold Pool 4.5% 7/1/2044  | 23253 | 22620 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 260322 | 251523 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 162769 | 156300 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 113273 | 109055 |
| Freddie Mac Gold Pool 4.5% 7/1/2052  | 603039 | 571159 |
| Freddie Mac Gold Pool 4.5% 7/1/2052  | 313419 | 296849 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 11827621 | 11202342 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 11259798 | 10664538 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 494664 | 468514 |
| Freddie Mac Gold Pool 4.5% 8/1/2054  | 3834292 | 3622570 |
| Freddie Mac Gold Pool 4.5% 9/1/2039  | 45445 | 44798 |
| Freddie Mac Gold Pool 4.5% 9/1/2041  | 862013 | 848054 |
| Freddie Mac Gold Pool 4.5% 9/1/2042  | 572635 | 562888 |
| Freddie Mac Gold Pool 4.5% 9/1/2042  | 21116 | 20798 |
| Freddie Mac Gold Pool 4.5% 9/1/2044  | 136115 | 132407 |
| Freddie Mac Gold Pool 4.5% 9/1/2046  | 169491 | 163444 |
| Freddie Mac Gold Pool 5% 1/1/2035  | 6460 | 6503 |
| Freddie Mac Gold Pool 5% 1/1/2040  | 13372 | 13460 |
| Freddie Mac Gold Pool 5% 1/1/2041  | 12526 | 12605 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 878488 | 858344 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 41524 | 40351 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 35734 | 34780 |
| Freddie Mac Gold Pool 5% 10/1/2033  | 101671 | 102362 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 5134298 | 5029403 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 23944 | 23403 |
| Freddie Mac Gold Pool 5% 10/1/2053  | 9482462 | 9193168 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 16164371 | 15656069 |
| Freddie Mac Gold Pool 5% 11/1/2035  | 772518 | 777990 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 839650 | 822233 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 605554 | 594885 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 475804 | 464597 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 366604 | 357969 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 34951 | 34018 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 25145259 | 24378120 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 5219638 | 5063658 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 72148456 | 69879690 |
| Freddie Mac Gold Pool 5% 12/1/2047  | 109963 | 109223 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 1433094 | 1403368 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 616885 | 604089 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 486091 | 473881 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 428649 | 419758 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 258813 | 253444 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 1202621 | 1168937 |
| Freddie Mac Gold Pool 5% 2/1/2034  | 127768 | 128613 |
| Freddie Mac Gold Pool 5% 2/1/2038  | 140243 | 141169 |
| Freddie Mac Gold Pool 5% 2/1/2041  | 28117 | 28284 |
| Freddie Mac Gold Pool 5% 3/1/2038  | 65475 | 65908 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 57977 | 58347 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 57078 | 57421 |
| Freddie Mac Gold Pool 5% 3/1/2041  | 8447 | 8459 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 1059047 | 1033439 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 1010874 | 984536 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 19142 | 19265 |
| Freddie Mac Gold Pool 5% 4/1/2041  | 23520 | 23657 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 7897525 | 7669541 |
| Freddie Mac Gold Pool 5% 5/1/2041  | 50757 | 51058 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 51481 | 51814 |
| Freddie Mac Gold Pool 5% 6/1/2040  | 7221 | 7267 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 262034 | 263705 |
| Freddie Mac Gold Pool 5% 6/1/2041  | 63104 | 63386 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 2755369 | 2681855 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 1436465 | 1412056 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 5058 | 4944 |
| Freddie Mac Gold Pool 5% 7/1/2035  | 127754 | 128633 |
| Freddie Mac Gold Pool 5% 7/1/2040  | 11796 | 11874 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 46372 | 46645 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 42580 | 42861 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 39812 | 40049 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 26247 | 26415 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 26045 | 26162 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 25424 | 25577 |
| Freddie Mac Gold Pool 5% 7/1/2041  | 13060 | 13153 |
| Freddie Mac Gold Pool 5% 7/1/2052  | 80734 | 79362 |
| Freddie Mac Gold Pool 5% 7/1/2053  | 40666 | 39476 |
| Freddie Mac Gold Pool 5% 8/1/2039  | 263629 | 265356 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 101666 | 102322 |
| Freddie Mac Gold Pool 5% 8/1/2040  | 54335 | 54693 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 200234 | 195705 |
| Freddie Mac Gold Pool 5% 8/1/2053  | 5509367 | 5344729 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 47934 | 48251 |
| Freddie Mac Gold Pool 5% 9/1/2038  | 32014 | 32225 |
| Freddie Mac Gold Pool 5% 9/1/2040  | 75625 | 76112 |
| Freddie Mac Gold Pool 5% 9/1/2043  | 23497 | 23618 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 7918596 | 7686293 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 7728 | 7553 |
| Freddie Mac Gold Pool 5% 9/1/2053  | 5712580 | 5541869 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 2319407 | 2306314 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 3549301 | 3561430 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 23394443 | 23291622 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 3638344 | 3609847 |
| Freddie Mac Gold Pool 5.5% 12/1/2038  | 16256 | 16731 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 813937 | 810360 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 805838 | 802296 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 577600 | 573978 |
| Freddie Mac Gold Pool 5.5% 3/1/2053 (Aa)(Ab)(Ac) | 11703843 | 11736525 |
| Freddie Mac Gold Pool 5.5% 3/1/2055  | 399860 | 396103 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 1641093 | 1628752 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 3250818 | 3245673 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 7049998 | 6985966 |
| Freddie Mac Gold Pool 5.5% 6/1/2041  | 59396 | 61155 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 1802510 | 1794644 |
| Freddie Mac Gold Pool 5.5% 9/1/2052  | 1464280 | 1457844 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 7621831 | 7633586 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 576467 | 576816 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 8241752 | 8351972 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 3070455 | 3145100 |
| Freddie Mac Gold Pool 6% 11/1/2037  | 838 | 875 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 2192023 | 2217913 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 1350600 | 1367818 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 1015565 | 1027559 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 944622 | 962568 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 1493908 | 1517622 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 5062936 | 5114427 |
| Freddie Mac Gold Pool 6% 2/1/2028  | 1745 | 1766 |
| Freddie Mac Gold Pool 6% 2/1/2038  | 18790 | 19748 |
| Freddie Mac Gold Pool 6% 2/1/2054  | 398170 | 402500 |
| Freddie Mac Gold Pool 6% 4/1/2053  | 1235412 | 1251162 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 5165932 | 5286677 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 3612010 | 3699821 |
| Freddie Mac Gold Pool 6% 7/1/2037  | 1094 | 1147 |
| Freddie Mac Gold Pool 6% 7/1/2039  | 9557878 | 9791584 |
| Freddie Mac Gold Pool 6% 8/1/2037  | 22733 | 23812 |
| Freddie Mac Gold Pool 6% 8/1/2052  | 1358501 | 1380065 |
| Freddie Mac Gold Pool 6% 8/1/2053  | 8723032 | 8834236 |
| Freddie Mac Gold Pool 6% 9/1/2038  | 33913 | 35576 |
| Freddie Mac Gold Pool 6% 9/1/2052  | 2138105 | 2172044 |
| Freddie Mac Gold Pool 6% 9/1/2054 (Ac) | 16605233 | 17024487 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 15581828 | 15887595 |
| Freddie Mac Gold Pool 6.5% 1/1/2054 (Aa) | 4295899 | 4454407 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 1002055 | 1040281 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 960556 | 995398 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 944681 | 979537 |
| Freddie Mac Gold Pool 6.5% 11/1/2053  | 161491 | 167034 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 383238 | 398181 |
| Freddie Mac Gold Pool 6.5% 3/1/2032  | 485 | 497 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 3566569 | 3707083 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 1072661 | 1117352 |
| Freddie Mac Gold Pool 6.5% 7/1/2054  | 58574 | 60194 |
| Freddie Mac Gold Pool 6.5% 9/1/2039  | 193285 | 205168 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 582117 | 604915 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 565964 | 586493 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 1271321 | 1325083 |
| Freddie Mac Gold Pool 7.5% 1/1/2032  | 1359 | 1404 |
| Freddie Mac Gold Pool 7.5% 12/1/2036  | 1619 | 1667 |
| Freddie Mac Manufactured Housing participation certificates 5.5% 4/1/2055  | 2896859 | 2874169 |
| Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055  | 1362373 | 1392194 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 1057839 | 1101664 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 984878 | 1027220 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 309854 | 324941 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.809%, 7.355% 10/1/2037 (b)(d) | 1226 | 1265 |
| Freddie Mac Non Gold Pool 4% 9/1/2040  | 399184 | 381077 |
| Freddie Mac Non Gold Pool 5% 5/1/2053  | 1091576 | 1064755 |
| Freddie Mac Non Gold Pool 5% 5/1/2053  | 607498 | 590673 |
| Freddie Mac Non Gold Pool 5% 8/1/2053  | 1075242 | 1046807 |
| Freddie Mac Non Gold Pool 5.5% 5/1/2053  | 4303455 | 4308748 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 2169223 | 2167146 |
| Freddie Mac Non Gold Pool 5.5% 7/1/2053  | 3132035 | 3129036 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 4436893 | 4440963 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2053  | 1825595 | 1818712 |
| Freddie Mac Non Gold Pool 6 month FTSE USD IBOR Consumer Fallbacks + 3.281%, 7.906% 10/1/2035 (b)(d) | 230 | 240 |
| Freddie Mac Non Gold Pool 6% 11/1/2054  | 1613358 | 1647538 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 661599 | 675409 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 589605 | 600991 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 565730 | 576831 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 1855799 | 1894536 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 1643439 | 1675688 |
| Freddie Mac Non Gold Pool 6% 9/1/2053  | 1813772 | 1849364 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 1753941 | 1820575 |
| Ginnie Mae 6.5% 6/20/2053  | 1206204 | 1255008 |
| Ginnie Mae 6.5% 7/20/2053  | 1452985 | 1511774 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.57%, 5.797% 3/20/2072 (b)(d)(m) | 596345 | 620669 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.657%, 5.858% 4/20/2072 (b)(d)(m) | 999621 | 1045034 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.661%, 5.863% 3/20/2072 (b)(d)(m) | 582485 | 609037 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.686%, 5.895% 3/20/2072 (b)(d)(m) | 1372409 | 1436012 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.7%, 5.927% 3/20/2072 (b)(d)(m) | 360625 | 377417 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.702%, 5.908% 2/20/2072 (b)(d)(m) | 1063726 | 1112939 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.731%, 5.967% 3/20/2072 (b)(d)(m) | 398980 | 417396 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.738%, 5.941% 3/20/2072 (b)(d)(m) | 861562 | 904269 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.746%, 5.962% 4/20/2072 (b)(d)(m) | 600230 | 630895 |
| Ginnie Mae I Pool 1 year U.S. Treasury Index + 1.766%, 6.008% 3/20/2072 (b)(d)(m) | 995325 | 1045621 |
| Ginnie Mae I Pool 2.5% 1/20/2052  | 2108816 | 1752343 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 3252154 | 2702412 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 2191445 | 1821004 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 1701624 | 1413983 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 1847159 | 1534916 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 1618880 | 1345225 |
| Ginnie Mae I Pool 2.824% 7/20/2071 (d)(m) | 2755159 | 2446011 |
| Ginnie Mae I Pool 2.893% 8/20/2071 (d)(m) | 1071881 | 952459 |
| Ginnie Mae I Pool 2.954% 5/20/2071 (d)(m) | 1358331 | 1209058 |
| Ginnie Mae I Pool 2.968% 6/20/2071 (d) | 626729 | 558267 |
| Ginnie Mae I Pool 3% 11/15/2042  | 156136 | 140494 |
| Ginnie Mae I Pool 3% 12/15/2042  | 44161 | 39685 |
| Ginnie Mae I Pool 3% 12/20/2042  | 392005 | 355557 |
| Ginnie Mae I Pool 3% 2/20/2050  | 1264594 | 1101496 |
| Ginnie Mae I Pool 3% 2/20/2052  | 305841 | 261999 |
| Ginnie Mae I Pool 3% 3/15/2045  | 153070 | 136300 |
| Ginnie Mae I Pool 3% 3/20/2043  | 260166 | 236010 |
| Ginnie Mae I Pool 3% 3/20/2043  | 107539 | 97635 |
| Ginnie Mae I Pool 3% 3/20/2053  | 356069 | 312260 |
| Ginnie Mae I Pool 3% 4/15/2043  | 145725 | 131068 |
| Ginnie Mae I Pool 3% 4/20/2053  | 2009528 | 1764013 |
| Ginnie Mae I Pool 3% 8/15/2045  | 329307 | 290598 |
| Ginnie Mae I Pool 3.037% 7/20/2071 (d)(m) | 1324037 | 1182892 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 307596 | 286028 |
| Ginnie Mae I Pool 3.5% 1/15/2042  | 11608 | 10785 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 4770243 | 4260363 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 74036 | 69080 |
| Ginnie Mae I Pool 3.5% 11/15/2041  | 27531 | 25555 |
| Ginnie Mae I Pool 3.5% 11/15/2043  | 329097 | 303720 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 67188 | 59922 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 30740 | 27320 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 23902 | 21377 |
| Ginnie Mae I Pool 3.5% 12/20/2049  | 7185 | 6383 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 164802 | 152523 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 77582 | 72033 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 62926 | 58443 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 45093 | 41880 |
| Ginnie Mae I Pool 3.5% 2/15/2042  | 34410 | 32016 |
| Ginnie Mae I Pool 3.5% 2/20/2043  | 925473 | 859395 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 1523497 | 1415813 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 50212 | 46720 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 31680 | 29531 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 15667 | 14534 |
| Ginnie Mae I Pool 3.5% 3/15/2042  | 8380 | 7774 |
| Ginnie Mae I Pool 3.5% 3/15/2043  | 310212 | 287181 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 418920 | 388897 |
| Ginnie Mae I Pool 3.5% 3/20/2052  | 394699 | 346738 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 118710 | 110353 |
| Ginnie Mae I Pool 3.5% 5/15/2042  | 83582 | 77674 |
| Ginnie Mae I Pool 3.5% 5/15/2043  | 67775 | 62672 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 76553 | 68945 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 50507 | 45488 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 40838 | 36780 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 38273 | 34469 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 37484 | 33758 |
| Ginnie Mae I Pool 3.5% 5/20/2046  | 26906 | 24205 |
| Ginnie Mae I Pool 3.5% 5/20/2053  | 1597544 | 1430281 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 188650 | 169901 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 50762 | 45717 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 49405 | 44495 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 48320 | 43517 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 45602 | 41070 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 34784 | 31316 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 25942 | 23364 |
| Ginnie Mae I Pool 3.5% 6/20/2046  | 17534 | 15796 |
| Ginnie Mae I Pool 3.5% 7/15/2043  | 175700 | 162196 |
| Ginnie Mae I Pool 3.5% 7/20/2046  | 5250576 | 4730375 |
| Ginnie Mae I Pool 3.5% 7/20/2046  | 45836 | 41266 |
| Ginnie Mae I Pool 3.5% 9/15/2043  | 491539 | 454141 |
| Ginnie Mae I Pool 3.75% 6/20/2046  | 29075 | 26560 |
| Ginnie Mae I Pool 3.75% 7/20/2046  | 57525 | 52549 |
| Ginnie Mae I Pool 4% 1/15/2042  | 14959 | 14345 |
| Ginnie Mae I Pool 4% 1/15/2043  | 48452 | 46274 |
| Ginnie Mae I Pool 4% 1/15/2047  | 22811 | 21132 |
| Ginnie Mae I Pool 4% 1/15/2047  | 19805 | 18348 |
| Ginnie Mae I Pool 4% 1/15/2047  | 14672 | 13592 |
| Ginnie Mae I Pool 4% 1/15/2047  | 6987 | 6472 |
| Ginnie Mae I Pool 4% 1/20/2048  | 92510 | 85613 |
| Ginnie Mae I Pool 4% 10/15/2040  | 93462 | 89773 |
| Ginnie Mae I Pool 4% 10/15/2040  | 8945 | 8589 |
| Ginnie Mae I Pool 4% 10/15/2041  | 264758 | 253391 |
| Ginnie Mae I Pool 4% 10/15/2041  | 101016 | 96812 |
| Ginnie Mae I Pool 4% 10/15/2041  | 98909 | 94850 |
| Ginnie Mae I Pool 4% 10/15/2041  | 57080 | 54619 |
| Ginnie Mae I Pool 4% 10/15/2041  | 33939 | 32438 |
| Ginnie Mae I Pool 4% 10/15/2041  | 10100 | 9695 |
| Ginnie Mae I Pool 4% 10/15/2041  | 8052 | 7726 |
| Ginnie Mae I Pool 4% 11/15/2041  | 261969 | 251018 |
| Ginnie Mae I Pool 4% 11/15/2042  | 16969 | 16212 |
| Ginnie Mae I Pool 4% 11/20/2042  | 34581 | 32984 |
| Ginnie Mae I Pool 4% 11/20/2052  | 2551776 | 2348774 |
| Ginnie Mae I Pool 4% 12/15/2040  | 1607280 | 1541322 |
| Ginnie Mae I Pool 4% 12/15/2040  | 45055 | 43154 |
| Ginnie Mae I Pool 4% 12/15/2041  | 119403 | 114503 |
| Ginnie Mae I Pool 4% 12/15/2041  | 81315 | 77809 |
| Ginnie Mae I Pool 4% 12/15/2041  | 42357 | 40547 |
| Ginnie Mae I Pool 4% 12/15/2041  | 5501 | 5268 |
| Ginnie Mae I Pool 4% 12/15/2042  | 14161 | 13548 |
| Ginnie Mae I Pool 4% 12/15/2046  | 3786 | 3519 |
| Ginnie Mae I Pool 4% 12/20/2043  | 254983 | 242880 |
| Ginnie Mae I Pool 4% 12/20/2047  | 91797 | 84953 |
| Ginnie Mae I Pool 4% 12/20/2052  | 1267066 | 1166168 |
| Ginnie Mae I Pool 4% 2/15/2041  | 36455 | 34999 |
| Ginnie Mae I Pool 4% 2/15/2042  | 29112 | 27873 |
| Ginnie Mae I Pool 4% 3/15/2041  | 17467 | 16770 |
| Ginnie Mae I Pool 4% 3/15/2042  | 137823 | 131881 |
| Ginnie Mae I Pool 4% 3/15/2042  | 25880 | 24726 |
| Ginnie Mae I Pool 4% 4/15/2042  | 31780 | 30386 |
| Ginnie Mae I Pool 4% 4/15/2043  | 10885 | 10447 |
| Ginnie Mae I Pool 4% 4/15/2046  | 2048849 | 1947016 |
| Ginnie Mae I Pool 4% 4/20/2047  | 1576757 | 1464625 |
| Ginnie Mae I Pool 4% 4/20/2047  | 1481160 | 1376752 |
| Ginnie Mae I Pool 4% 4/20/2048  | 328994 | 304981 |
| Ginnie Mae I Pool 4% 4/20/2048  | 301793 | 279765 |
| Ginnie Mae I Pool 4% 4/20/2052  | 252468 | 231989 |
| Ginnie Mae I Pool 4% 5/15/2042  | 8687 | 8435 |
| Ginnie Mae I Pool 4% 5/20/2049  | 691474 | 637545 |
| Ginnie Mae I Pool 4% 6/15/2041  | 27570 | 26423 |
| Ginnie Mae I Pool 4% 6/15/2041  | 16722 | 15995 |
| Ginnie Mae I Pool 4% 6/20/2046  | 23536 | 21840 |
| Ginnie Mae I Pool 4% 6/20/2049  | 185213 | 170537 |
| Ginnie Mae I Pool 4% 7/15/2041  | 9825 | 9415 |
| Ginnie Mae I Pool 4% 7/15/2046  | 95500 | 88769 |
| Ginnie Mae I Pool 4% 7/15/2046  | 16665 | 15491 |
| Ginnie Mae I Pool 4% 7/15/2046  | 10704 | 9950 |
| Ginnie Mae I Pool 4% 8/15/2040  | 69928 | 67189 |
| Ginnie Mae I Pool 4% 8/15/2041  | 232885 | 223105 |
| Ginnie Mae I Pool 4% 8/15/2041  | 11025 | 10588 |
| Ginnie Mae I Pool 4% 8/15/2043  | 15176 | 14442 |
| Ginnie Mae I Pool 4% 8/15/2046  | 57738 | 53669 |
| Ginnie Mae I Pool 4% 8/20/2052 (r) | 7167127 | 6603679 |
| Ginnie Mae I Pool 4% 9/15/2041  | 120716 | 115647 |
| Ginnie Mae I Pool 4% 9/15/2041  | 11628 | 11112 |
| Ginnie Mae I Pool 4% 9/15/2041  | 1447 | 1392 |
| Ginnie Mae I Pool 4.5% 1/15/2040  | 16330 | 16056 |
| Ginnie Mae I Pool 4.5% 1/20/2053  | 436410 | 415259 |
| Ginnie Mae I Pool 4.5% 10/20/2048  | 111994 | 107362 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 9974543 | 9500461 |
| Ginnie Mae I Pool 4.5% 10/20/2054  | 9002215 | 8506127 |
| Ginnie Mae I Pool 4.5% 11/20/2047  | 96665 | 92758 |
| Ginnie Mae I Pool 4.5% 2/15/2040  | 1400 | 1376 |
| Ginnie Mae I Pool 4.5% 2/20/2049  | 67524 | 64731 |
| Ginnie Mae I Pool 4.5% 3/15/2040  | 19855 | 19518 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 332509 | 326225 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 267383 | 262741 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 23074 | 22677 |
| Ginnie Mae I Pool 4.5% 3/15/2041  | 8672 | 8521 |
| Ginnie Mae I Pool 4.5% 3/20/2048  | 48729 | 46729 |
| Ginnie Mae I Pool 4.5% 3/20/2048  | 36512 | 35013 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 19280 | 18954 |
| Ginnie Mae I Pool 4.5% 4/15/2040  | 3330 | 3273 |
| Ginnie Mae I Pool 4.5% 4/15/2041  | 38506 | 37792 |
| Ginnie Mae I Pool 4.5% 4/20/2048  | 119668 | 114756 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 8068268 | 7648861 |
| Ginnie Mae I Pool 4.5% 5/15/2039  | 8392 | 8256 |
| Ginnie Mae I Pool 4.5% 5/15/2046  | 13782 | 13208 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 59326 | 58327 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 54830 | 53887 |
| Ginnie Mae I Pool 4.5% 6/15/2040  | 43566 | 42826 |
| Ginnie Mae I Pool 4.5% 6/20/2049  | 133564 | 127957 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 107090 | 105263 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 33369 | 32797 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 31463 | 30917 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 26460 | 25997 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 9244 | 9086 |
| Ginnie Mae I Pool 4.5% 7/15/2040  | 3713 | 3644 |
| Ginnie Mae I Pool 4.5% 7/20/2048  | 193808 | 185854 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 150549 | 144229 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 128124 | 122745 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 78408 | 75117 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 73104 | 70035 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 68259 | 65394 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 44881 | 42996 |
| Ginnie Mae I Pool 4.5% 7/20/2049  | 19445 | 18605 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 2662787 | 2536227 |
| Ginnie Mae I Pool 4.5% 8/15/2040  | 61796 | 60727 |
| Ginnie Mae I Pool 4.5% 8/20/2049  | 257519 | 246386 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 17417463 | 16589625 |
| Ginnie Mae I Pool 4.5% 9/15/2040  | 39327 | 38630 |
| Ginnie Mae I Pool 4.5% 9/20/2052  | 839731 | 799819 |
| Ginnie Mae I Pool 5% 1/20/2035  | 830628 | 835850 |
| Ginnie Mae I Pool 5% 10/15/2039  | 28619 | 28752 |
| Ginnie Mae I Pool 5% 10/20/2038  | 10729 | 10803 |
| Ginnie Mae I Pool 5% 11/20/2052  | 109325 | 106594 |
| Ginnie Mae I Pool 5% 12/15/2039  | 34562 | 34722 |
| Ginnie Mae I Pool 5% 12/20/2048  | 68301 | 67229 |
| Ginnie Mae I Pool 5% 2/20/2049  | 75958 | 74767 |
| Ginnie Mae I Pool 5% 4/15/2040  | 244514 | 245647 |
| Ginnie Mae I Pool 5% 4/15/2041  | 22219 | 22317 |
| Ginnie Mae I Pool 5% 4/15/2041  | 10109 | 10156 |
| Ginnie Mae I Pool 5% 4/15/2041  | 6425 | 6453 |
| Ginnie Mae I Pool 5% 4/15/2049  | 69081 | 68236 |
| Ginnie Mae I Pool 5% 4/20/2048  | 2439238 | 2429180 |
| Ginnie Mae I Pool 5% 4/20/2048  | 42556 | 41942 |
| Ginnie Mae I Pool 5% 5/15/2040  | 34389 | 34551 |
| Ginnie Mae I Pool 5% 6/15/2040  | 21849 | 21950 |
| Ginnie Mae I Pool 5% 6/20/2048  | 80345 | 79186 |
| Ginnie Mae I Pool 5% 6/20/2049  | 116201 | 114379 |
| Ginnie Mae I Pool 5% 6/20/2063  | 550883 | 532946 |
| Ginnie Mae I Pool 5% 7/15/2039  | 24258 | 24373 |
| Ginnie Mae I Pool 5% 7/15/2040  | 18860 | 18946 |
| Ginnie Mae I Pool 5% 7/20/2049  | 25866 | 25460 |
| Ginnie Mae I Pool 5% 8/15/2039  | 27050 | 27177 |
| Ginnie Mae I Pool 5% 8/15/2040  | 54307 | 54557 |
| Ginnie Mae I Pool 5% 8/15/2040  | 49385 | 49611 |
| Ginnie Mae I Pool 5% 8/20/2048  | 66649 | 65687 |
| Ginnie Mae I Pool 5% 8/20/2052  | 2857149 | 2783091 |
| Ginnie Mae I Pool 5% 9/15/2039  | 23925 | 24037 |
| Ginnie Mae I Pool 5% 9/15/2040  | 33283 | 33437 |
| Ginnie Mae I Pool 5% 9/15/2040  | 22342 | 22443 |
| Ginnie Mae I Pool 5% 9/15/2041  | 30928 | 31073 |
| Ginnie Mae I Pool 5% 9/20/2052  | 3407289 | 3324295 |
| Ginnie Mae I Pool 5.5% 1/15/2037  | 849 | 856 |
| Ginnie Mae I Pool 5.5% 11/20/2052  | 1169306 | 1168600 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 5568976 | 5556910 |
| Ginnie Mae I Pool 5.5% 6/15/2036  | 5035 | 5122 |
| Ginnie Mae I Pool 5.5% 6/20/2063  | 413027 | 409809 |
| Ginnie Mae I Pool 5.5% 7/20/2053  | 2809107 | 2834009 |
| Ginnie Mae I Pool 5.5% 7/20/2053  | 2138255 | 2157210 |
| Ginnie Mae I Pool 5.5% 9/15/2038  | 34311 | 34973 |
| Ginnie Mae I Pool 5.5% 9/20/2052  | 1501971 | 1499186 |
| Ginnie Mae I Pool 6% 10/20/2033  | 2654 | 2730 |
| Ginnie Mae I Pool 6% 11/20/2032  | 3863 | 3955 |
| Ginnie Mae I Pool 6% 12/20/2052  | 6771424 | 6870411 |
| Ginnie Mae I Pool 6% 3/20/2035  | 2816 | 2904 |
| Ginnie Mae I Pool 6% 4/20/2036  | 370 | 372 |
| Ginnie Mae I Pool 6% 6/20/2053  | 845247 | 857604 |
| Ginnie Mae I Pool 6% 6/20/2053  | 799857 | 826047 |
| Ginnie Mae I Pool 6% 6/20/2063  | 703472 | 709579 |
| Ginnie Mae I Pool 6% 7/20/2053  | 1111939 | 1135838 |
| Ginnie Mae I Pool 6% 8/15/2036  | 36373 | 37443 |
| Ginnie Mae I Pool 7% 6/20/2032  | 2999 | 3083 |
| Ginnie Mae II Pool 2% 1/20/2051  | 39892819 | 32064839 |
| Ginnie Mae II Pool 2% 10/20/2050  | 25936584 | 20847170 |
| Ginnie Mae II Pool 2% 10/20/2051  | 383323 | 308345 |
| Ginnie Mae II Pool 2% 11/20/2050  | 7614812 | 6120593 |
| Ginnie Mae II Pool 2% 11/20/2051  | 1527230 | 1228026 |
| Ginnie Mae II Pool 2% 12/20/2050  | 28658124 | 23034675 |
| Ginnie Mae II Pool 2% 12/20/2051  | 8744090 | 7028278 |
| Ginnie Mae II Pool 2% 2/20/2051  | 6380743 | 5128680 |
| Ginnie Mae II Pool 2% 2/20/2052  | 8420306 | 6768029 |
| Ginnie Mae II Pool 2% 3/20/2051  | 1585987 | 1274776 |
| Ginnie Mae II Pool 2% 3/20/2052  | 12356075 | 9935362 |
| Ginnie Mae II Pool 2% 4/20/2051  | 579934 | 466137 |
| Ginnie Mae II Pool 2% 4/20/2052  | 12659672 | 10181459 |
| Ginnie Mae II Pool 2% 6/1/2055 (r) | 107297000 | 86205264 |
| Ginnie Mae II Pool 2% 7/1/2055 (r) | 32000000 | 25705901 |
| Ginnie Mae II Pool 2% 7/20/2051  | 2610910 | 2100215 |
| Ginnie Mae II Pool 2% 8/20/2051  | 42128 | 33862 |
| Ginnie Mae II Pool 2% 9/20/2050  | 6250125 | 5027599 |
| Ginnie Mae II Pool 2% 9/20/2051  | 4699983 | 3779197 |
| Ginnie Mae II Pool 2.5% 11/20/2049  | 255246 | 214971 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 2367726 | 1985245 |
| Ginnie Mae II Pool 2.5% 12/20/2046  | 375076 | 322315 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 802581 | 673434 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 3929783 | 3294968 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 9350633 | 7844520 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 11805782 | 9906062 |
| Ginnie Mae II Pool 2.5% 4/20/2051  | 3570504 | 2995959 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 23576014 | 19771242 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 9416991 | 7900190 |
| Ginnie Mae II Pool 2.5% 6/1/2055 (r) | 105035000 | 88022912 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 2189132 | 1836185 |
| Ginnie Mae II Pool 2.5% 6/20/2052  | 2403904 | 2015954 |
| Ginnie Mae II Pool 2.5% 6/20/2054  | 70191 | 58825 |
| Ginnie Mae II Pool 2.5% 7/1/2055 (r) | 31450000 | 26346341 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 5177296 | 4340959 |
| Ginnie Mae II Pool 2.5% 7/20/2054  | 765401 | 641459 |
| Ginnie Mae II Pool 2.5% 8/20/2046  | 107834 | 92850 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 10419971 | 8739991 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 28317385 | 23743012 |
| Ginnie Mae II Pool 3% 1/20/2043  | 3092495 | 2797801 |
| Ginnie Mae II Pool 3% 1/20/2044  | 774948 | 699418 |
| Ginnie Mae II Pool 3% 10/20/2046  | 2478808 | 2192418 |
| Ginnie Mae II Pool 3% 10/20/2051  | 137781 | 120226 |
| Ginnie Mae II Pool 3% 12/20/2042  | 1064741 | 963606 |
| Ginnie Mae II Pool 3% 12/20/2049  | 903228 | 790688 |
| Ginnie Mae II Pool 3% 12/20/2051  | 1138139 | 993128 |
| Ginnie Mae II Pool 3% 2/20/2043  | 374869 | 339150 |
| Ginnie Mae II Pool 3% 2/20/2047  | 448200 | 396137 |
| Ginnie Mae II Pool 3% 2/20/2052  | 1591086 | 1388365 |
| Ginnie Mae II Pool 3% 3/20/2045  | 130762 | 117028 |
| Ginnie Mae II Pool 3% 3/20/2050  | 1501398 | 1311579 |
| Ginnie Mae II Pool 3% 4/20/2043  | 206173 | 186306 |
| Ginnie Mae II Pool 3% 4/20/2045  | 66748 | 59717 |
| Ginnie Mae II Pool 3% 4/20/2046  | 356003 | 314872 |
| Ginnie Mae II Pool 3% 5/20/2045  | 74611 | 66705 |
| Ginnie Mae II Pool 3% 5/20/2046  | 522173 | 461844 |
| Ginnie Mae II Pool 3% 5/20/2052  | 110387 | 96288 |
| Ginnie Mae II Pool 3% 6/1/2055 (r) | 61185000 | 53322513 |
| Ginnie Mae II Pool 3% 6/20/2045  | 71245 | 63675 |
| Ginnie Mae II Pool 3% 6/20/2051  | 2218244 | 1936310 |
| Ginnie Mae II Pool 3% 7/20/2045  | 76711 | 67896 |
| Ginnie Mae II Pool 3% 7/20/2046  | 676101 | 597988 |
| Ginnie Mae II Pool 3% 7/20/2049  | 593247 | 521184 |
| Ginnie Mae II Pool 3% 7/20/2051  | 5716229 | 4989709 |
| Ginnie Mae II Pool 3% 8/20/2042  | 119093 | 107905 |
| Ginnie Mae II Pool 3% 8/20/2045  | 262994 | 232774 |
| Ginnie Mae II Pool 3% 8/20/2051  | 9773405 | 8525119 |
| Ginnie Mae II Pool 3% 9/20/2042  | 313625 | 284113 |
| Ginnie Mae II Pool 3% 9/20/2045  | 254346 | 225119 |
| Ginnie Mae II Pool 3% 9/20/2046  | 824212 | 728986 |
| Ginnie Mae II Pool 3% 9/20/2049  | 548363 | 480038 |
| Ginnie Mae II Pool 3% 9/20/2051  | 24580365 | 21448576 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 181297 | 163449 |
| Ginnie Mae II Pool 3.5% 1/20/2052  | 18012094 | 16122006 |
| Ginnie Mae II Pool 3.5% 10/20/2040  | 107522 | 99859 |
| Ginnie Mae II Pool 3.5% 10/20/2041  | 348536 | 322862 |
| Ginnie Mae II Pool 3.5% 10/20/2042  | 68306 | 63083 |
| Ginnie Mae II Pool 3.5% 10/20/2044  | 960529 | 878496 |
| Ginnie Mae II Pool 3.5% 10/20/2045  | 82074 | 74455 |
| Ginnie Mae II Pool 3.5% 10/20/2049  | 1196884 | 1076059 |
| Ginnie Mae II Pool 3.5% 10/20/2051  | 4228171 | 3785482 |
| Ginnie Mae II Pool 3.5% 11/20/2042  | 179970 | 166158 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 96234 | 87121 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 259113 | 234008 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 1265033 | 1172103 |
| Ginnie Mae II Pool 3.5% 12/20/2042  | 2059306 | 1901247 |
| Ginnie Mae II Pool 3.5% 12/20/2046  | 885061 | 801246 |
| Ginnie Mae II Pool 3.5% 12/20/2047  | 919929 | 829362 |
| Ginnie Mae II Pool 3.5% 12/20/2051  | 13377224 | 11972448 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 201728 | 186132 |
| Ginnie Mae II Pool 3.5% 2/20/2052  | 33233 | 29745 |
| Ginnie Mae II Pool 3.5% 3/20/2043  | 163234 | 150573 |
| Ginnie Mae II Pool 3.5% 3/20/2046  | 920253 | 834831 |
| Ginnie Mae II Pool 3.5% 3/20/2052  | 7840846 | 7017459 |
| Ginnie Mae II Pool 3.5% 4/20/2045  | 1087746 | 992982 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 509375 | 461297 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 51491 | 46422 |
| Ginnie Mae II Pool 3.5% 4/20/2052  | 2134590 | 1910431 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 249331 | 228889 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 75291 | 67808 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 19239 | 17327 |
| Ginnie Mae II Pool 3.5% 6/1/2055 (r) | 37276000 | 33179021 |
| Ginnie Mae II Pool 3.5% 6/20/2042  | 121026 | 111903 |
| Ginnie Mae II Pool 3.5% 6/20/2043  | 117002 | 107834 |
| Ginnie Mae II Pool 3.5% 6/20/2052  | 1174226 | 1049450 |
| Ginnie Mae II Pool 3.5% 7/1/2055 (r) | 28750000 | 25579999 |
| Ginnie Mae II Pool 3.5% 7/20/2046  | 1476801 | 1337409 |
| Ginnie Mae II Pool 3.5% 7/20/2047  | 2513409 | 2270677 |
| Ginnie Mae II Pool 3.5% 7/20/2050  | 28726 | 25808 |
| Ginnie Mae II Pool 3.5% 8/20/2042  | 187374 | 173151 |
| Ginnie Mae II Pool 3.5% 9/20/2040  | 265335 | 246397 |
| Ginnie Mae II Pool 3.5% 9/20/2046  | 101472 | 91895 |
| Ginnie Mae II Pool 4% 1/20/2041  | 2242644 | 2149716 |
| Ginnie Mae II Pool 4% 1/20/2046  | 126480 | 118315 |
| Ginnie Mae II Pool 4% 1/20/2047  | 135663 | 126524 |
| Ginnie Mae II Pool 4% 10/20/2040  | 848414 | 813470 |
| Ginnie Mae II Pool 4% 10/20/2041  | 1384371 | 1324347 |
| Ginnie Mae II Pool 4% 10/20/2042  | 235067 | 224434 |
| Ginnie Mae II Pool 4% 10/20/2043  | 203122 | 193119 |
| Ginnie Mae II Pool 4% 10/20/2044  | 1781367 | 1690320 |
| Ginnie Mae II Pool 4% 10/20/2045  | 7337 | 6875 |
| Ginnie Mae II Pool 4% 10/20/2046  | 138515 | 129357 |
| Ginnie Mae II Pool 4% 10/20/2047  | 62400 | 58118 |
| Ginnie Mae II Pool 4% 11/20/2040  | 872031 | 836004 |
| Ginnie Mae II Pool 4% 11/20/2041  | 143100 | 136875 |
| Ginnie Mae II Pool 4% 11/20/2042  | 14494 | 13833 |
| Ginnie Mae II Pool 4% 11/20/2044  | 800293 | 759254 |
| Ginnie Mae II Pool 4% 11/20/2046  | 329427 | 307646 |
| Ginnie Mae II Pool 4% 11/20/2047  | 104110 | 96966 |
| Ginnie Mae II Pool 4% 12/20/2040  | 11152 | 10692 |
| Ginnie Mae II Pool 4% 12/20/2041  | 443355 | 424066 |
| Ginnie Mae II Pool 4% 12/20/2042  | 840530 | 802342 |
| Ginnie Mae II Pool 4% 12/20/2044  | 66608 | 63193 |
| Ginnie Mae II Pool 4% 12/20/2045  | 489165 | 457588 |
| Ginnie Mae II Pool 4% 2/20/2041  | 10853 | 10401 |
| Ginnie Mae II Pool 4% 2/20/2042  | 79137 | 75664 |
| Ginnie Mae II Pool 4% 2/20/2043  | 103291 | 98615 |
| Ginnie Mae II Pool 4% 2/20/2047  | 226981 | 211690 |
| Ginnie Mae II Pool 4% 2/20/2049  | 2850006 | 2644654 |
| Ginnie Mae II Pool 4% 3/20/2041  | 395066 | 378609 |
| Ginnie Mae II Pool 4% 3/20/2047  | 424666 | 395792 |
| Ginnie Mae II Pool 4% 3/20/2049  | 3328593 | 3088757 |
| Ginnie Mae II Pool 4% 4/20/2043  | 104821 | 100134 |
| Ginnie Mae II Pool 4% 4/20/2049  | 1588626 | 1472671 |
| Ginnie Mae II Pool 4% 4/20/2052  | 4899166 | 4520522 |
| Ginnie Mae II Pool 4% 5/20/2040  | 68604 | 65876 |
| Ginnie Mae II Pool 4% 5/20/2046  | 74838 | 70007 |
| Ginnie Mae II Pool 4% 5/20/2049  | 1552345 | 1439038 |
| Ginnie Mae II Pool 4% 6/1/2055 (r) | 36195000 | 33172232 |
| Ginnie Mae II Pool 4% 6/20/2045  | 3846298 | 3644505 |
| Ginnie Mae II Pool 4% 6/20/2046  | 205703 | 192424 |
| Ginnie Mae II Pool 4% 6/20/2047  | 441009 | 411024 |
| Ginnie Mae II Pool 4% 6/20/2052  | 6367657 | 5867557 |
| Ginnie Mae II Pool 4% 7/20/2044  | 372399 | 353616 |
| Ginnie Mae II Pool 4% 7/20/2045  | 290533 | 275105 |
| Ginnie Mae II Pool 4% 7/20/2047  | 1088174 | 1014188 |
| Ginnie Mae II Pool 4% 8/20/2043  | 55449 | 52760 |
| Ginnie Mae II Pool 4% 8/20/2044  | 641596 | 609129 |
| Ginnie Mae II Pool 4% 8/20/2045  | 1200200 | 1124599 |
| Ginnie Mae II Pool 4% 8/20/2048  | 3265960 | 3035741 |
| Ginnie Mae II Pool 4% 9/20/2040  | 57692 | 55313 |
| Ginnie Mae II Pool 4% 9/20/2045  | 6111 | 5726 |
| Ginnie Mae II Pool 4% 9/20/2047  | 2403557 | 2238636 |
| Ginnie Mae II Pool 4% 9/20/2048  | 383995 | 356927 |
| Ginnie Mae II Pool 4.5% 1/20/2045  | 173183 | 168023 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 122261 | 118427 |
| Ginnie Mae II Pool 4.5% 1/20/2048  | 200329 | 193359 |
| Ginnie Mae II Pool 4.5% 1/20/2049  | 953414 | 915175 |
| Ginnie Mae II Pool 4.5% 10/20/2041  | 1007786 | 990646 |
| Ginnie Mae II Pool 4.5% 10/20/2043  | 651615 | 638880 |
| Ginnie Mae II Pool 4.5% 10/20/2044  | 594827 | 577104 |
| Ginnie Mae II Pool 4.5% 11/20/2046  | 320072 | 313624 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 15707798 | 14832366 |
| Ginnie Mae II Pool 4.5% 12/20/2039  | 97870 | 96336 |
| Ginnie Mae II Pool 4.5% 2/20/2041  | 445327 | 437960 |
| Ginnie Mae II Pool 4.5% 2/20/2048  | 388487 | 374969 |
| Ginnie Mae II Pool 4.5% 3/20/2041  | 1660104 | 1632636 |
| Ginnie Mae II Pool 4.5% 3/20/2047  | 104833 | 101546 |
| Ginnie Mae II Pool 4.5% 3/20/2048  | 32495 | 31364 |
| Ginnie Mae II Pool 4.5% 3/20/2049  | 71507 | 68639 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 2999997 | 2832800 |
| Ginnie Mae II Pool 4.5% 4/20/2041  | 363856 | 357809 |
| Ginnie Mae II Pool 4.5% 4/20/2048  | 626019 | 603845 |
| Ginnie Mae II Pool 4.5% 4/20/2055  | 2399999 | 2266242 |
| Ginnie Mae II Pool 4.5% 5/20/2040  | 18811 | 18511 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 1114190 | 1095598 |
| Ginnie Mae II Pool 4.5% 5/20/2044  | 193106 | 189335 |
| Ginnie Mae II Pool 4.5% 5/20/2045  | 123826 | 120136 |
| Ginnie Mae II Pool 4.5% 5/20/2052  | 9445813 | 8996861 |
| Ginnie Mae II Pool 4.5% 5/20/2055  | 1600000 | 1510828 |
| Ginnie Mae II Pool 4.5% 6/1/2055 (r) | 118493000 | 111864111 |
| Ginnie Mae II Pool 4.5% 6/20/2041  | 729717 | 717444 |
| Ginnie Mae II Pool 4.5% 6/20/2045  | 55651 | 54538 |
| Ginnie Mae II Pool 4.5% 7/1/2055 (r) | 47300000 | 44637256 |
| Ginnie Mae II Pool 4.5% 7/20/2046  | 245679 | 238359 |
| Ginnie Mae II Pool 4.5% 8/20/2041  | 77266 | 75957 |
| Ginnie Mae II Pool 4.5% 8/20/2047  | 197782 | 190901 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 270131 | 265733 |
| Ginnie Mae II Pool 4.5% 9/20/2044  | 564175 | 547365 |
| Ginnie Mae II Pool 5% 1/20/2035  | 232759 | 234234 |
| Ginnie Mae II Pool 5% 1/20/2055  | 15240407 | 14794173 |
| Ginnie Mae II Pool 5% 10/20/2037  | 6676 | 6722 |
| Ginnie Mae II Pool 5% 10/20/2040  | 184078 | 185358 |
| Ginnie Mae II Pool 5% 11/20/2054  | 1232984 | 1196979 |
| Ginnie Mae II Pool 5% 12/20/2035  | 28187 | 28373 |
| Ginnie Mae II Pool 5% 12/20/2036  | 25279 | 25451 |
| Ginnie Mae II Pool 5% 2/20/2036  | 21354 | 21496 |
| Ginnie Mae II Pool 5% 3/20/2036  | 14964 | 15063 |
| Ginnie Mae II Pool 5% 3/20/2042  | 142906 | 143899 |
| Ginnie Mae II Pool 5% 5/20/2035  | 33685 | 33901 |
| Ginnie Mae II Pool 5% 6/1/2055 (r) | 191157000 | 185485487 |
| Ginnie Mae II Pool 5% 6/20/2034  | 16977 | 17081 |
| Ginnie Mae II Pool 5% 6/20/2038  | 55124 | 55504 |
| Ginnie Mae II Pool 5% 6/20/2048  | 2002139 | 1978242 |
| Ginnie Mae II Pool 5% 7/1/2055 (r) | 58600000 | 56827034 |
| Ginnie Mae II Pool 5% 8/20/2035  | 22063 | 22207 |
| Ginnie Mae II Pool 5% 8/20/2045  | 397137 | 399869 |
| Ginnie Mae II Pool 5% 9/20/2046  | 169154 | 170330 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 2578771 | 2562506 |
| Ginnie Mae II Pool 5.5% 3/20/2041  | 44176 | 45368 |
| Ginnie Mae II Pool 5.5% 6/1/2055 (r) | 111645000 | 110879294 |
| Ginnie Mae II Pool 5.5% 7/1/2055 (r) | 83875000 | 83221119 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 69253 | 69125 |
| Ginnie Mae II Pool 6% 1/20/2055  | 4839671 | 4890380 |
| Ginnie Mae II Pool 6% 12/20/2054  | 9657558 | 9767800 |
| Ginnie Mae II Pool 6% 6/1/2055 (r) | 112756000 | 113851176 |
| Ginnie Mae II Pool 6% 6/20/2054 (r) | 515381 | 521425 |
| Ginnie Mae II Pool 6% 7/1/2055 (r) | 106900000 | 107775437 |
| Ginnie Mae II Pool 6% 7/20/2054 (r) | 4311229 | 4355727 |
| Ginnie Mae II Pool 6% 8/20/2053  | 30777 | 31255 |
| Ginnie Mae II Pool 6% 8/20/2054  | 5786812 | 5846088 |
| Ginnie Mae II Pool 6% 9/20/2038  | 1094 | 1138 |
| Ginnie Mae II Pool 6.5% 10/20/2039  | 2498 | 2611 |
| Ginnie Mae II Pool 6.5% 10/20/2039  | 1139 | 1187 |
| Ginnie Mae II Pool 6.5% 6/1/2055 (r) | 23124000 | 23618477 |
| Ginnie Mae II Pool 6.5% 7/1/2055 (r) | 20100000 | 20515680 |
| Ginnie Mae II Pool 7% 1/20/2039  | 3441 | 3540 |
| Ginnie Mae II Pool 7% 10/20/2038  | 3458 | 3628 |
| Ginnie Mae II Pool 7% 8/20/2038  | 645 | 662 |
| Ginnie Mae II Pool 7.5% 5/20/2032  | 1207 | 1257 |
| Ginnie Mae II Pool 8% 9/20/2031  | 3240 | 3345 |
| Uniform Mortgage Backed Securities 1.5% 6/1/2040 (r) | 2835000 | 2486346 |
| Uniform Mortgage Backed Securities 2% 6/1/2040 (r) | 7748000 | 6997113 |
| Uniform Mortgage Backed Securities 2% 6/1/2055 (r) | 333062000 | 258890625 |
| Uniform Mortgage Backed Securities 2% 7/1/2055 (r) | 221325000 | 172132044 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2040 (r) | 2371000 | 2188082 |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 (r) | 108015000 | 88027991 |
| Uniform Mortgage Backed Securities 2.5% 7/1/2055 (r) | 19500000 | 15896304 |
| Uniform Mortgage Backed Securities 3% 6/1/2040 (r) | 1286000 | 1212105 |
| Uniform Mortgage Backed Securities 3% 6/1/2055 (r) | 108311000 | 92199685 |
| Uniform Mortgage Backed Securities 3% 7/1/2055 (r) | 21950000 | 18684927 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2040 (r) | 602000 | 574957 |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 (r) | 91233000 | 80926481 |
| Uniform Mortgage Backed Securities 3.5% 7/1/2055 (r) | 11625000 | 10309462 |
| Uniform Mortgage Backed Securities 4% 6/1/2040 (r) | 468000 | 453192 |
| Uniform Mortgage Backed Securities 4% 6/1/2055 (r) | 568418000 | 521167970 |
| Uniform Mortgage Backed Securities 4% 7/1/2055 (r) | 275500000 | 252534348 |
| Uniform Mortgage Backed Securities 4.5% 6/1/2040 (r) | 2003000 | 1973346 |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 (r) | 984978000 | 929419528 |
| Uniform Mortgage Backed Securities 4.5% 7/1/2055 (r) | 723600000 | 682502125 |
| Uniform Mortgage Backed Securities 4.5% 8/1/2055 (r) | 50000000 | 47103516 |
| Uniform Mortgage Backed Securities 5% 11/1/2054  | 13463000 | 13065953 |
| Uniform Mortgage Backed Securities 5% 6/1/2040 (r) | 7325000 | 7329579 |
| Uniform Mortgage Backed Securities 5% 6/1/2055 (r) | 445785436 | 431628138 |
| Uniform Mortgage Backed Securities 5% 7/1/2055 (r) | 444360436 | 429970668 |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 (r) | 991759000 | 982152029 |
| Uniform Mortgage Backed Securities 5.5% 7/1/2055 (r) | 343022098 | 339377763 |
| Uniform Mortgage Backed Securities 6% 6/1/2055 (r) | 233071000 | 235410823 |
| Uniform Mortgage Backed Securities 6% 7/1/2055 (r) | 67464000 | 68054317 |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 (r) | 80167000 | 82321448 |
| Uniform Mortgage Backed Securities 6.5% 7/1/2055 (r) | 12300000 | 12619025 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $11,209,199,851) |  | **10989896390** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ISRAEL - 0.0%  |  |  |
| Israel Government 5.5% 9/18/2033  | 2685000 | 2840192 |
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Fannie Mae 0% 3/17/2031 (n) | 515000 | 401282 |
| Fannie Mae 0.5% 6/17/2025  | 1685000 | 1682231 |
| Fannie Mae 0.875% 8/5/2030  | 125000 | 106890 |
| Fannie Mae 6.625% 11/15/2030  | 1290000 | 1449845 |
| Federal Farm Credit Banks Funding Corp 1.48% 11/26/2032  | 965000 | 779346 |
| Federal Farm Credit Banks Funding Corp 1.77% 2/4/2031  | 815000 | 715533 |
| Federal Farm Credit Banks Funding Corp 2.35% 3/10/2036  | 1825000 | 1438614 |
| Federal Farm Credit Banks Funding Corp 2.46% 2/5/2035  | 765000 | 625681 |
| Federal Home Loan Bank 1.25% 7/23/2030  | 3890000 | 3365761 |
| Federal Home Loan Bank 1.5% 9/30/2033  | 2000000 | 1565960 |
| Federal Home Loan Bank 1.75% 6/20/2031  | 810000 | 699983 |
| Federal Home Loan Bank 2.09% 2/22/2036  | 1760000 | 1354731 |
| Freddie Mac 1.22% 8/19/2030  | 1530000 | 1314680 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 400000 | 449013 |
| Freddie Mac Non Gold Pool 6.75% 3/15/2031  | 2560000 | 2904251 |
|  |  | 18853801 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 0% 7/15/2034 (n) | 230000 | 150983 |
| Tennessee Valley Authority 1.5% 9/15/2031  | 565000 | 477671 |
| Tennessee Valley Authority 2.875% 2/1/2027  | 1060000 | 1040940 |
| Tennessee Valley Authority 5.25% 2/1/2055  | 1440000 | 1365007 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 150000 | 154512 |
| Tennessee Valley Authority 7.125% 5/1/2030  | 390000 | 443533 |
|  |  | 3632646 |
| TOTAL UNITED STATES |  | 22486447 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $25,561,637) |  | <br> **25326639** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** | &nbsp;&nbsp;**Commercial Paper - 0.0%** |
|  | Yield (%) (w) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Broadcom Inc 0% 6/6/2025 <br>(Cost $1,099,303)<br>| 4.61 | 1100000 | **1099018** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 13.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 13.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 13.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 13.2%** |
|  | Yield (%) (w) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 6/26/2025 (Aa)(Ab) | 4.22 to 4.24 | 4787000 | 4773505 |
| US Treasury Bills 0% 6/5/2025  | 4.21 to 4.24 | 4217000 | 4215506 |
| US Treasury Bills 0% 7/10/2025 (Aa)(Ab) | 4.24 to 4.26 | 8695000 | 8656223 |
| US Treasury Bills 0% 7/17/2025 (Aa)(Ab)(Ac) | 4.25 to 4.27 | 65685000 | 65338320 |
| US Treasury Bills 0% 7/3/2025  | 4.23 | 61000 | 60778 |
| US Treasury Bills 0% 7/31/2025 (Aa)(Ac) | 4.25 to 4.26 | 535000 | 531293 |
| US Treasury Bills 0% 8/19/2025 (Aa) | 4.26 | 1433000 | 1419853 |
| US Treasury Bills 0% 8/21/2025 (Aa) | 4.25 to 4.29 | 267000 | 264488 |
| US Treasury Bills 0% 8/7/2025 (Aa)(Ac) | 4.30 to 4.31 | 1327000 | 1316709 |
| US Treasury Bonds 1.125% 5/15/2040  | 3.95 to 4.62 | 12872200 | 7819862 |
| US Treasury Bonds 1.125% 8/15/2040  | 4.21 to 4.64 | 11663400 | 7009886 |
| US Treasury Bonds 1.25% 5/15/2050  | 4.40 to 4.58 | 32120000 | 15004808 |
| US Treasury Bonds 1.375% 11/15/2040  | 4.42 to 4.48 | 5875200 | 3663967 |
| US Treasury Bonds 1.375% 8/15/2050  | 4.13 to 4.87 | 17893000 | 8583048 |
| US Treasury Bonds 1.625% 11/15/2050  | 4.12 to 5.04 | 172571700 | 88604782 |
| US Treasury Bonds 1.75% 8/15/2041  | 3.79 to 4.85 | 25825400 | 16775413 |
| US Treasury Bonds 1.875% 11/15/2051  | 4.48 to 4.65 | 57400 | 31098 |
| US Treasury Bonds 1.875% 2/15/2041  | 4.48 | 638700 | 430174 |
| US Treasury Bonds 1.875% 2/15/2051  | 4.05 | 911000 | 498452 |
| US Treasury Bonds 2% 11/15/2041  | 3.81 to 4.70 | 39368000 | 26531879 |
| US Treasury Bonds 2% 2/15/2050  | 3.93 to 4.81 | 33935000 | 19433090 |
| US Treasury Bonds 2% 8/15/2051  | 4.07 to 4.66 | 14268000 | 8016833 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.48 to 4.65 | 75197300 | 44777642 |
| US Treasury Bonds 2.25% 5/15/2041  | 4.01 to 4.47 | 7769300 | 5530164 |
| US Treasury Bonds 2.25% 8/15/2046  | 4.78 to 4.92 | 570000 | 364733 |
| US Treasury Bonds 2.25% 8/15/2049  | 3.77 to 5.06 | 82554000 | 50506280 |
| US Treasury Bonds 2.375% 2/15/2042  | 4.90 | 11861000 | 8438544 |
| US Treasury Bonds 2.375% 5/15/2051  | 2.37 to 4.76 | 160310700 | 99185984 |
| US Treasury Bonds 2.5% 2/15/2045  | 4.04 to 4.73 | 12494500 | 8596802 |
| US Treasury Bonds 2.75% 11/15/2047  | 4.43 to 4.73 | 8364000 | 5811020 |
| US Treasury Bonds 2.75% 8/15/2047  | 4.28 to 4.42 | 8730000 | 6082696 |
| US Treasury Bonds 2.875% 5/15/2049  | 4.17 to 4.71 | 2553000 | 1790491 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.16 to 3.45 | 154200000 | 105934196 |
| US Treasury Bonds 3% 11/15/2044  | 4.47 to 4.97 | 48680000 | 36669731 |
| US Treasury Bonds 3% 2/15/2047  | 4.38 | 4836000 | 3554271 |
| US Treasury Bonds 3% 2/15/2048  | 4.42 to 4.73 | 33151500 | 24077572 |
| US Treasury Bonds 3% 5/15/2042  | 4.54 to 4.67 | 990000 | 774636 |
| US Treasury Bonds 3% 5/15/2045  | 4.70 | 4317000 | 3234715 |
| US Treasury Bonds 3% 5/15/2047  | 4.44 to 4.73 | 4722000 | 3460156 |
| US Treasury Bonds 3% 8/15/2048  | 4.29 | 3389000 | 2449347 |
| US Treasury Bonds 3% 8/15/2052  | 3.84 to 3.94 | 994000 | 700886 |
| US Treasury Bonds 3.125% 11/15/2041  | 3.99 to 4.20 | 4804100 | 3859982 |
| US Treasury Bonds 3.125% 5/15/2048  | 4.17 to 4.73 | 2553000 | 1893608 |
| US Treasury Bonds 3.125% 8/15/2044  | 4.45 to 4.73 | 3222000 | 2486478 |
| US Treasury Bonds 3.25% 5/15/2042  | 4.92 | 61770000 | 50106087 |
| US Treasury Bonds 3.375% 11/15/2048 (Ad) | 4.19 to 4.88 | 22847000 | 17668049 |
| US Treasury Bonds 3.375% 5/15/2044  | 5.03 | 3476000 | 2800217 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.93 to 5.13 | 87116000 | 69573696 |
| US Treasury Bonds 3.625% 5/15/2053  | 4.31 to 4.78 | 1500000 | 1196660 |
| US Treasury Bonds 3.625% 8/15/2043  | 4.01 to 4.87 | 27943200 | 23575984 |
| US Treasury Bonds 3.75% 11/15/2043  | 4.02 to 4.25 | 3648600 | 3126252 |
| US Treasury Bonds 3.75% 8/15/2041  | 4.45 | 353000 | 310280 |
| US Treasury Bonds 3.875% 2/15/2043  | 4.34 to 4.66 | 10713000 | 9409864 |
| US Treasury Bonds 4% 11/15/2042  | 3.84 to 4.51 | 8455700 | 7571485 |
| US Treasury Bonds 4% 11/15/2052  | 3.88 to 5.14 | 91540000 | 78341791 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.23 to 4.63 | 12770600 | 11476080 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.36 to 5.01 | 78159600 | 68337747 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.52 to 4.78 | 37800000 | 33761601 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.11 to 4.62 | 168900000 | 151033547 |
| US Treasury Bonds 4.375% 5/15/2041  | 3.90 to 4.56 | 3420100 | 3253771 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.60 to 4.82 | 42226000 | 39415332 |
| US Treasury Bonds 4.5% 2/15/2044 (Ab) | 4.94 | 1940000 | 1839817 |
| US Treasury Bonds 4.5% 8/15/2039  | 4.23 to 4.52 | 4348000 | 4254756 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.59 to 4.97 | 29715000 | 28540329 |
| US Treasury Bonds 4.625% 2/15/2055 (Ab) | 4.73 to 4.79 | 37604000 | 35869730 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.66 to 4.78 | 11940000 | 11495049 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.49 to 4.95 | 64416000 | 61273204 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.52 to 4.95 | 24041500 | 23571000 |
| US Treasury Bonds 4.75% 11/15/2053  | 4.40 to 4.81 | 34730000 | 33701666 |
| US Treasury Bonds 4.75% 2/15/2041  | 3.87 to 4.88 | 16190700 | 16098995 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.87 to 5.08 | 105623000 | 102916411 |
| US Treasury Bonds 6.25% 5/15/2030 (Ad) | 4.41 to 4.46 | 2860000 | 3149798 |
| US Treasury Bonds Inflation-Indexed 0.125% 2/15/2051 (Ab)(Ad) | 2.06 to 2.35 | 48642264 | 26037889 |
| US Treasury Bonds Inflation-Indexed 0.125% 2/15/2052 (Ab)(Ad) | 2.36 to 2.40 | 5514288 | 2899076 |
| US Treasury Bonds Inflation-Indexed 2.125% 2/15/2054 (Ab)(Ad) | 1.91 to 2.15 | 90238932 | 81333988 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055  | 2.58 to 2.63 | 8685438 | 8263776 |
| US Treasury Notes 0.375% 9/30/2027  | 4.15 to 4.50 | 4571000 | 4217997 |
| US Treasury Notes 0.5% 10/31/2027  | 3.91 to 4.63 | 63895000 | 58955617 |
| US Treasury Notes 0.5% 4/30/2027  | 4.15 to 4.55 | 14788000 | 13865483 |
| US Treasury Notes 0.5% 5/31/2027  | 4.15 to 4.53 | 15788000 | 14761163 |
| US Treasury Notes 0.5% 8/31/2027  | 3.87 to 4.51 | 23311000 | 21626416 |
| US Treasury Notes 0.625% 7/31/2026  | 4.20 to 4.66 | 1664000 | 1598740 |
| US Treasury Notes 0.75% 4/30/2026  | 1.21 to 4.85 | 63676200 | 61738056 |
| US Treasury Notes 0.75% 5/31/2026  | 3.91 to 4.85 | 19455000 | 18812225 |
| US Treasury Notes 1.125% 10/31/2026  | 4.22 to 4.46 | 8797500 | 8448693 |
| US Treasury Notes 1.125% 8/31/2028  | 3.83 to 4.23 | 2715000 | 2488573 |
| US Treasury Notes 1.25% 11/30/2026  | 1.23 to 4.74 | 80300000 | 77116230 |
| US Treasury Notes 1.25% 3/31/2028  | 3.90 to 4.22 | 2036400 | 1894568 |
| US Treasury Notes 1.25% 5/31/2028  | 4.17 to 4.37 | 6857000 | 6353171 |
| US Treasury Notes 1.25% 9/30/2028  | 4.20 | 3299000 | 3029281 |
| US Treasury Notes 1.5% 11/30/2028  | 3.03 to 4.47 | 28225000 | 26034255 |
| US Treasury Notes 1.5% 2/15/2030  | 4.13 to 4.38 | 4824000 | 4321814 |
| US Treasury Notes 1.875% 2/28/2027  | 4.15 to 4.58 | 5213000 | 5031563 |
| US Treasury Notes 2.25% 8/15/2027  | 3.88 to 4.19 | 10019000 | 9674206 |
| US Treasury Notes 2.375% 3/31/2029  | 3.90 to 4.94 | 12054300 | 11398847 |
| US Treasury Notes 2.75% 5/31/2029  | 3.78 to 4.34 | 64460000 | 61697788 |
| US Treasury Notes 2.75% 7/31/2027  | 2.93 to 4.77 | 96725000 | 94446673 |
| US Treasury Notes 2.75% 8/15/2032  | 4.05 to 4.53 | 77578000 | 70671740 |
| US Treasury Notes 2.875% 4/30/2029  | 3.82 to 4.23 | 4072000 | 3919618 |
| US Treasury Notes 2.875% 5/15/2028  | 1.79 to 3.99 | 60260000 | 58600496 |
| US Treasury Notes 2.875% 5/15/2032  | 4.10 to 4.33 | 4230000 | 3900853 |
| US Treasury Notes 3.125% 8/31/2029  | 4.26 to 4.65 | 28136600 | 27251836 |
| US Treasury Notes 3.25% 6/30/2029  | 4.18 to 4.68 | 3150100 | 3070240 |
| US Treasury Notes 3.375% 5/15/2033  | 4.26 to 4.89 | 41033000 | 38627120 |
| US Treasury Notes 3.375% 9/15/2027  | 3.88 to 3.92 | 9780000 | 9673031 |
| US Treasury Notes 3.5% 1/31/2030  | 4.03 | 10480000 | 10276541 |
| US Treasury Notes 3.5% 2/15/2033  | 3.37 to 4.32 | 193100000 | 183890036 |
| US Treasury Notes 3.625% 5/31/2028  | 4.16 to 4.42 | 9741000 | 9674031 |
| US Treasury Notes 3.625% 9/30/2031  | 3.97 to 4.23 | 67794000 | 65942906 |
| US Treasury Notes 3.75% 12/31/2030  | 4.10 to 4.29 | 36000 | 35478 |
| US Treasury Notes 3.75% 4/15/2028  | 3.92 | 4691000 | 4675974 |
| US Treasury Notes 3.75% 5/15/2028  | 3.91 to 4.03 | 102506000 | 102201762 |
| US Treasury Notes 3.75% 6/30/2030  | 3.93 to 4.04 | 81200000 | 80324563 |
| US Treasury Notes 3.75% 8/15/2027  | 3.89 | 6790000 | 6768781 |
| US Treasury Notes 3.75% 8/31/2031  | 3.74 to 4.31 | 1279000 | 1253670 |
| US Treasury Notes 3.875% 11/30/2027  | 4.14 to 4.82 | 10522000 | 10521178 |
| US Treasury Notes 3.875% 3/15/2028  | 3.96 | 459000 | 459251 |
| US Treasury Notes 3.875% 5/31/2027  | 3.90 to 3.94 | 140100000 | 139963184 |
| US Treasury Notes 3.875% 8/15/2033 (Ad) | 4.00 to 4.91 | 56536000 | 54994511 |
| US Treasury Notes 3.875% 8/15/2034  | 3.78 to 4.53 | 177720000 | 171178358 |
| US Treasury Notes 4% 1/31/2029 (Aa) | 4.33 to 4.34 | 3245000 | 3255014 |
| US Treasury Notes 4% 1/31/2031  | 4.08 to 4.29 | 125000 | 124692 |
| US Treasury Notes 4% 2/15/2034 (Ab)(Ac) | 4.59 to 4.68 | 5200000 | 5080766 |
| US Treasury Notes 4% 2/29/2028  | 3.69 | 3359000 | 3370022 |
| US Treasury Notes 4% 4/30/2032  | 3.98 to 4.29 | 21742000 | 21527977 |
| US Treasury Notes 4% 5/31/2030  | 3.96 to 4.06 | 242152000 | 242624952 |
| US Treasury Notes 4% 7/31/2030  | 4.20 to 4.29 | 130000 | 130030 |
| US Treasury Notes 4.125% 10/31/2027  | 4.14 to 4.83 | 2393000 | 2405993 |
| US Treasury Notes 4.125% 10/31/2031 (Ab)(Ac)(Ad) | 4.17 to 4.26 | 53100000 | 53095852 |
| US Treasury Notes 4.125% 11/15/2027  | 4.22 to 4.34 | 31050000 | 31222231 |
| US Treasury Notes 4.125% 11/30/2029  | 4.40 | 800000 | 806031 |
| US Treasury Notes 4.125% 11/30/2031  | 4.22 to 4.55 | 33481000 | 33462690 |
| US Treasury Notes 4.125% 3/31/2029  | 4.61 to 4.67 | 10900000 | 10981750 |
| US Treasury Notes 4.125% 3/31/2031  | 4.22 to 4.70 | 46000 | 46131 |
| US Treasury Notes 4.125% 5/31/2032  | 4.21 to 4.22 | 61900000 | 61735711 |
| US Treasury Notes 4.125% 7/31/2031  | 3.75 to 4.17 | 236050000 | 236350043 |
| US Treasury Notes 4.25% 11/15/2034  | 4.26 to 4.75 | 454209500 | 449738376 |
| US Treasury Notes 4.25% 2/15/2028  | 3.81 to 4.29 | 19703000 | 19892604 |
| US Treasury Notes 4.25% 2/28/2029  | 4.31 | 1930000 | 1952693 |
| US Treasury Notes 4.25% 2/28/2031  | 3.61 to 4.57 | 61620000 | 62233793 |
| US Treasury Notes 4.25% 5/15/2035  | 4.37 to 4.59 | 49990000 | 49427613 |
| US Treasury Notes 4.25% 6/30/2031  | 4.06 to 4.42 | 8392400 | 8462555 |
| US Treasury Notes 4.375% 1/31/2032  | 4.47 | 600000 | 607781 |
| US Treasury Notes 4.375% 12/15/2026  | 4.04 | 3153800 | 3170801 |
| US Treasury Notes 4.375% 12/31/2029  | 4.60 | 800000 | 814000 |
| US Treasury Notes 4.375% 5/15/2034  | 4.18 to 4.28 | 35000000 | 35098438 |
| US Treasury Notes 4.375% 7/15/2027  | 3.59 to 4.23 | 45460000 | 45887860 |
| US Treasury Notes 4.375% 8/31/2028  | 3.81 | 12335000 | 12518098 |
| US Treasury Notes 4.5% 11/15/2033  | 4.27 to 4.63 | 175900000 | 178524759 |
| US Treasury Notes 4.5% 12/31/2031  | 4.10 to 4.50 | 55056600 | 56181389 |
| US Treasury Notes 4.5% 5/15/2027  | 4.15 to 4.61 | 4760000 | 4810947 |
| US Treasury Notes 4.5% 5/31/2029  | 3.90 | 17722300 | 18097514 |
| US Treasury Notes 4.5% 7/15/2026  | 3.98 to 4.24 | 10019000 | 10060876 |
| US Treasury Notes 4.625% 10/15/2026  | 4.15 to 5.01 | 34854000 | 35122212 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.53 | 45190000 | 46024013 |
| US Treasury Notes 4.625% 3/15/2026  | 3.71 to 4.28 | 7341000 | 7362363 |
| US Treasury Notes 4.625% 4/30/2029  | 4.71 to 4.72 | 2800000 | 2870984 |
| US Treasury Notes 4.625% 6/15/2027  | 4.59 | 3477000 | 3525488 |
| US Treasury Notes 4.625% 9/30/2028  | 4.19 to 4.85 | 95000 | 97186 |
| US Treasury Notes 4.625% 9/30/2030  | 4.01 to 4.65 | 59115000 | 60839957 |
| US Treasury Notes 4.75% 2/15/2045  | 4.46 to 4.97 | 86896000 | 84818643 |
| US Treasury Notes 4.875% 10/31/2030  | 3.93 to 4.91 | 147299900 | 153347252 |
| US Treasury Notes Inflation-Indexed 0.125% 10/15/2025 (Ad) | 2.66 to 2.73 | 1725514 | 1720833 |
| US Treasury Notes Inflation-Indexed 0.375% 7/15/2025 (Ab) | 2.96 to 3.10 | 7956445 | 7950599 |
| US Treasury Notes Inflation-Indexed 1.625% 10/15/2029  | 1.17 to 1.46 | 14150641 | 14283828 |
| US Treasury Notes Inflation-Indexed 1.625% 4/15/2030  | 1.53 | 3015869 | 3025220 |
| US Treasury Notes Inflation-Indexed 2.125% 1/15/2035  | 2.24 to 2.25 | 19598189 | 19739947 |
| US Treasury Strip Coupon 0% 11/15/2033 (g)(n) | 3.84 to 4.15 | 2471933 | 1702258 |
| US Treasury Strip Coupon 0% 11/15/2041 (g)(n) | 1.39 to 4.78 | 20220000 | 8737022 |
| US Treasury Strip Coupon 0% 11/15/2042 (g)(n) | 4.47 | 229800 | 93805 |
| US Treasury Strip Coupon 0% 11/15/2043 (g)(n) | 4.21 to 4.45 | 1570738 | 606651 |
| US Treasury Strip Coupon 0% 11/15/2045 (g)(n) | 4.53 | 4155000 | 1437401 |
| US Treasury Strip Coupon 0% 2/15/2042 (g)(n) | 4.15 to 4.80 | 9703646 | 4145719 |
| US Treasury Strip Coupon 0% 2/15/2045 (g)(n) | 4.85 to 5.06 | 19945000 | 7198159 |
| US Treasury Strip Coupon 0% 5/15/2031 (g)(n) | 4.48 to 4.49 | 9460000 | 7374926 |
| US Treasury Strip Coupon 0% 5/15/2039 (g)(n)(Ab) | 3.74 to 5.45 | 35395000 | 17739974 |
| US Treasury Strip Coupon 0% 5/15/2040 (g)(n) | 4.70 | 4427000 | 2094900 |
| US Treasury Strip Coupon 0% 5/15/2041 (g)(n) | 2.12 to 2.38 | 41450000 | 18521584 |
| US Treasury Strip Coupon 0% 5/15/2042 (g)(n) | 4.41 | 557284 | 234710 |
| US Treasury Strip Coupon 0% 5/15/2044 (g)(n) | 2.36 to 4.85 | 14845000 | 5566857 |
| US Treasury Strip Coupon 0% 8/15/2039 (g)(n) | 3.73 to 4.29 | 25345000 | 12547030 |
| US Treasury Strip Coupon 0% 8/15/2040 (g)(n) | 1.76 to 4.39 | 33992494 | 15819311 |
| US Treasury Strip Coupon 0% 8/15/2041 (g)(n) | 3.28 to 4.39 | 5739205 | 2528766 |
| US Treasury Strip Coupon 0% 8/15/2042 (g)(n) | 4.78 | 28655000 | 11884092 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $5,723,735,056) |  |  | **5509412017** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 3.4%** | &nbsp;&nbsp;**Money Market Funds - 3.4%** | &nbsp;&nbsp;**Money Market Funds - 3.4%** | &nbsp;&nbsp;**Money Market Funds - 3.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (x) | 4.32 | 177595635 | 177631154 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (q)(y) | 4.22 | 332799086 | 332799086 |
| Fidelity Securities Lending Cash Central Fund (x)(z) | 4.32 | 515024736 | 515076239 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (y) | 4.27 | 389012900 | 389012900 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,414,515,734) |  |  | **1414519379** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &nbsp;&nbsp;**Purchased Swaptions - 0.0%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.14% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/12/25 | 2300000 | 140294 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/30 | 13900000 | 574440 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.08% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 6340000 | 255725 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Indxe, expiring May 2035 | 4/29/30 | 4640000 | 198144 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/02/30 | 3970000 | 161848 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/07/30 | 6510000 | 272190 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.753% and receive annually a floating rate based on US SOFR Index, expiring November 2034 | 10/31/29 | 7700000 | 338847 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring December 2034 | 12/20/29 | 2500000 | 99712 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/30 | 10100000 | 415987 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.1415% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/15/25 | 18100000 | 1103692 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.9025% and receive annually a floating rate based on US SOFR Index, expiring April 2036 | 4/14/26 | 5100000 | 153253 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 10760000 | 435180 |
| TOTAL PUT SWAPTIONS |  |  | 4149312 |
| Call Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.14% and pay annually a floating rate based on US SOFR Index, expiring September 2035 | 9/12/25 | 2300000 | 6038 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/30 | 13900000 | 511349 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.08% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 6340000 | 240059 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/30 | 4640000 | 163589 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/02/30 | 3970000 | 149262 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/07/30 | 6510000 | 237844 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.753% and pay annually a floating rate based on US SOFR Index, expiring November 2034 | 10/31/29 | 7700000 | 240784 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on the US SOFR Index, expiring December 2034 | 12/20/29 | 2500000 | 90824 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/30 | 10100000 | 371469 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.1415% and pay annually a floating rate based on US SOFR Index, expiring September 2035 | 9/15/25 | 18100000 | 49964 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.9025% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/14/26 | 5100000 | 165072 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/30 | 10760000 | 406556 |
| Option on an interest rate swap with Goldman Sachs International to receive annually a fixed rate of 4.35% and pay annually a floating rate based on US SOFR Index, expiring August 2055 | 8/13/25 | 19640000 | 192635 |
| TOTAL CALL SWAPTIONS |  |  | 2825445 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $7,281,185) |  |  | <br> **6974757** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 120.1%**<br> (Cost $52,470,002,319)<br>| <br>**50200433430** |
| **NET OTHER ASSETS (LIABILITIES) - (20.1)%** (v)(Ae)(Af) (Ag) | **(8361071349)** |
| **NET ASSETS - 100.0%** | **41839362081** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 2% 6/1/2055 | (48651000) | (39087508) |
| Ginnie Mae II Pool 2.5% 6/1/2055 | (38081000) | (31913177) |
| Ginnie Mae II Pool 3% 6/1/2055 | (109000) | (94993) |
| Ginnie Mae II Pool 3.5% 6/1/2055 | (28750000) | (25590108) |
| Ginnie Mae II Pool 4% 6/1/2055 | (5156000) | (4725405) |
| Ginnie Mae II Pool 4.5% 6/1/2055 | (94669000) | (89372904) |
| Ginnie Mae II Pool 5% 6/1/2055 | (119795000) | (116240754) |
| Ginnie Mae II Pool 5.5% 6/1/2055 | (84014000) | (83437798) |
| Ginnie Mae II Pool 6% 6/1/2055 | (107090000) | (108130144) |
| Ginnie Mae II Pool 6.5% 6/1/2055 | (20286000) | (20719790) |
| Uniform Mortgage Backed Securities 2% 6/1/2040 | (221000) | (199582) |
| Uniform Mortgage Backed Securities 2% 6/1/2055 | (231135000) | (179662299) |
| Uniform Mortgage Backed Securities 2.5% 6/1/2040 | (59000) | (54448) |
| Uniform Mortgage Backed Securities 2.5% 6/1/2055 | (44146000) | (35977259) |
| Uniform Mortgage Backed Securities 3% 6/1/2040 | (27000) | (25449) |
| Uniform Mortgage Backed Securities 3% 6/1/2055 | (62316000) | (53046464) |
| Uniform Mortgage Backed Securities 3.5% 6/1/2040 | (11000) | (10506) |
| Uniform Mortgage Backed Securities 3.5% 6/1/2055 | (33969000) | (30131549) |
| Uniform Mortgage Backed Securities 4% 6/1/2040 | (8000) | (7747) |
| Uniform Mortgage Backed Securities 4% 6/1/2055 | (289047000) | (265019824) |
| Uniform Mortgage Backed Securities 4% 7/1/2055 | (3000000) | (2749920) |
| Uniform Mortgage Backed Securities 4.5% 6/1/2040 | (45000) | (44334) |
| Uniform Mortgage Backed Securities 4.5% 6/1/2055 | (920398000) | (868482214) |
| Uniform Mortgage Backed Securities 4.5% 7/1/2055 | (64000000) | (60365030) |
| Uniform Mortgage Backed Securities 5% 11/1/2054 | (13463000) | (13065953) |
| Uniform Mortgage Backed Securities 5% 6/1/2055 | (385241436) | (373006900) |
| Uniform Mortgage Backed Securities 5.5% 6/1/2055 | (625849098) | (619786623) |
| Uniform Mortgage Backed Securities 6% 6/1/2055 | (186742000) | (188616722) |
| Uniform Mortgage Backed Securities 6% 7/1/2055 | (18425000) | (18586221) |
| Uniform Mortgage Backed Securities 6.5% 6/1/2055 | (74335000) | (76332716) |
| Uniform Mortgage Backed Securities 6.5% 7/1/2055 | (5900000) | (6053028) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (3310537369) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $3,305,505,796) |  | <br> **(3310537369)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** | &nbsp;&nbsp;**Written Swaptions** |
|  | Expiration<br> Date | Notional<br> Amount  | Notional<br> Amount  | Value ($) |
| Put Swaptions |  |  |  |  |
| Option on an interest rate swap with Barclays Bank PLC to receive a fixed rate of 2.32% and pay Semi-annually a floating rate based on Euribor (6 Mo) Rate, expiring June 2025 | 6/09/25 | EUR | 2500000 | (276) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.89% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/21/26 |  | 2400000 | (74189) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.63% and pay annually a floating rate based on US SOFR Index, expiring November 2035 | 10/30/25 |  | 3800000 | (120156) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.738% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/12/25 |  | 2100000 | (4518) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.75% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/20/25 |  | 4200000 | (15895) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.678% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/27/25 |  | 4200000 | (13175) |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 2.39% and pay semi-annually a floating rate based on Euribor (6 Mo) Rate, expiring June 2035 | 6/16/25 | EUR | 2200000 | (2584) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive a fixed rate of 3.56% and pay a floating rate based on US SOFR Index, expiring June 2025 | 6/06/25 |  | 4100000 | (179) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive a fixed rate of 3.564% and pay a floating rate based on US SOFR Index, expiring June 2025 | 6/09/25 |  | 8000000 | (1238) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.7275% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/16/25 |  | 6300000 | (16453) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.71% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/16/25 |  | 3900000 | (8813) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.73% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/20/25 |  | 7900000 | (26002) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.785% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/23/25 |  | 3900000 | (20574) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.687% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/27/25 |  | 3600000 | (11945) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.735% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 5700000 | (27628) |
| Option on an interest rate swap with JP Morgan Securities PLC to receive annually a fixed rate of 3.7% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 4000000 | (14000) |
| Option on an interest rate swap with Goldman Sachs International to receive annually a fixed rate of 3.701% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 4000000 | (16018) |
| TOTAL PUT SWAPTIONS |  |  |  | (373643) |
| Call Swaptions |  |  |  |  |
| Option on an interest rate swap with Barclays Bank PLC to receive a fixed rate of 2.59% and pay Semi-annually a floating rate based on Euribor (6 Mo) Rate, expiring June 2025 | 6/09/25 | EUR | 2500000 | (3720) |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.89% and receive annually a floating rate based on US SOFR Index, expiring April 2036 | 4/21/26 |  | 2400000 | (77034) |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.63% and receive annually a floating rate based on US SOFR Index, expiring November 2035 | 10/30/25 |  | 3800000 | (51454) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.138% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/12/25 |  | 2100000 | (712) |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.15% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/20/25 |  | 4200000 | (3528) |
| Option on a credit default swap with JPMorgan Chase Bank NA to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2030 | 7/16/25 |  | 8400000 | (1586) |
| Option on an interest rate swap with JPMorgan Chase Bank NA to receive annually a fixed rate of 2.66% and pay semi-annually a floating rate based on Euribor (6 Mo) Rate, expiring June 2025 | 6/16/25 | EUR | 2200000 | (2374) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.96% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/06/25 |  | 4100000 | (4791) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.964% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/09/25 |  | 8000000 | (13597) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.1275% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/16/25 |  | 6300000 | (4305) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.11% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/16/25 |  | 3900000 | (3163) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.13% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/20/25 |  | 7900000 | (7866) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.185% and pay annually a floating rate based on US SOFR Index, expiring June 2035 | 6/23/25 |  | 3900000 | (3189) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.087% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/27/25 |  | 3600000 | (7732) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.135% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 5700000 | (10383) |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 4.101% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 4000000 | (9015) |
| Option on an interest rate swap with JP Morgan Securities PLC to receive annually a fixed rate of 4.05% and pay annually a floating rate based on US SOFR Index, expiring July 2035 | 6/30/25 |  | 4000000 | (14000) |
| Option on a credit default swap with Royal Bank of Canada to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2030 | 7/16/25 |  | 8200000 | (1947) |
| Option on a credit default swap with Royal Bank of Canada International to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2035 | 6/18/25 |  | 8900000 | (1535) |
| Option on a credit default swap with Royal Bank of Canada to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2030 | 7/16/25 |  | 8900000 | (2442) |
| Option on a credit default swap with Royal Bank of Canada International to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2035 | 6/18/25 |  | 8600000 | (931) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 43 Index, paying 1% quarterly expiring December 2029 | 6/18/25 |  | 18500000 | (2123) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 43 Index, paying 1% quarterly expiring December 2029 | 6/18/25 |  | 9200000 | (1206) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2030 | 7/16/25 |  | 17800000 | (4227) |
| Option with an exercise rate .85 on a credit default swap with Goldman Sachs International to buy protection on SWOP CDX IG44 (V1 ONLY) 5Y SP 06/20/2030, paying 0% Quarterly expiring June 2025 | 6/18/25 |  | 17800000 | (2389) |
| Option on a credit default swap with Goldman Sachs International to buy protection on 5Y CDX IG Series 44 Index, paying 1% quarterly expiring June 2030 | 6/16/25 |  | 8600000 | (2360) |
| Option on an interest rate swap with Goldman Sachs International to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring August 2030 | 8/13/25 |  | 75660000 | (139661) |
| Option on an interest rate swap with London Clearing House to receive annually a fixed rate of 4.078% and pay annually a floating rate based on US SOFR Index, expiring July 2025 | 6/27/25 |  | 4200000 | (9569) |
| TOTAL CALL SWAPTIONS |  |  |  | (386839) |
| **TOTAL WRITTEN SWAPTIONS** |  |  |  | **(760482)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 24 Contracts (Australia) | 16 | Jun 2025 | 1177157 | (8089) | (8089) |
| CBOT 10 Year US Treasury Bond Contracts (United States) | 9165 | Sep 2025 | 1016455781 | 6240806 | 6240806 |
| CBOT 10 Year Ultra US Treasury Bond Contracts (United States) | 1907 | Sep 2025 | 215133438 | 2114621 | 2114621 |
| CBOT 2 Year US Treasury Note Contracts (United States) | 4248 | Sep 2025 | 881526375 | 1406874 | 1406874 |
| CBOT 5 Year US Treasury Note Contracts (United States) | 2601 | Sep 2025 | 281700492 | 1697196 | 1697196 |
| CBOT US Treasury Long Bond Contracts (United States) | 853 | Sep 2025 | 96495625 | 1633044 | 1633044 |
| CBOT US Treasury Ultra Bond Contracts (United States) | 1331 | Sep 2025 | 154770344 | 2136442 | 2136442 |
| Eurex Euro-Bund Contracts (Germany) | 136 | Jun 2025 | 20261606 | 109929 | 109929 |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 2 | Sep 2025 | 246511 | 188 | 188 |
| TMX 10Y Canadian Bond Contracts (Canada) | 55 | Sep 2025 | 4901847 | 42093 | 42093 |
| TOTAL PURCHASED |  |  |  |  | 15373104 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 24 Contracts (Australia) | 25 | Jun 2025 | 1839308 | (26180) | (26180) |
| CBOT 10 Year US Treasury Bond Contracts (United States) | 668 | Sep 2025 | 74085375 | (851431) | (851431) |
| CBOT 10 Year Ultra US Treasury Bond Contracts (United States) | 900 | Sep 2025 | 101531250 | (1207766) | (1207766) |
| CBOT 5 Year US Treasury Note Contracts (United States) | 237 | Sep 2025 | 25668211 | (202227) | (202227) |
| CBOT US Treasury Ultra Bond Contracts (United States) | 19 | Sep 2025 | 2209344 | (30177) | (30177) |
| Eurex Deutschland Contracts (Germany) | 2 | Sep 2025 | 274597 | (8221) | (8221) |
| Eurex Euro-BTP Contracts (Germany) | 68 | Jun 2025 | 9354064 | (110753) | (110753) |
| Eurex Euro-Bobl Contracts (Germany) | 24 | Jun 2025 | 3246660 | (14409) | (14409) |
| Eurex Euro-Bund Contracts (Germany) | 34 | Jun 2025 | 5065401 | 11095 | 11095 |
| Eurex Euro-Buxl 30 Year Bond Contracts (Germany) | 25 | Jun 2025 | 3451200 | 126876 | 126876 |
| Eurex Euro-Schatz Contracts (Germany) | 10 | Jun 2025 | 1218849 | 2888 | 2888 |
| ICE United Kingdom of Great Britain and Northern Ireland Contracts (United Kingdom) | 12 | Sep 2025 | 1479067 | (20112) | (20112) |
| TMX 10Y Canadian Bond Contracts (Canada) | 2 | Sep 2025 | 178249 | (2189) | (2189) |
| TOTAL SOLD |  |  |  |  | (2332606) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **13040498** |
| The notional amount of futures purchased as a percentage of Net Assets is 6.3% | The notional amount of futures purchased as a percentage of Net Assets is 6.3% | The notional amount of futures purchased as a percentage of Net Assets is 6.3% | The notional amount of futures purchased as a percentage of Net Assets is 6.3% | The notional amount of futures purchased as a percentage of Net Assets is 6.3% | The notional amount of futures purchased as a percentage of Net Assets is 6.3% |
| The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** | **Written Options** |
|  | Counterparty | Number<br> of Contracts | Notional<br> Amount ($) | Exercise<br> Price ($) | Expiration<br> Date | Value ($) |
| Call Options |  |  |  |  |  |  |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 71 | 795976563 | 112.00 | 06/20/25 | (15531) |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 211 | 2365507813 | 111.50 | 06/20/25 | (75828) |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 77 | 863242188 | 112.50 | 07/25/25 | (32386) |
| Eurex Deutschland German Federal Republic Contracts (Germany) | Eurex Deutschland | 32 | 416480000 | 131.50 | 06/20/25 | (18531) |
|  |  |  |  |  |  | (142276) |
| Put Options |  |  |  |  |  |  |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 211 | 2365507813 | 108.50 | 06/20/25 | (16484) |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 71 | 795976563 | 109.00 | 06/20/25 | (8875) |
| Chicago Board of Trade US Treasury Notes Contracts (United States) | Chicago Board of Trade | 77 | 863242188 | 109.00 | 07/25/25 | (35995) |
| Eurex Deutschland German Federal Republic Contracts (Germany) | Eurex Deutschland | 32 | 416480000 | 128.50 | 06/20/25 | (3270) |
|  |  |  |  |  |  | (64624) |
| **TOTAL WRITTEN OPTIONS** |  |  |  |  |  | **(206900)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| BRL | 147045332 | USD | 25758112 | BNP Paribas SA | 6/03/25 | (48638) |
| BRL | 146875782 | USD | 25527188 | JPMorgan Chase Bank NA | 6/03/25 | 152641 |
| BRL | 3385000 | USD | 592508 | State Street Bank & Trust Co | 6/03/25 | (673) |
| BRL | 87097646 | USD | 15274795 | BNP Paribas SA | 7/02/25 | (149092) |
| CAD | 22713273 | USD | 16473218 | BNP Paribas SA | 6/03/25 | 77424 |
| CAD | 46059 | USD | 33385 | Bank of America NA | 6/03/25 | 177 |
| CAD | 29082000 | USD | 21089021 | Canadian Imperial Bank of Commerce | 6/03/25 | 102366 |
| EUR | 164193000 | USD | 186342636 | Bank of America NA | 6/03/25 | 90306 |
| EUR | 54870882 | USD | 62157736 | Bank of America NA | 6/03/25 | 145408 |
| EUR | 1034000 | USD | 1159781 | JPMorgan Chase Bank NA | 6/03/25 | 14275 |
| EUR | 2103000 | USD | 2311043 | JPMorgan Chase Bank NA | 6/18/25 | 79114 |
| EUR | 335000 | USD | 377879 | JPMorgan Chase Bank NA | 7/08/25 | 3367 |
| GBP | 11684878 | USD | 15768743 | Bank of America NA | 6/03/25 | (25123) |
| GBP | 12009173 | USD | 16258294 | State Street Bank & Trust Co | 6/03/25 | (77735) |
| GBP | 1745000 | USD | 2257063 | Societe Generale SA | 6/18/25 | 94228 |
| GBP | 1430000 | USD | 1929937 | JPMorgan Chase Bank NA | 7/08/25 | (2916) |
| INR | 960414045 | USD | 11163970 | Bank of America NA | 6/30/25 | 49502 |
| INR | 1296992857 | USD | 15154937 | Barclays Bank PLC | 6/30/25 | (11683) |
| JPY | 322177528 | USD | 2254732 | BNP Paribas SA | 6/03/25 | (15755) |
| JPY | 315732164 | USD | 2204441 | BNP Paribas SA | 6/03/25 | (10257) |
| JPY | 53484122 | USD | 376313 | Barclays Bank PLC | 6/03/25 | (4624) |
| JPY | 77480191 | USD | 546530 | UBS AG | 6/03/25 | (8081) |
| JPY | 204099673 | USD | 1419118 | Barclays Bank PLC | 7/02/25 | 3938 |
| JPY | 340517827 | USD | 2357112 | Morgan Stanley | 7/02/25 | 17100 |
| JPY | 222191505 | USD | 1535076 | UBS AG | 7/02/25 | 14123 |
| MXN | 101920000 | USD | 4939952 | Bank of America NA | 6/18/25 | 304727 |
| MXN | 71132000 | USD | 3520114 | Goldman Sachs Bank USA | 6/18/25 | 140252 |
| SGD | 70973 | USD | 54962 | Bank of America NA | 6/03/25 | 66 |
| SGD | 1345710 | USD | 1045699 | JPMorgan Chase Bank NA | 6/03/25 | (2311) |
| TRY | 213233374 | USD | 5407760 | Barclays Bank PLC | 6/05/25 | 18444 |
| TRY | 12852889 | USD | 325192 | Barclays Bank PLC | 6/05/25 | 1879 |
| TRY | 230345750 | USD | 5843966 | Barclays Bank PLC | 6/11/25 | (19508) |
| TRY | 28377740 | USD | 710447 | Barclays Bank PLC | 6/12/25 | 6341 |
| TRY | 37874346 | USD | 958820 | Barclays Bank PLC | 6/13/25 | (3179) |
| TRY | 28427847 | USD | 710341 | Barclays Bank PLC | 6/13/25 | 6947 |
| TRY | 181872947 | USD | 4523978 | Barclays Bank PLC | 6/16/25 | 50329 |
| TRY | 29362676 | USD | 730324 | Barclays Bank PLC | 6/17/25 | 7389 |
| TRY | 15790859 | USD | 393375 | Barclays Bank PLC | 6/18/25 | 2932 |
| TRY | 13890759 | USD | 346144 | Barclays Bank PLC | 6/18/25 | 2476 |
| TRY | 20300526 | USD | 506033 | Barclays Bank PLC | 6/20/25 | 2362 |
| TRY | 58573088 | USD | 1451823 | Barclays Bank PLC | 6/25/25 | 7162 |
| TRY | 36566801 | USD | 907590 | Barclays Bank PLC | 6/26/25 | 2261 |
| TRY | 75766256 | USD | 1878155 | Barclays Bank PLC | 6/27/25 | 5013 |
| TRY | 78506361 | USD | 1937711 | Barclays Bank PLC | 7/01/25 | 5108 |
| TRY | 25793647 | USD | 632027 | Barclays Bank PLC | 7/09/25 | 658 |
| USD | 63359 | AUD | 99000 | Brown Brothers Harriman & Co | 7/08/25 | (490) |
| USD | 31716 | AUD | 49000 | Canadian Imperial Bank of Commerce | 7/08/25 | 114 |
| USD | 465657 | AUD | 720000 | JPMorgan Chase Bank NA | 7/08/25 | 1303 |
| USD | 15274795 | BRL | 86517968 | BNP Paribas SA | 6/03/25 | 147954 |
| USD | 10614832 | BRL | 60527364 | BNP Paribas SA | 6/03/25 | 32200 |
| USD | 25728411 | BRL | 146875782 | JPMorgan Chase Bank NA | 6/03/25 | 48582 |
| USD | 1030367 | BRL | 5830000 | BTIG LLC (GB) | 6/18/25 | 14595 |
| USD | 590287 | BRL | 3385000 | Bank of America NA | 6/18/25 | 512 |
| USD | 2679014 | BRL | 15918006 | JPMorgan Chase Bank NA | 6/18/25 | (94409) |
| USD | 662332 | BRL | 3800000 | Morgan Stanley & Co International PLC | 6/18/25 | 252 |
| USD | 179477 | BRL | 1100000 | BNP Paribas SA | 10/02/25 | (7203) |
| USD | 52325043 | BRL | 321900000 | Goldman Sachs Bank USA | 10/02/25 | (2304146) |
| USD | 3281472 | BRL | 20100000 | Goldman Sachs Bank USA | 10/02/25 | (129670) |
| USD | 20753793 | BRL | 127200000 | Morgan Stanley | 10/02/25 | (833137) |
| USD | 37403182 | CAD | 51770342 | BNP Paribas SA | 6/03/25 | (320680) |
| USD | 51397 | CAD | 71056 | BNP Paribas SA | 6/03/25 | (380) |
| USD | 16473218 | CAD | 22679833 | BNP Paribas SA | 7/02/25 | (77125) |
| USD | 33385 | CAD | 45992 | Bank of America NA | 7/02/25 | (177) |
| USD | 800074 | CAD | 1101000 | JPMorgan Chase Bank NA | 7/08/25 | (3637) |
| USD | 187696220 | EUR | 165227000 | Bank of America NA | 6/03/25 | 89223 |
| USD | 62560093 | EUR | 54870882 | Citibank NA | 6/03/25 | 256949 |
| USD | 2039144 | EUR | 1802000 | Bank of America NA | 6/18/25 | (8913) |
| USD | 12438190 | EUR | 11384000 | Deutsche Bank AG | 6/18/25 | (500252) |
| USD | 198784 | EUR | 174000 | Deutsche Bank AG | 6/18/25 | 1024 |
| USD | 2147524 | EUR | 1970000 | Morgan Stanley & Co International PLC | 6/18/25 | (91473) |
| USD | 2364426 | EUR | 2164000 | Societe Generale SA | 6/18/25 | (95060) |
| USD | 186695486 | EUR | 164193000 | Bank of America NA | 7/02/25 | (85449) |
| USD | 62275708 | EUR | 54870882 | Bank of America NA | 7/02/25 | (143730) |
| USD | 126312 | EUR | 111000 | BNP Paribas SA | 7/08/25 | (12) |
| USD | 107173 | EUR | 96000 | BNP Paribas SA | 7/08/25 | (2080) |
| USD | 50511 | EUR | 45000 | BNP Paribas SA | 7/08/25 | (701) |
| USD | 94506577 | EUR | 82984000 | Goldman Sachs Bank USA | 7/08/25 | 66850 |
| USD | 2008842 | EUR | 1763499 | BTIG LLC (GB) | 7/11/25 | 1468 |
| USD | 6773619 | EUR | 6233000 | BTIG LLC (GB) | 7/11/25 | (321345) |
| USD | 3543418 | EUR | 3106182 | BTIG LLC (GB) | 7/11/25 | 7681 |
| USD | 563355 | EUR | 497877 | BTIG LLC (GB) | 7/11/25 | (3374) |
| USD | 656742 | EUR | 585652 | BTIG LLC (GB) | 7/11/25 | (9899) |
| USD | 578937 | EUR | 506923 | BTIG LLC (GB) | 7/11/25 | 1912 |
| USD | 924790 | EUR | 824684 | BTIG LLC (GB) | 7/11/25 | (13940) |
| USD | 881331 | EUR | 771701 | BTIG LLC (GB) | 7/11/25 | 2911 |
| USD | 1156693 | EUR | 1014555 | BTIG LLC (GB) | 7/11/25 | 1834 |
| USD | 1002763 | EUR | 879982 | BTIG LLC (GB) | 7/11/25 | 1088 |
| USD | 15560918 | GBP | 11684878 | JPMorgan Chase Bank NA | 6/03/25 | (182702) |
| USD | 16029051 | GBP | 12009173 | State Street Bank & Trust Co | 6/03/25 | (151508) |
| USD | 391596 | GBP | 294000 | Deutsche Bank AG | 6/18/25 | (4553) |
| USD | 120357 | GBP | 93000 | Deutsche Bank AG | 6/18/25 | (4955) |
| USD | 825719 | GBP | 638000 | Deutsche Bank AG | 6/18/25 | (33951) |
| USD | 1907593 | GBP | 1479000 | Deutsche Bank AG | 6/18/25 | (85278) |
| USD | 892681 | GBP | 670000 | Deutsche Bank AG | 6/18/25 | (10107) |
| USD | 3121183 | GBP | 2409600 | Deutsche Bank AG | 6/18/25 | (125620) |
| USD | 29411 | GBP | 22000 | JPMorgan Chase Bank NA | 6/18/25 | (233) |
| USD | 2716783 | GBP | 2095000 | JPMorgan Chase Bank NA | 6/18/25 | (106114) |
| USD | 672457 | GBP | 525000 | JPMorgan Chase Bank NA | 6/18/25 | (34952) |
| USD | 66380 | GBP | 50000 | Societe Generale SA | 6/18/25 | (992) |
| USD | 15770940 | GBP | 11684878 | Bank of America NA | 7/02/25 | 25173 |
| USD | 16260636 | GBP | 12009173 | State Street Bank & Trust Co | 7/02/25 | 77872 |
| USD | 26814109 | GBP | 20019000 | BNP Paribas SA | 7/08/25 | (162848) |
| USD | 13696 | INR | 1175987 | Barclays Bank PLC | 6/30/25 | (34) |
| USD | 25718036 | INR | 2202340824 | JPMorgan Chase Bank NA | 6/30/25 | 4242 |
| USD | 654021 | INR | 55519863 | JPMorgan Chase Bank NA | 6/30/25 | 5790 |
| USD | 1419118 | JPY | 204771631 | Barclays Bank PLC | 6/03/25 | (3945) |
| USD | 2357112 | JPY | 341639813 | Morgan Stanley | 6/03/25 | (17118) |
| USD | 1535076 | JPY | 222923736 | UBS AG | 6/03/25 | (14135) |
| USD | 454481 | JPY | 64856000 | Bank of America NA | 6/18/25 | 2997 |
| USD | 184364 | JPY | 25965000 | Bank of America NA | 6/18/25 | 3613 |
| USD | 1308319 | JPY | 192420000 | Deutsche Bank AG | 6/18/25 | (31180) |
| USD | 93746 | JPY | 13683000 | Deutsche Bank AG | 6/18/25 | (1506) |
| USD | 1999894 | JPY | 292856000 | Deutsche Bank AG | 6/18/25 | (38773) |
| USD | 108738 | JPY | 15793000 | JPMorgan Chase Bank NA | 6/18/25 | (1203) |
| USD | 1127492 | JPY | 157143000 | Morgan Stanley & Co International PLC | 6/18/25 | 33568 |
| USD | 655481 | JPY | 92950000 | JPMorgan Chase Bank NA | 7/08/25 | 6937 |
| USD | 43072 | SGD | 56280 | Bank of America NA | 6/03/25 | (564) |
| USD | 401574 | SGD | 525500 | Bank of America NA | 6/03/25 | (5869) |
| USD | 268525 | SGD | 351318 | JPMorgan Chase Bank NA | 6/03/25 | (3867) |
| USD | 342561 | SGD | 449269 | JPMorgan Chase Bank NA | 6/03/25 | (5777) |
| USD | 26249 | SGD | 34222 | Morgan Stanley | 6/03/25 | (285) |
| USD | 54962 | SGD | 70845 | Bank of America NA | 7/02/25 | (67) |
| USD | 1045699 | SGD | 1343216 | JPMorgan Chase Bank NA | 7/02/25 | 2346 |
| USD | 380922 | TRY | 15918730 | Barclays Bank PLC | 6/11/25 | (21595) |
| USD | 208958 | TRY | 8694761 | Barclays Bank PLC | 6/13/25 | (10427) |
| USD | 416078 | TRY | 17637546 | Barclays Bank PLC | 6/25/25 | (23252) |
| USD | 285906 | TWD | 9278222 | BNP Paribas SA | 7/16/25 | (25450) |
| USD | 348321 | TWD | 11335410 | BNP Paribas SA | 7/16/25 | (32069) |
| USD | 253405 | TWD | 8231355 | JPMorgan Chase Bank NA | 7/16/25 | (22820) |
| USD | 350599 | TWD | 11415503 | JPMorgan Chase Bank NA | 7/16/25 | (32479) |
| USD | 446767 | TWD | 14521268 | BNP Paribas SA | 8/20/25 | (42034) |
| USD | 991154 | TWD | 32419656 | BNP Paribas SA | 8/20/25 | (100125) |
| USD | 1119000 | TWD | 36603609 | JPMorgan Chase Bank NA | 8/20/25 | (113115) |
| USD | 425952 | TWD | 13967823 | JPMorgan Chase Bank NA | 8/20/25 | (44219) |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(4675273)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 2247305 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (6922578) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(2) | Maturity <br> Date | Clearinghouse / <br> Counterparty(4) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(3)(1) | Notional<br> Amount(3)(1) | Value ($)(2) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(5) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |  |
| BMW Finance NV 0.75% 7/13/2026 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 2400000 | (55816) | 47079 | (8737) |
| Generali 4.125% 5/4/2026 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1150000 | 1158 | (4238) | (3080) |
| Societe Generale SA 5.25% 9/6/2032 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1000000 | 7598 | (8399) | (801) |
| Deutsche Bank AG 5.625% 5/19/2031 |  | Jun 2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 850000 | 17870 | (22073) | (4203) |
| American Electric Power Co Inc 3.2% 11/13/2027 |  | Dec 2029 | Bank of America NA | (1%) | Quarterly |  | 1267000 | (38717) | 34628 | (4089) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 380000 | 64790 | (97512) | (32722) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 50000 | 8525 | (14093) | (5568) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 410000 | 69905 | (97922) | (28017) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 320000 | 54560 | (74957) | (20397) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 580000 | 98890 | (144930) | (46040) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 400000 | 68200 | (75754) | (7554) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 630000 | 107415 | (96796) | 10619 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 300000 | 22931 | (12075) | 10856 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 800000 | 61148 | (30648) | 30500 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 200000 | 15287 | (7766) | 7521 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1100000 | 84079 | (117791) | (33712) |
| CMBX BB Series 18 Index |  | Dec 2057 | Goldman Sachs & Co LLC | (5%) | Monthly |  | 600000 | 76514 | (89699) | (13185) |
| Intesa Sanpaolo SpA 6.184% 2/20/2034 |  | Jun 2030 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 1050000 | 1401 | (7172) | (5771) |
| UniCredit SpA 5.375% 4/16/2034 |  | Jun 2030 | Goldman Sachs Bank USA | (1%) | Quarterly | EUR | 1000000 | 4309 | (9703) | (5394) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 20000 | 3410 | (5580) | (2170) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 370000 | 63085 | (109305) | (46220) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 120000 | 20460 | (30945) | (10485) |
| CMBX BB Series 18 Index |  | Dec 2057 | JPMorgan Securities LLC | (5%) | Monthly |  | 100000 | 12752 | (6676) | 6076 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | JPMorgan Securities LLC | (3%) | Monthly |  | 200000 | 15287 | (9941) | 5346 |
| CMBX AAA Series 13 Index |  | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 9000000 | (16386) | (140981) | (157367) |
| CMBX AAA Series 13 Index |  | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 6000000 | (10924) | (39178) | (50102) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 180000 | 30690 | (44432) | (13742) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 70000 | 11935 | (16890) | (4955) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 370000 | 63085 | (89715) | (26630) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 220000 | 37510 | (50779) | (13269) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 150000 | 25575 | (33692) | (8117) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 200000 | 34100 | (32887) | 1213 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 100000 | 7644 | (3883) | 3761 |
| CMBX BB Series 18 Index |  | Dec 2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 200000 | 25505 | (29523) | (4018) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 600000 | 78115 | (87512) | (9397) |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 300000 | 39057 | (43428) | (4371) |
| CMBX AAA Series 13 Index |  | Dec 2072 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 720000 | (1311) | (6321) | (7632) |
| CMBX AAA Series 13 Index |  | Dec 2072 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 2140000 | (3896) | (22508) | (26404) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 470000 | 80135 | (120670) | (40535) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 710000 | 121054 | (208831) | (87777) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 140000 | 23870 | (30496) | (6626) |
| CMBX BBB- Series 16 Index |  | Apr 2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 210000 | 35805 | (56342) | (20537) |
| CMBX BBB Series 15 Index |  | Nov 2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 100000 | 16546 | (14790) | 1756 |
| CMBX BBB Series 15 Index |  | Nov 2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 600000 | 99276 | (89983) | 9293 |
| CMBX AAA Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 400000 | 682 | 205 | 887 |
| CMBX AAA Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 200000 | 341 | 114 | 455 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 400000 | 30574 | (15764) | 14810 |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 900000 | 68792 | (32831) | 35961 |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 100000 | 13019 | (12585) | 434 |
| CMBX BBB Series 15 Index |  | Nov 2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 300000 | 49638 | (48131) | 1507 |
| CMBX AAA Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 3500000 | 5968 | (6546) | (578) |
| CMBX BBB- Series 18 Index |  | Dec 2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 100000 | 7644 | (7479) | 165 |
| CMBX BBB- Series 17 Index |  | Dec 2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 400000 | 52077 | (52929) | (852) |
| American Express Co 4.05% 5/3/2029 |  | Dec 2029 | Goldman Sachs International | (1%) | Quarterly |  | 540000 | (16521) | 14988 | (1533) |
| Dominion Energy Inc 4.25% 6/1/2028 |  | Dec 2029 | Goldman Sachs International | (1%) | Quarterly |  | 734000 | (22329) | 19532 | (2797) |
| SoftBank Group Corp 2.84% 12/14/2029 |  | Jun 2026 | Goldman Sachs International | (1%) | Quarterly |  | 2630000 | (6475) | 13411 | 6936 |
| 5Y CDX NA IG Series 44 Index |  | Jun 2030 | ICE | (1%) | Quarterly |  | 133440000 | (904182) | 0 | (904182) |
| **TOTAL BUY PROTECTION** |  |  |  |  |  |  |  | 761654 | (2283124) | (1521470) |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| Italian Republic 1.25% 2/17/2026 | NR | Jun 2025 | Barclays Bank PLC | 1% | Quarterly |  | 3360000 | 8536 | (2759) | 5777 |
| Spanish Kingdom 5.01% 11/21/2044 | NR | Jun 2025 | Barclays Bank PLC | 1% | Quarterly |  | 1920000 | 4885 | (1636) | 3249 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 300000 | (5252) | 6616 | 1364 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 2400000 | (42018) | 58940 | 16922 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 900000 | (15757) | 23561 | 7804 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 2800000 | (49020) | 69294 | 20274 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Goldman Sachs & Co LLC | 0.5% | Monthly |  | 1500000 | (26261) | 40959 | 14698 |
| PacifiCorp 3.3% 3/15/2051 | NR | Sep 2027 | JPMorgan Chase Bank NA | 0.130164% | Monthly |  | 465000 | (322) | 54 | (268) |
| CMBX AAA Series 12 Index | NR | Aug 2061 | JPMorgan Securities LLC | 0.5% | Monthly |  | 1000000 | 3540 | 4237 | 7777 |
| CMBX AAA Series 13 Index | NR | Dec 2072 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 7030000 | 12800 | 156033 | 168833 |
| CMBX AAA Series 13 Index | NR | Dec 2072 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 10830000 | 19718 | 247205 | 266923 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 900000 | (15757) | 18598 | 2841 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 2400000 | (42018) | 36265 | (5753) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 600000 | (10504) | 14630 | 4126 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 300000 | (5252) | 7362 | 2110 |
| CMBX AAA Series 16 Index | NR | Apr 2065 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 300000 | (3694) | 5929 | 2235 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 400000 | (7003) | 8172 | 1169 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 1700000 | (29762) | 34916 | 5154 |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 600000 | (10504) | 9459 | (1045) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 1000000 | (17507) | 15765 | (1742) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 1900000 | (33264) | 25559 | (7705) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 1500000 | (26261) | 19390 | (6871) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 2700000 | (47270) | 36037 | (11233) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 5700000 | (99792) | 89428 | (10364) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 5300000 | (92789) | 91434 | (1355) |
| CMBX AAA Series 17 Index | NR | Dec 2056 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 2100000 | (36102) | 36248 | 146 |
| CMBX AAA Series 16 Index | NR | Apr 2065 | Citigroup Global Markets Ltd | 0.5% | Monthly |  | 5600000 | (68331) | 68720 | 389 |
| Petroleos Mexicanos 6.625% 6/15/2035 | NR | May 2026 | Goldman Sachs International | 4.75% | Monthly |  | 8000000 | 112750 | 0 | 112750 |
| 5Y CDX NA IG Series 41 Index | NR | Dec 2028 | Intercontinental Exchange Inc | 1% | Quarterly |  | 200000 | (69) | 0 | (69) |
| 5Y CDX NA IG Series 44 Index | NR | Jun 2030 | Intercontinental Exchange Inc | 1% | Quarterly |  | 556900000 | 2238631 | 0 | 2238631 |
| Boeing Co 2.6% 10/30/2025 | NR | Dec 2029 | ICE | 1% | Quarterly |  | 300000 | 10864 | 0 | 10864 |
| 5Y CDX NA IG Series 43 Index | NR | Dec 2029 | ICE | 1% | Quarterly |  | 76900000 | 47092 | 0 | 47092 |
| 5Y CDX NA HY Series 43 Index | NR | Dec 2029 | ICE | 5% | Quarterly |  | 131300000 | (257957) | 0 | (257957) |
| Verizon Communications Inc 4.125% 3/16/2027 | NR | Dec 2029 | ICE | 1% | Quarterly |  | 7000000 | (8435) | 0 | (8435) |
| AT&T Inc 3.8% 2/15/2027 | NR | Dec 2025 | ICE | 1% | Quarterly |  | 11000000 | (31574) | 0 | (31574) |
| Elis SA 2.875% 2/15/2026 | NR | Dec 2029 | ICE | 5% | Quarterly | EUR | 1800000 | (13079) | 0 | (13079) |
|  | NR | Dec 2025 | ICE | 1% | Quarterly | EUR | 10600000 | (20110) | 0 | (20110) |
| Boeing Co 2.6% 10/30/2025 | NR | Jun 2030 | ICE | 1% | Quarterly |  | 9400000 | 136491 | 0 | 136491 |
| 5Y CDX NA HY Series 44 Index | NR | Jun 2030 | ICE | 5% | Quarterly |  | 72577845 | 1218572 | 0 | 1218572 |
| 5Y CDX NA HY Series 44 Index | NR | Jun 2030 | ICE | 5% | Quarterly |  | 185000000 | 3939320 | 0 | 3939320 |
| **TOTAL SELL PROTECTION** |  |  |  |  |  |  |  | 6737535 | 1120416 | 7857951 |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **7499189** | **(1162708)** | **6336481** |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(3)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(4)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(5)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(3) | Maturity<br> Date | Notional<br> Amount(1) | Notional<br> Amount(1) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(4) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| U.S. SOFR Index(2) | Annual | 3.69392% | Annual | CME | Apr 2031 |  | 8625000 | 85238 | 0 | 85238 |
| 4.0158% | At Maturity | U.S. SOFR Index(2) | At Maturity | CME | May 2026 |  | 9668740 | (4810) | 0 | (4810) |
| 3.8468% | At Maturity | U.S. SOFR Index(2) | At Maturity | CME | Jun 2026 |  | 3254500 | (5260) | 0 | (5260) |
| 4.0398% | At Maturity | U.S. SOFR Index(2) | At Maturity | CME | May 2026 |  | 1725000 | (179) | 0 | (179) |
| U.S. SOFR Index(2) | At Maturity | 3.9223% | At Maturity | CME | Jun 2026 |  | 13680000 | 51080 | 0 | 51080 |
| U.S. SOFR Index(2) | At Maturity | 3.5568% | At Maturity | CME | May 2026 |  | 1977000 | 1974 | 0 | 1974 |
| 13.32% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2029 | BRL | 11500000 | (8082) | 0 | (8082) |
| 13.9271% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2027 | BRL | 198200000 | (87525) | 0 | (87525) |
| 13.9255% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2027 | BRL | 20500000 | (8940) | 0 | (8940) |
| 13.2914% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2029 | BRL | 130900000 | (104771) | 0 | (104771) |
| 13.3537% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2029 | BRL | 15700000 | (8903) | 0 | (8903) |
| 14.0087% | At Maturity | Brazil CETIP Interbank Deposit Overnight Rate(2) | At Maturity | CME | Jan 2027 | BRL | 13100000 | (3331) | 0 | (3331) |
| 2.49% | Semi-Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Feb 2054 | EUR | 1666170 | 40965 | 0 | 40965 |
| 2.5055% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Feb 2054 | EUR | 1666170 | 35286 | 0 | 35286 |
| 2.513% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Feb 2054 | EUR | 1633000 | 31900 | 0 | 31900 |
| 2.5105% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Mar 2054 | EUR | 835000 | 16499 | 0 | 16499 |
| 2.4555% | Annual | 3M EURIBOR(2) | Semi-Annual | LCH | Mar 2054 | EUR | 351000 | 11188 | 0 | 11188 |
| 2.543% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Apr 2054 | EUR | 1357000 | 19801 | 0 | 19801 |
| 2.44% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | May 2054 | EUR | 770000 | 29828 | 0 | 29828 |
| 2.4287% | Annual | 6M EURIBOR (Act/360)(2) | Semi-Annual | LCH | Jun 2054 | EUR | 395000 | 14732 | 0 | 14732 |
| 2.4287% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Jun 2054 | EUR | 383000 | 14292 | 0 | 14292 |
| 2.4413% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Jun 2054 | EUR | 269000 | (9333) | 0 | (9333) |
| 3.75% | Annual | U.S. SOFR Index(2) | Annual | LCH | Dec 2034 |  | 16390000 | (258216) | 0 | (258216) |
| 2.245% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Sep 2054 | EUR | 1090000 | 84780 | 0 | 84780 |
| 2.352% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Oct 2054 | EUR | 340000 | 19031 | 0 | 19031 |
| 2.196% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Nov 2054 | EUR | 740000 | 67068 | 0 | 67068 |
| ESTR Volume Weighted Trimmed Mean Rate Index(2) | Annual | 2.0628% | Annual | LCH | Oct 2029 | EUR | 9300000 | (60691) | 0 | (60691) |
| ESTR Volume Weighted Trimmed Mean Rate Index(2) | Annual | 2.0563% | Annual | LCH | Oct 2029 | EUR | 6100000 | (38109) | 0 | (38109) |
| ESTR Volume Weighted Trimmed Mean Rate Index(2) | Annual | 2.05% | Annual | LCH | Oct 2029 | EUR | 1900000 | (11342) | 0 | (11342) |
| U.S. SOFR Index(2) | Annual | 3.76473% | Annual | LCH | Dec 2054 |  | 5900000 | 286492 | 0 | 286492 |
| U.S. SOFR Index(2) | Annual | 3.89548% | Annual | LCH | Nov 2054 |  | 24961000 | 652745 | 0 | 652745 |
| Canadian Overnight Repo Rate(2) | Semi-Annual | 3% | Semi-Annual | LCH | Jun 2034 | CAD | 14000000 | (97654) | 0 | (97654) |
| 2.69125% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 2164000 | (6293) | 0 | (6293) |
| 2.53625% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 1731500 | 375 | 0 | 375 |
| 2.6875% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 2164000 | (6135) | 0 | (6135) |
| 2.53125% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 1731500 | 758 | 0 | 758 |
| U.S. SOFR Index(2) | Annual | 3.25% | Annual | LCH | Jun 2027 |  | 111652000 | 362911 | 0 | 362911 |
| U.S. SOFR Index(2) | Annual | 3.5% | Annual | LCH | Jun 2045 |  | 38306000 | 650316 | 0 | 650316 |
| 3.25% | Annual | U.S. SOFR Index(2) | Annual | LCH | Jun 2035 |  | 2881000 | 1746 | 0 | 1746 |
| U.S. SOFR Index(2) | Annual | 3.25% | Annual | LCH | Jun 2029 |  | 61109000 | 323799 | 0 | 323799 |
| U.S. SOFR Index(2) | Annual | 3.25% | Annual | LCH | Jun 2030 |  | 16066000 | 106237 | 0 | 106237 |
| 6M EURIBOR(2) | Semi-Annual | 2.25% | Annual | LCH | Sep 2055 | EUR | 910000 | (2551) | 0 | (2551) |
| U.S. SOFR Index(2) | Annual | 3.25% | Annual | LCH | Jun 2028 |  | 157351000 | (174737) | 0 | (174737) |
| 0.9975% | At Maturity | TONAR(2) | At Maturity | LCH | Mar 2027 | JPY | 1769432663 | (21882) | 0 | (21882) |
| 1.0265% | At Maturity | TONAR(2) | At Maturity | LCH | Mar 2027 | JPY | 4330130334 | (61986) | 0 | (61986) |
| 1.01846% | At Maturity | TONAR(2) | At Maturity | LCH | Mar 2027 | JPY | 4011480789 | (55241) | 0 | (55241) |
| 2.52% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Mar 2035 | EUR | 1600000 | 2698 | 0 | 2698 |
| U.S. SOFR Index(2) | Annual | 3.79608% | Annual | LCH | Dec 2031 |  | 2600000 | (15631) | 0 | (15631) |
| 2.83375% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 4340000 | (29341) | 0 | (29341) |
| 2.6875% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 3472000 | (18987) | 0 | (18987) |
| 2.685% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 1736000 | (9334) | 0 | (9334) |
| 2.835% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 2170000 | (14747) | 0 | (14747) |
| 2.684% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 1736000 | (9270) | 0 | (9270) |
| 2.8355% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 2169000 | (14770) | 0 | (14770) |
| U.S. SOFR Index(2) | Annual | 3.80662% | Annual | LCH | Feb 2055 |  | 2500000 | 102385 | 0 | 102385 |
| 2.7235% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 3472000 | (23577) | 0 | (23577) |
| U.S. SOFR Index(2) | Annual | 3.25% | Annual | LCH | Jun 2055 |  | 5000000 | 204576 | 0 | 204576 |
| 2.8695% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 4340000 | (33697) | 0 | (33697) |
| 2.6695% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 2273000 | (10929) | 0 | (10929) |
| 2.832% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 2999000 | (20128) | 0 | (20128) |
| 2.556% | Annual | 6M EURIBOR(2) | Semi-Annual | LCH | Apr 2054 | EUR | 1838000 | 10868 | 0 | 10868 |
| U.S. SOFR Index(2) | Annual | 3.65471% | Annual | LCH | Feb 2055 |  | 2300000 | 154380 | 0 | 154380 |
| U.S. SOFR Index(2) | Annual | 3.64159% | Annual | LCH | Feb 2055 |  | 4500000 | 312224 | 0 | 312224 |
| 2.648% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 2315394 | (9309) | 0 | (9309) |
| 6M EURIBOR(2) | Semi-Annual | 2.4% | Annual | LCH | Apr 2030 | EUR | 4500000 | (47620) | 0 | (47620) |
| 0.685% | At Maturity | TONAR(2) | At Maturity | LCH | Apr 2027 | JPY | 1717811321 | 16908 | 0 | 16908 |
| 0.683% | At Maturity | TONAR(2) | At Maturity | LCH | Apr 2027 | JPY | 1697961056 | 16946 | 0 | 16946 |
| 3.75% | Annual | U.S. SOFR Index(2) | Annual | LCH | May 2035 |  | 7800000 | (74927) | 0 | (74927) |
| 1.5285% | At Maturity | Eurostat Eurozone HICP Ex Tobacco Unrevised Series YoY NSA Index(2) | At Maturity | LCH | May 2027 | EUR | 11512739 | (75636) | 0 | (75636) |
| 1.54% | At Maturity | Eurostat Eurozone HICP Index(2) | At Maturity | LCH | May 2027 | EUR | 3635458 | (22753) | 0 | (22753) |
| 0.698% | At Maturity | TONAR(2) | At Maturity | LCH | May 2027 | JPY | 1355925736 | 13044 | 0 | 13044 |
| 1.504% | At Maturity | Eurostat Eurozone HICP Ex Tobacco Unrevised Series YoY NSA Index(2) | At Maturity | LCH | May 2027 | EUR | 3029761 | (18322) | 0 | (18322) |
| 2.641% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2029 |  | 3472000 | (13070) | 0 | (13070) |
| 2.7895% | At Maturity | US CPI Urban Consumer NSA Index(2) | At Maturity | LCH | Apr 2028 |  | 4340000 | (23952) | 0 | (23952) |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  |  | **2221099** | **0** | **2221099** |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Represents floating rate.

(3)Swaps with CME Group (CME) and LCH Clearnet Group (LCH) are centrally cleared swaps.

(4)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| BRL | - | Brazilian Real |
| CAD | - | Canadian Dollar |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | United Kingdom Pound |
| INR | - | Indian Rupee |
| JPY | - | Japanese Yen |
| MXN | - | Mexican Peso |
| SGD | - | Singapore Dollar |
| TRY | - | New Turkish Lira |
| TWD | - | Taiwan Dollar |
| USD | - | United States Dollar |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $4,781,303,221 or 11.4% of net assets.

(d) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(e) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $294,475,696 or 0.7% of net assets.

(f) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(g) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(h) Principal Only Strips represent the right to receive the monthly principal payments.

(i) Level 3 security

(j) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(k) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

(l) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $204,297 and $199,047, respectively.

(m) Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.

(n) Security initially issued in zero coupon form which converts to coupon form at a specified rate and date. The rate shown is the rate at period end.

(o) Non-income producing

(p) Security or a portion of the security is on loan at period end.

(q) Affiliated Fund

(r) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(s) Security is perpetual in nature with no stated maturity date.

(t) Non-income producing - Security is in default.

(u) Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury Obligations as collateral on settlement date.

(v) Includes $2,091,887 of cash collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis.

(w) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(x) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(y) The rate quoted is the annualized seven-day yield of the fund at period end.

(z) Investment made with cash collateral received from securities on loan.

(Aa) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $5,223,058.

(Ab) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $70,798,721.

(Ac) Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $20,809,383.

(Ad) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $22,294,914.

(Ae) Includes $6,649,000 of cash collateral to cover margin requirements for futures contracts.

(Af) Includes $14,537,000 of cash collateral segregated to cover margin requirements for centrally cleared swaps.

(Ag) Includes $260,000 of cash collateral segregated for over the counter (OTC) derivatives.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** | **\* Repurchase Agreements** |
| **Counterparty** | **Lending Rate (%)** | **Settlement Date** | **Maturity Date** | **Repurchase Agreement**<br> **Value ($)** | **Repurchase Agreement Proceeds ($)** | **Collateralized By** | **Collateral Coupon (%)** | **Collateral Maturity Date** | **Collateral Value Received ($)** |
| BofA Securities, Inc. | 4.4 | 5/30/2025 | 6/5/2025 | 1000000000 | 1000733333 | U.S. Treasuries (including strips) | 1.5-4.38 | 1/31/2027 - 7/15/2027 | 1021634739 |
| BofA Securities, Inc. | 4.4 | 5/30/2025 | 6/2/2025 | 884700000 | 885024390 | U.S. Treasuries (including strips) | 3.75 | 12/31/2028 | 903683738 |
| **Total Repurchase Agreements** |  |  |  | 1884700000 | 1885757723 |  |  |  | 1925318477 |

---

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 145266497 | 388174447 | 355809790 | 1943932 | - | - | 177631154 | 177595635 | 0.3% |
| Fidelity Securities Lending Cash Central Fund | 181390075 | 2129221718 | 1795535554 | 460704 | - | - | 515076239 | 515024736 | 1.6% |
| Total | 326656572 | 2517396165 | 2151345344 | 2404636 | - | - | 692707393 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Investments Money Market Government Portfolio - Institutional Class | 8968650 | 979444902 | 655614466 | 1302550 | - | - | 332799086 | 332799086 |
| Fidelity SAI Long-Term Treasury Bond Index Fund | 349521367 | 1280246 | 244870499 | 1280283 | (140316542) | 129983642 | 95598214 | 14462665 |
| Fidelity SAI Total Bond Fund | 3263760840 | 35922920 | 151418650 | 35924367 | (16634497) | (31268237) | 3100362376 | 345636831 |
| Fidelity SAI U.S. Treasury Bond Index Fund | 549138019 | 251088557 | 547467599 | 1088244 | 1459956 | (4598544) | 249620389 | 28495478 |
| Fidelity U.S. Bond Index Fund | 222747313 | 200973787 | 192127224 | 981738 | (3003595) | 1462975 | 230053256 | 22313604 |
|  | 4394136189 | 1468710412 | 1791498438 | 40577182 | (158494678) | 95579836 | 4008433321 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Commercial Paper, U.S. Treasury Obligations, Bank Loan Obligations, Bank Notes, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Municipal Securities, Non-Convertible Corporate Bonds, Preferred Securities and U.S. Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Exchange-traded options are valued using the last sale price or, in the absence of a sale, the last offering price and are categorized as Level 1 in the hierarchy.

Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

Short-term securities with remaining maturities of sixty days or less may be valued at amortized cost, which approximates fair value, and are categorized as Level 2 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. For OTC written options with upfront premiums received, the Fund is obligated to perform and therefore does not have counterparty risk. For OTC written options with premiums to be received at a future date, the maximum risk of loss from counterparty credit risk is the amount of the premium in excess of any collateral pledged by the counterparty. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used exchange-traded options to manage its exposure to the stock market.

The Fund used OTC options, such as swaptions, which are options where the underlying instrument is a swap, to manage its exposure to fluctuations in interest rates and/or potential credit events.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Strategic Advisers Core Income Fund

- **b. EDGAR series identifier (if any):** S000029150

- **c. LEI of Series:** JIULD0UMK13CI0PIUL16

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-05-31

**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:** $49997219380.01

**Total Liabilities:** $8385527529.67

**Net Assets:** $41611691850.34

**Delayed Delivery Securities:** $6651022420.28

**Cash Not Reported:** $103713741.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 258506.76975148 | **1-Year:** 1701797.82608593 | **5-Year:** 3545408.00594077 | **10-Year:** 3731140.02643167 | **30-Year:** 2140471.01841521

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

- **3-Month:** 34781.95150579 | **1-Year:** 131444.59781880 | **5-Year:** 157249.47752369 | **10-Year:** 161990.17946077 | **30-Year:** 67208.90891613

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089632 | -0.19%               | 0.36%                | -0.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-73537011.91            | $-107296149.71                             |
| Month 2  | $-71003024.04            | $38291859.83                               |
| Month 3  | $-12051647.91            | $-337441608.90                             |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAIN CAPITAL CREDIT CLO 2019-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2019-3 LTD ARR TSFR3M+103 10/21/2034 144A                                                                | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996996.00     | 0.00%             | 2034-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/INR settle 2025-06-30                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-34.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 07/01/2033#AN9496                                                                                                | CUSIP: 3138LNRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3738520.00    | 0.01%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.95% 03/15/2053                                                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1022929.84    | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.992%/VAR 01/27/2032                                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9729000 | PA      | $8280363.96    | 0.02%             | 2032-01-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                                                 | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583193 | PA      | $558079.33     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                                                | JELD-WEN INC 4.875% 12/15/2027 144A                                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1053848.60    | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                                     | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $223879.50     | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2050#BQ4127                                                                                                     | CUSIP: 3617LNSQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1264594 | PA      | $1101496.19    | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST                                                                  | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST 4.34% 03/15/2029                                                                      | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $999351.30     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#890362                                                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3952 | PA      | $3883.36       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                                                                    | DAVIDE CAMPARI MILANO NV CONV 2.375% 01/17/2029 REGS                                                                             | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $870011.56     | 0.00%             | 2029-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                            | MARKEL GROUP INC 4.3% 11/01/2047                                                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      900000 | PA      | $692821.94     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares iBoxx $ Invmt Grade Corp Bd ETF                                                                                          | CUSIP: 464287242<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     4629206 | NS      | $498889530.62  | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#BT1461                                                                                                        | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395436 | PA      | $312269.33     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2040#MA4093                                                                                                   | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2214130 | PA      | $1891661.19    | 0.00%             | 2040-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                                                                    | GS MTG SECS TR 2020-GSA2 1.721% 12/12/2053                                                                                       | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4940000 | PA      | $4298934.72    | 0.01%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2047#CA0855                                                                                                 | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      371271 | PA      | $335230.98     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#FM4368                                                                                                 | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32260 | PA      | $28453.33      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS                                                                              | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      250000 | PA      | $315660.67     | 0.00%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 3.6% 09/15/2047                                                                                    | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1236771.76    | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.79%/VAR 03/21/2030                                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116813.17     | 0.00%             | 2030-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                                            | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2594353 | PA      | $2589490.46    | 0.01%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 2.976% 06/20/2071#CG2457                                                                                               | CUSIP: 3617WFWS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      626729 | PA      | $558266.76     | 0.00%             | 2071-06-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9175                                                                                                   | CUSIP: 36193VFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75291 | PA      | $67807.82      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#CB2276                                                                                                 | CUSIP: 3140QMQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1809502 | PA      | $1489716.58    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 7.375% 10/10/2047 REGS                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $344600.00     | 0.00%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2017-1A                                                                                  | HERO FUNDING TRUST 2017-1A 4.46% 09/20/2047 144A                                                                                 | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       46728 | PA      | $42412.53      | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERGY MO WEST STORM FDG I LLC                                                                              | EVERGY MO WEST STORM FDG I LLC 5.104% 12/01/2040                                                                                 | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      197618 | PA      | $194514.60     | 0.00%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                                             | BX TR 2025-VLT6 A TSFR1M+144.32 03/15/2030 144A                                                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $273625.00     | 0.00%             | 2042-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/38 #889371                                                                                                          | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29920 | PA      | $31348.72      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.302% 01/15/2035 144A                                                                                           | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     1404000 | PA      | $1177549.68    | 0.00%             | 2035-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      272000 | PA      | $251953.95     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                                                 | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC AR TSFR3M+122 01/17/2038 144A                                                        | CUSIP: 17181TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2501925.00    | 0.01%             | 2038-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA D 6.36% 11/20/2038 144A                                                                   | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100100.41     | 0.00%             | 2038-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-07-09                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $657.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.5% 06/01/2030 144A                                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      463000 | PA      | $467651.98     | 0.00%             | 2030-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                       | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                                                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     5340000 | PA      | $5371981.26    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                                  | DIGICEL GROUP HOLDINGS LTD 0% 12/31/2030 144A                                                                                    | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      151934 | PA      | $6229.31       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $928809.09     | 0.00%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/35 #828385                                                                                                          | CUSIP: 31407EJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22328 | PA      | $23219.32      | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BC9368                                                                                                   | CUSIP: 3140F5MS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69990 | PA      | $65428.58      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.301%/VAR 01/09/2029 144A                                                                                | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $307092.48     | 0.00%             | 2029-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.75% 01/15/2028 144A                                                                                 | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     3618000 | PA      | $3552660.73    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD1488                                                                                                   | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92891 | PA      | $85334.59      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2049#MA3835                                                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897258 | PA      | $805112.81     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028                                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10059382.88   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053                                                                      | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      603137 | PA      | $607205.60     | 0.00%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A2 TSFR1M+633.552 09/25/2037                                                         | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2950386 | PA      | $340468.40     | 0.00%             | 2037-09-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH3843                                                                                                          | CUSIP: 3138A5HV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13900 | PA      | $13633.28      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36710                                                                                                   | CUSIP: 31307TN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10220 | PA      | $9927.02       | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2040#AE4424                                                                                                 | CUSIP: 31419E4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12251 | PA      | $12315.17      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.08700 L 06/27/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3600000 | NC      | $-7731.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                             | CATERPILLAR INC 3.25% 04/09/2050                                                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      307000 | PA      | $209739.44     | 0.00%             | 2050-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9464                                                                                                   | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36013 | PA      | $31169.27      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6652461 | PA      | $6660768.47    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.25000 09/17/25 30Y LCH                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -910000 | NC      | $-2551.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4489762.59    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                                                | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2558748.42    | 0.01%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                                                 | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216594 | PA      | $193720.59     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 5% 04/30/2026                                                                                             | CUSIP: 038923AW8<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      146000 | PA      | $141528.58     | 0.00%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A                                                        | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193000 | PA      | $192473.23     | 0.00%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 05/20/2045#MA2825                                                                                                   | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74611 | PA      | $66705.41      | 0.00%             | 2045-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 2.618%/VAR 11/02/2032                                                                                 | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38505.52      | 0.00%             | 2032-11-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#CB4610                                                                                                   | CUSIP: 3140QQDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2768760 | PA      | $2542669.21    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.19% 07/01/2033#WN3233                                                                                                | CUSIP: 3132XHSX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5434391.40    | 0.01%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9019                                                                                                          | CUSIP: 3138EEAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58312 | PA      | $55478.80      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                                           | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $74489.15      | 0.00%             | 2038-09-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII D TSFR3M+331.161 10/22/2034 144A                                                                               | CUSIP: 03769HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250929.50     | 0.00%             | 2034-10-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 2% 12/02/2025 144A                                                                                                | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3069278.28    | 0.01%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2032#AS8610                                                                                                   | CUSIP: 3138WJR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37621 | PA      | $36400.67      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01985                                                                                                 | CUSIP: 3132GFF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42580 | PA      | $42860.65      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                            | RADIAN GROUP INC 6.2% 05/15/2029                                                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |      250000 | PA      | $257365.52     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 PASS THROUGH TRUST                                                                        | AIR CANADA 2015-1 PASS THROUGH TRUST 3.6% 09/15/2028 144A                                                                        | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       66565 | PA      | $64479.27      | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF E TSFR1M+525 02/15/2040 144A                                                                               | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $295371.93     | 0.00%             | 2042-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A                                                             | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5080672 | PA      | $4150213.93    | 0.01%             | 2062-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17605                                                                                                 | CUSIP: 3132J83P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20494 | PA      | $19241.11      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $142849.66     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                                                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $316038.50     | 0.00%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF VAR 11/25/2028                                                                                        | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1022351 | PA      | $46192.18      | 0.00%             | 2028-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/01/2031#ZS8629                                                                                                 | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      489019 | PA      | $468152.21     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.75% 01/15/2031 144A                                                                                                   | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4759000 | PA      | $4603822.53    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/39 #AE0967                                                                                                          | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95925 | PA      | $90137.62      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055                                                                                          | CUSIP: 29366WAG1<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |      222000 | PA      | $214651.49     | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7916                                                                                                 | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3283979 | PA      | $2711825.85    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                                          | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                                                        | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1247988.92    | 0.00%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 7.5% 09/15/2029                                                                                              | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1315000 | PA      | $1485213.60    | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2053#QF5422                                                                                                   | CUSIP: 3133BTAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      730994 | PA      | $671017.18     | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 06/01/2041                                                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5306000 | PA      | $4059747.20    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 5.6% 09/12/2026                                                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97997.50      | 0.00%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KL03 MORTGAGE TRUST                                                                              | FREMF 2018-KL03 MORTGAGE TRUST CSTR 08/25/2025 144A                                                                              | CUSIP: 30307VAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      585106 | PA      | $578096.07     | 0.00%             | 2025-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 8/31#AS7693                                                                                                         | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374267 | PA      | $354490.22     | 0.00%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.606% 07/25/2027                                                                                 | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376217 | PA      | $369119.71     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                                    | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                                                   | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      775000 | PA      | $732297.50     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                                          | VITERRA FINANCE BV 3.2% 04/21/2031 144A                                                                                          | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $181673.43     | 0.00%             | 2031-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031                                                                                 | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      190000 | PA      | $171901.36     | 0.00%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC                                                                 | CIFC FDG 2021-IV LTD / CIFC FDG 2021-IV LLC AR TSFR3M+136 07/23/2037 144A                                                        | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250022.00     | 0.00%             | 2037-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+209.125 03/15/2028 144A                                                                      | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100187.50     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 02/25/2059                                                                  | CUSIP: 35563PMM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1256223 | PA      | $906829.82     | 0.00%             | 2059-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 3.375% 09/11/2032                                                                                                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2629523.25    | 0.01%             | 2032-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                                                           | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    18150000 | PA      | $18590886.19   | 0.04%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                                     | NEW FORTRESS ENERGY INC 144                                                                                                      | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |        1657 | NS      | $4125.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/GBP settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-162847.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A                                                                                     | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1590000 | PA      | $1590993.75    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #773113                                                                                                          | CUSIP: 36176QVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1447 | PA      | $1393.47       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                                                       | HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A                                                                                      | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1509934.50    | 0.00%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.9% 01/15/2030                                                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1158858.00    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2032#BM1884                                                                                                   | CUSIP: 3140J6CW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104011 | PA      | $100484.16     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#SD2868                                                                                                   | CUSIP: 3132DQFH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2507617 | PA      | $2172277.25    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 7.008% 05/01/2064                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2366119.90    | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M1 A2 VAR 10/26                                                                                                         | CUSIP: 3136AUG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211140 | PA      | $205432.45     | 0.00%             | 2026-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK MORTGAGE TRUST                                                                                | ONE 2021-PARK MORTGAGE TRUST TSFR1M+186.448 03/15/2036 144A                                                                      | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2326000 | PA      | $2166218.22    | 0.01%             | 2036-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #778793                                                                                                          | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      307596 | PA      | $286028.02     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3886                                                                                                         | CUSIP: 31419EJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14696 | PA      | $14443.80      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 0.92% 06/12/2039 144A                                                                                        | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      783000 | PA      | $10306.39      | 0.00%             | 2039-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062                                 | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1668000 | PA      | $1034714.04    | 0.00%             | 2062-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+625 03/25/2042 144A                                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $139787.73     | 0.00%             | 2042-03-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                                                         | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                                                | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      282456 | PA      | $281792.21     | 0.00%             | 2031-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479607                                                                                                         | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98909 | PA      | $94850.39      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2047#MA4322                                                                                                     | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      424666 | PA      | $395792.29     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                                                      | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                                                        | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      190000 | PA      | $186259.38     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.25% 10/15/2027                                                                                           | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34014.16      | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                                                    | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                                                                       | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      909839 | PA      | $878031.21     | 0.00%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2052#MA8488                                                                                                     | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1267066 | PA      | $1166168.45    | 0.00%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECURITIZATION FUNDING II LLC                                                                  | DTE ELECTRIC SECURITIZATION FUNDING II LLC 6.09% 09/01/2038                                                                      | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $318602.61     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 1.75% 03/15/2027                                                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2415483.82    | 0.01%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031                                                                                 | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $410835.03     | 0.00%             | 2031-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                                               | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3863206 | PA      | $3677974.61    | 0.01%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 08/15/2044                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3222000 | PA      | $2486477.81    | 0.01%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                                   | OLIN CORP 5% 02/01/2030                                                                                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      195000 | PA      | $184566.99     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                                                      | CARVANA AUTO RECEIVABLES TRUST 2024-N3 5.38% 12/10/2030 144A                                                                     | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2977278.60    | 0.01%             | 2030-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2035#FS1488                                                                                                   | CUSIP: 3140XGUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146091 | PA      | $139215.32     | 0.00%             | 2035-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                                         | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                                         | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1002767.19    | 0.00%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+428.91 03/15/2039 144A                                                                          | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6968066.00    | 0.02%             | 2039-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2038#G31099                                                                                                   | CUSIP: 3132J4NR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157471 | PA      | $151330.13     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -237 | NC      | $-202226.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $672462.42     | 0.00%             | 2068-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: JPY/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-10256.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1967                                                                                                   | CUSIP: 3132DPFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      242809 | PA      | $223133.44     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2050#FP0023                                                                                                 | CUSIP: 3140XTAZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2249658 | PA      | $2018626.81    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                                                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162203.68     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 2/20/43 #MA0782                                                                                                     | CUSIP: 36179M2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      374869 | PA      | $339150.19     | 0.00%             | 2043-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 6.516% 11/25/2069                                                                                       | CUSIP: 00039KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $638872.53     | 0.00%             | 2069-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                      | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200844.99     | 0.00%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                                               | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                                                 | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $110628.60     | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA                                                                | BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A                                                                                 | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2524672 | PA      | $2520345.90    | 0.01%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                                                  | KINDERCARE TERM B 1LN 06/12/2030                                                                                                 | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |       67730 | PA      | $67937.50      | 0.00%             | 2030-06-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 10/41 #005203                                                                                                      | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1384371 | PA      | $1324346.53    | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.388% 05/01/2031                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1725297.85    | 0.00%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#SD1074                                                                                                 | CUSIP: 3132DNFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      426499 | PA      | $383498.63     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 05/01/2043#Q18136                                                                                                 | CUSIP: 3132J9PW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5863 | PA      | $5554.06       | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                                                             | HECLA MINING CO 7.25% 02/15/2028                                                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |      775000 | PA      | $780414.15     | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.25% MAC 06/18/30                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -16066000 | NC      | $106237.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1742554.98    | 0.00%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4142                                                                                                   | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4346058 | PA      | $3770299.00    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+633.552 04/15/2037                                                                        | CUSIP: 31397GTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3243 | PA      | $317.63        | 0.00%             | 2037-04-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 4.27% 05/15/2047 144A                                                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       43000 | PA      | $33964.83      | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37604000 | PA      | $35869729.84   | 0.09%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#MA4733                                                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6662480 | PA      | $6307658.84    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                                               | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      773000 | PA      | $773424.38     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031                                                                                  | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184538.22     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3.2% 07/06/2046                                                                                          | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      890000 | PA      | $613210.00     | 0.00%             | 2046-07-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 5.15% 09/09/2052                                                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      489000 | PA      | $440080.94     | 0.00%             | 2052-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 MTG TR                                                                                         | BMO 2025-5C9 MTG TR 5.7785% 04/15/2058                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9700000 | PA      | $10053096.49   | 0.02%             | 2058-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/01/2055 #TBA                                                                                                     | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28750000 | PA      | $25579999.13   | 0.06%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2201 C 8 11/29                                                                                                               | CUSIP: 3133TMGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         198 | PA      | $204.24        | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FIN TR 2020-1                                                                                    | FOUNDATION FIN TR 2020-1A C 5.75% 07/16/2040 144A                                                                                | CUSIP: 35041KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136000 | PA      | $135949.23     | 0.00%             | 2040-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                                  | KENVUE INC 5.1% 03/22/2043                                                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132296.18     | 0.00%             | 2043-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2049#MA5818                                                                                                   | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71507 | PA      | $68638.84      | 0.00%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 7.45% 04/30/2044 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      100000 | PA      | $102800.00     | 0.00%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                                                 | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3549301 | PA      | $3561430.19    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS5385                                                                                                 | CUSIP: 3140XL6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208900 | PA      | $172961.32     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.25% 04/01/2033                                                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     3969000 | PA      | $3185032.96    | 0.01%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2007-3XS                                                                           | MSM 2007-3XS 2A4S 5.9631% 1/47                                                                                                   | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-CBDO         | CORP              | US        |      805580 | PA      | $280905.63     | 0.00%             | 2047-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 07/01/2035#QN2877                                                                                                   | CUSIP: 3133G9FS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2272484 | PA      | $2072021.07    | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.73 L 06/20/25 GLM                                                                                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -7900000 | NC      | $-26002.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.65% 04/01/2050                                                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       58000 | PA      | $41345.71      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9320                                                                                                 | CUSIP: 3140QVLA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      602152 | PA      | $603456.68     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-2                                                                                | TOORAK MORTGAGE TRUST 2024-2 6.329% 10/25/2031 144A                                                                              | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      252000 | PA      | $251439.93     | 0.00%             | 2031-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.078%/VAR 04/23/2040                                                                                | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3013414.23    | 0.01%             | 2040-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Total Bond Fund                                                                                                     | CUSIP: 31635T849<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   344312544 | NS      | $3088483518.85 | 7.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3037                                                                                                   | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      710392 | PA      | $558320.49     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 7.125%/VAR PERP                                                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1520000 | PA      | $1537046.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 2B 0% 11/29/2050 144A                                                                               | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $2903897.50    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 0.125% 01/09/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      475000 | PA      | $460564.01     | 0.00%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/41 #AH6219                                                                                                          | CUSIP: 3138A74D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232853 | PA      | $221841.49     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.IG.44.V1) 1.00000 06/20/2030                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  -133440000 | NC      | $-904182.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.979%/VAR 07/22/2028                                                                                      | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1967355.08    | 0.00%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 01/15/2038                                                                                     | CUSIP: 31397PRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        7740 | PA      | $7900.70       | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                                                                | VOLT XCV LLC STEP 03/27/2051 144A                                                                                                | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45898 | PA      | $45841.12      | 0.00%             | 2051-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                                                 | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2180025 | PA      | $2017576.53    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2030#AS4956                                                                                                   | CUSIP: 3138WEQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207773 | PA      | $202414.46     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                                     | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      440000 | PA      | $450917.72     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.25% 06/01/2030                                                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1437132.77    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479494                                                                                                         | CUSIP: 36209RUT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      264758 | PA      | $253391.01     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MTG TR                                                                                   | BENCHMARK 2019-B13 A4 2.952% 08/15/2057                                                                                          | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7629000 | PA      | $7069348.77    | 0.02%             | 2057-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN2 LLC                                                                                           | PRET 2022-RN2 LLC 5% 06/25/2052 144A                                                                                             | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7266878 | PA      | $7255972.46    | 0.02%             | 2052-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/40 #004853                                                                                                      | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      872031 | PA      | $836003.51     | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 02/20/2052#                                                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33233 | PA      | $29745.33      | 0.00%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      672000 | PA      | $660320.27     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24% 03/15/2056 144A                                                                | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2155971 | PA      | $2170832.36    | 0.01%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #889733                                                                                                          | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4774 | PA      | $5010.08       | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2050#FS3189                                                                                                   | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284465 | PA      | $266370.12     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                                                       | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6944000 | PA      | $6129070.14    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 5.75% 09/15/2031 144A                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      575000 | PA      | $553777.10     | 0.00%             | 2031-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                                                | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                                               | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $318496.42     | 0.00%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040                                                                                    | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6113.18       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $179210.05     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 5.381% 03/13/2029                                                                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $1842696.11    | 0.00%             | 2029-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2046#MA4127                                                                                                   | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      885061 | PA      | $801245.83     | 0.00%             | 2046-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A                                                                                    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94792.67      | 0.00%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                                                                           | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11898884.49   | 0.03%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                                          | VISIO 2022-1 TRUST 6.17204% 08/25/2057 144A                                                                                      | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $198713.82     | 0.00%             | 2057-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                                | MAGNERA CORP 7.25% 11/15/2031 144A                                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       85000 | PA      | $77775.00      | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.25% 07/15/2032                                                                                                     | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      400000 | PA      | $449013.53     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                                            | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                                                      | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     8910000 | PA      | $8940623.05    | 0.02%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AS1380                                                                                                 | CUSIP: 3138WARA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11281 | PA      | $11025.52      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 7% 03/15/2033 144A                                                                                                | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2637000 | PA      | $2844241.83    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 0% 03/28/2049 144A                                                                                   | CUSIP: 74971BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3762256.00    | 0.01%             | 2049-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9277                                                                                                   | CUSIP: 3133KRJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      565730 | PA      | $576831.31     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q44963                                                                                                 | CUSIP: 3132WJQR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2083645 | PA      | $1891688.21    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      860000 | PA      | $869097.22     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.52% 02/15/2050 144A                                                                                                | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262127 | PA      | $252101.04     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.85% 11/15/2033                                                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $131448.49     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 7.125% 05/01/2030                                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      390000 | PA      | $443533.34     | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2048#BM5106                                                                                                 | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1752587 | PA      | $1682389.50    | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10713000 | PA      | $9409864.04    | 0.02%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-1155                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 5.8329% 06/10/2042 144A                                                                  | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3162000 | PA      | $3150979.17    | 0.01%             | 2042-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.7% 02/15/2027                                                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2522910.38    | 0.01%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MTG TR                                                                                        | ORL 2024-GLKS A MTG TR TSFR1M+149.25 12/15/2039 144A                                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $278775.00     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                                                           | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $373809.34     | 0.00%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 2/01/43 #Q15926                                                                                                        | CUSIP: 3132J7A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139862 | PA      | $127320.30     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 09/01/2053#RA9856                                                                                                   | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1813772 | PA      | $1849364.15    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                                                    | GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048                                                                        | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     4742016 | PA      | $301.59        | 0.00%             | 2048-10-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 2.69% 5/1/2033                                                                                                     | CUSIP: 64972JRH3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      530000 | PA      | $454662.94     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     2958000 | PA      | $2980858.60    | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.25% 05/25/2034                                                                                        | CUSIP: 12669FWD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1702 | PA      | $1629.21       | 0.00%             | 2034-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR9310                                                                                                   | CUSIP: 36193GKX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17534 | PA      | $15796.44      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-992.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052                                                                                      | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      190000 | PA      | $164033.59     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067                                                                                      | CUSIP: 38376R4N3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      645181 | PA      | $24353.34      | 0.00%             | 2067-05-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.5% 03/15/2041                                                                                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35038.88      | 0.00%             | 2041-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 7-10 Year Treasury Bond ETF                                                                                              | CUSIP: 464287440<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    11637886 | NS      | $1100594879.02 | 2.64%             |  |  |  | No            |                  1 | On Loan: —       |
| VIATRIS INC                                                                                                 | VIATRIS INC 3.85% 06/22/2040                                                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    12410000 | PA      | $8821611.39    | 0.02%             | 2040-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037                                                                                  | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $22478.03      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                         | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      304000 | PA      | $325218.95     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2053#                                                                                                       | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40318 | PA      | $35786.47      | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 1.65% 02/01/2028                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3563000 | PA      | $3315930.36    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.9% 03/15/2027                                                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121174.57     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK5 TRUST 2024-5YR6                                                                                       | BANK5 TRUST 2024-5YR6 6.225% 05/15/2057                                                                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13782 | PA      | $14426.40      | 0.00%             | 2057-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2046#G60989                                                                                                   | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7549676 | PA      | $6638410.33    | 0.02%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B18 MORTGAGE TRUST 1.672% 07/15/2053                                                                              | CUSIP: 08163AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8680040.00    | 0.02%             | 2053-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.2% 05/21/2029                                                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     1165000 | PA      | $1186959.11    | 0.00%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                   | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                                                | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      665000 | PA      | $679081.56     | 0.00%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 03/27/2028                                                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3135000 | PA      | $3167911.89    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                                                 | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1450374 | PA      | $1071867.71    | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1087.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC                                                                     | ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC AR TSFR3M+134 10/20/2037 144A                                                            | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501375.00     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738240                                                                                                          | CUSIP: 3620ASEM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6425 | PA      | $6453.44       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      140000 | NC      | $23869.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.375% 03/31/2029                                                                                                      | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12054300 | PA      | $11398847.44   | 0.03%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.875% 05/29/2050 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $236250.00     | 0.00%             | 2050-05-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2997.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 4.75% 10/15/2027                                                                             | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      213000 | PA      | $210475.48     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1308000 | PA      | $1340700.00    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050                                                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      750000 | PA      | $474885.17     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2048                                                                                     | CUSIP: 3137FEQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1863942 | PA      | $1443573.82    | 0.00%             | 2048-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                                           | MACQUARIE AIRFINANCE HOLDINGS LTD 5.15% 03/17/2030 144A                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $182224.85     | 0.00%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-32069.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                                                       | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1020000 | PA      | $953188.42     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      230000 | PA      | $192208.13     | 0.00%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32479.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGATA XII FUNDING LTD                                                                                      | REGATA XII FUNDING LTD ARR TSFR3M+139 10/15/2037 144A                                                                            | CUSIP: 75888HAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1320000 | PA      | $1323261.72    | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 6/34 #003568                                                                                                          | CUSIP: 36202D6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16977 | PA      | $17081.44      | 0.00%             | 2034-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 1.65% 11/04/2026                                                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57746.62      | 0.00%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/49#MA5876                                                                                                          | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1588626 | PA      | $1472671.05    | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL8122                                                                                                    | CUSIP: 3617YGAX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      995325 | PA      | $1045621.12    | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                                                    | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029 144A                                                                                  | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      530000 | PA      | $518838.82     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 2.32% 04/21/2031 144A                                                                               | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3633787.50    | 0.01%             | 2031-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                                    | TRIMARAN CAVU 2024-1 LTD A TSFR3M+138 01/25/2038 144A                                                                            | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350591.85     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                              | FS RIALTO 2025-FL10 ISSUER LLC A TSFR1M+138.505 08/19/2042 144A                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $109587.74     | 0.00%             | 2042-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6489                                                                                                   | CUSIP: 3140QSF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806058 | PA      | $817089.49     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 9.25% 02/15/2028 144A                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1708803.34    | 0.00%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.928%/VAR 04/28/2032                                                                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6758000 | PA      | $5703762.81    | 0.01%             | 2032-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/BRL settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $14595.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 3.45% 01/15/2050                                                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       97000 | PA      | $63973.84      | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2023-A                                                                                | BXG RECEIVABLES NT TR 2023-A 7.38% 11/15/2038 144A                                                                               | CUSIP: 123919AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      513496 | PA      | $522442.47     | 0.00%             | 2038-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2005-W4 1A1 6 8/35                                                                                                           | CUSIP: 31394VPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2015 | PA      | $2037.85       | 0.00%             | 2045-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ8343                                                                                                 | CUSIP: 3138E1HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2164 | PA      | $2058.61       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD2903                                                                                                   | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1602756 | PA      | $1257655.75    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.063% 5/15/2034                                                                                                     | CUSIP: 544445UD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $393918.20     | 0.00%             | 2034-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/30/2029                                                                                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $806031.25     | 0.00%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMCM TRUST CERTIFICATES 3.77782% 10/27/2061 144A                                                                                | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298318 | PA      | $224362.97     | 0.00%             | 2061-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #757631                                                                                                          | CUSIP: 36230SPQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16722 | PA      | $15995.02      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      825000 | PA      | $740633.44     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONAL TRANSN DIST CO SALES                                                                               | REGIONAL TRANSN DIST COLO SALES TAX REV BUILD AMERICA BONDS-SER B                                                                | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       45000 | PA      | $44023.89      | 0.00%             | 2050-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP CLO 8 LLC                                                           | ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP CLO 8 LLC AR2A TSFR3M+146.161 10/27/2034 144A                                            | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250133.25     | 0.00%             | 2034-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 03/27/2035 144A                                                                               | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      435000 | PA      | $430024.24     | 0.00%             | 2035-03-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.45% 03/15/2053                                                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      240000 | PA      | $224612.42     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO II DAC                                                                                           | AURIUM CLO II DAC A1RR 3MEUR+93 06/22/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1131704.15    | 0.00%             | 2034-06-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.262%/VAR 01/29/2034 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      760000 | PA      | $949757.84     | 0.00%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.25% 10/15/2030                                                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      435000 | PA      | $428473.54     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 06/01/2050#MA4047                                                                                                   | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5341704 | PA      | $4194884.73    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                                                          | PRPM 2023-RCF2 LLC 4% 11/25/2053 144A                                                                                            | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1198505 | PA      | $1168118.29    | 0.00%             | 2053-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 06/01/2030#AS5103                                                                                                   | CUSIP: 3138WEU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91629 | PA      | $89202.84      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.125% 06/15/2029                                                                                                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6353000 | PA      | $6185906.38    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 MTG TR                                                                                        | CFCRE 2016-C6 MTG TR 2.95% 11/10/2049                                                                                            | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913443 | PA      | $896758.66     | 0.00%             | 2049-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                                 | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3173848.92    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                         | CHENIERE ENERGY INC 5.65% 04/15/2034                                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3546000 | PA      | $3538631.87    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                                              | OPAL BIDCO SAS 6.5% 03/31/2032 144A                                                                                              | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      225000 | PA      | $224818.45     | 0.00%             | 2032-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#RA6823                                                                                                   | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5865578 | PA      | $4609953.28    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HARRIMAN PARK CLO LTD                                                                                       | HARRIMAN PARK CLO LTD A1R TSFR3M+138.161 04/20/2034 144A                                                                         | CUSIP: 413717AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500409.00     | 0.00%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                                                        | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                                                        | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $166721.76     | 0.00%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 3.125% 05/15/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3697000 | PA      | $4155781.06    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+608.552 07/25/2038                                                                        | CUSIP: 31397LX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        9031 | PA      | $841.77        | 0.00%             | 2038-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 8% 04/15/2027 144A                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1298073.68    | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 10.5% 04/15/2029 144A                                                                                      | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1800000.00    | 0.00%             | 2029-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 5.375% 09/01/2054                                                                                             | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      210000 | PA      | $196675.20     | 0.00%             | 2054-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2044#MA2304                                                                                                   | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1781367 | PA      | $1690319.65    | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      553556 | PA      | $488140.47     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 4.5% 02/20/2043 REGS                                                                                        | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      495000 | PA      | $568738.14     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                                             | COGENT COMMUNICATIONS GROUP INC 3.5% 05/01/2026 144A                                                                             | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163616.94     | 0.00%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TR 2023-2                                                                                        | FHF ISSUER TR 2023-2 7.97% 12/17/2029 144A                                                                                       | CUSIP: 30333LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3157143.60    | 0.01%             | 2029-12-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 11/01/2033#G16677                                                                                                 | CUSIP: 3128MFUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      449889 | PA      | $435476.04     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% AL6167 01/45                                                                                                      | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      247935 | PA      | $228736.18     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17893000 | PA      | $8583048.44    | 0.02%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/36 #745640                                                                                                          | CUSIP: 31403DLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51513 | PA      | $53801.70      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2483000 | PA      | $2493613.91    | 0.01%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                                           | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1104473.48    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                                                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      465000 | PA      | $495206.73     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.65471 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2300000 | NC      | $154379.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #745236                                                                                                          | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107090 | PA      | $105263.18     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                                            | ANCESTRY.COM TERM B 1LN 12/6/2027                                                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      258251 | PA      | $253945.78     | 0.00%             | 2027-12-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2034#AA0918                                                                                                 | CUSIP: 31416JAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2038 | PA      | $2087.63       | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2052#QD9467                                                                                                   | CUSIP: 3133B7QU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1201892 | PA      | $1107128.98    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11150000 | PA      | $7541860.00    | 0.02%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3712                                                                                                 | CUSIP: 3138WRDS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6389 | PA      | $5494.14       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC                                                                                    | BAKER HUGHES A GE CO LLC 5.125% 09/15/2040                                                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24463.63      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1463                                                                                                 | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44561 | PA      | $41006.68      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.975% 03/07/2037                                                                                    | CUSIP: 63858SBC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $46865.88      | 0.00%             | 2037-03-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD0923                                                                                                 | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      899427 | PA      | $743847.72     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 09/20/2044#MA2225                                                                                                   | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      564175 | PA      | $547365.49     | 0.00%             | 2044-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNE 2023-36A                                                                                              | MAGNE 2023-36A A TSFR3M+180 04/22/2036 144A                                                                                      | CUSIP: 559922AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3249000 | PA      | $3249000.00    | 0.01%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11348000 | PA      | $10907793.04   | 0.03%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4423962.77    | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                                                 | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3458780 | PA      | $2866980.57    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4391                                                                                                   | CUSIP: 3618AW2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2809107 | PA      | $2834009.22    | 0.01%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       90000 | PA      | $84960.00      | 0.00%             | 2028-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                         | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2164047.93    | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2449000 | PA      | $2461473.03    | 0.01%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 01/30/2028 144A                                                                                         | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19795.00      | 0.00%             | 2028-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 10/33 #254903                                                                                                         | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62002 | PA      | $62332.22      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.85% 06/01/2060                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      906000 | PA      | $615245.35     | 0.00%             | 2060-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2048#ZT2430                                                                                                 | CUSIP: 3132AEVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      859108 | PA      | $775445.08     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3943000 | PA      | $3706712.10    | 0.01%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044                                                                                    | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      206000 | PA      | $155736.00     | 0.00%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRACCAN MORTGAGE FUNDING 2024-1 PLC                                                                         | BRACCAN MORTGAGE FUNDING 2024-1 X PLC SONIO+434 01/15/2067 REGS                                                                  | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-CBDO         | CORP              | GB        |      440890 | PA      | $595614.47     | 0.00%             | 2067-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                                                    | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                                                   | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     1035000 | PA      | $1271450.62    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 5.523% 07/17/2028                                                                                          | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       51000 | PA      | $52540.11      | 0.00%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FIN LTD                                                                               | DIGICEL INTL FIN LTD TERM B 1LN 5/25/2027                                                                                        | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | LC        |      870011 | PA      | $865660.48     | 0.00%             | 2027-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                                                              | CSAIL 2021-C20 2.4862% 03/15/2054                                                                                                | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14927284 | PA      | $13404380.20   | 0.03%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1210000 | PA      | $1214343.25    | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13939.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCELERATED 2021-1H LLC                                                                                     | ACCELERATED 2021-1H D LLC 3.58% 10/20/2040 144A                                                                                  | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       77377 | PA      | $69137.35      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                                        | ENTERGY ARKANSAS LLC 2.65% 06/15/2051                                                                                            | CUSIP: 29366MAB4<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |      130000 | PA      | $73796.17      | 0.00%             | 2051-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031                                                                                  | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5530000 | PA      | $4717505.41    | 0.01%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NJ TPK 2.113% 1/1/2033                                                                                                           | CUSIP: 646140DW0<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     1050000 | PA      | $878412.26     | 0.00%             | 2033-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                  | BIOGEN INC 2.25% 05/01/2030                                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      790000 | PA      | $700731.46     | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 08/20/2053#MA9106                                                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69253 | PA      | $69125.06      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      620000 | PA      | $623410.00     | 0.00%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 09/01/2035#MA4124                                                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3388341 | PA      | $3154856.65    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A A2 TSFR1M+114.448 04/20/2062 144A                                                                    | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $405851.62     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 11/30/2028                                                                                                        | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28225000 | PA      | $26034254.81   | 0.06%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#BR3300                                                                                                   | CUSIP: 3140L1U29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116070 | PA      | $105976.01     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                                                  | WFRBS 2013-C11 D CSTR 3/45                                                                                                       | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194255 | PA      | $163933.91     | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#SD8207                                                                                                 | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1668736 | PA      | $1484325.83    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8228                                                                                                          | CUSIP: 3138EDEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71908 | PA      | $68407.94      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2042#Q05956                                                                                                 | CUSIP: 3132GMH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21626 | PA      | $21211.74      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.8% 03/15/2032                                                                                                         | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2478077.23    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                                                   | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A                                                           | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3440000 | PA      | $3436205.68    | 0.01%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.7% 02/15/2032                                                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7532000 | PA      | $6551716.75    | 0.02%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                                            | VIRGIN MEDIA SECD FIN PLC 4.25% 01/15/2030 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $3447194.96    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8759                                                                                                 | CUSIP: 3140L7WV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2423412 | PA      | $1989831.91    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 08/20/2046#MA3937                                                                                                   | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101472 | PA      | $91894.74      | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.85% 09/01/2032#WN1179                                                                                                | CUSIP: 3132XFJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      509042 | PA      | $483403.95     | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                                                  | BETHP 2021 A TSFR3M+139.161 01/15/2035 144A                                                                                      | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4844000 | PA      | $4854899.00    | 0.01%             | 2035-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 07/01/2032#G31067                                                                                                 | CUSIP: 3132J4MR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      552045 | PA      | $538909.74     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                                              | AMN HEALTHCARE 4.625% 10/01/2027 144A                                                                                            | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2950935.63    | 0.01%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 5.375% 08/01/2028 144A                                                                                        | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      850000 | PA      | $833822.72     | 0.00%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA FRN TSFR3M+290.961 PERP                                                                                      | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    12927000 | PA      | $12617468.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AZ9666                                                                                                   | CUSIP: 3140E2W49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28956 | PA      | $27141.00      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                                                | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $144098.38     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 14 LTD/FDG 14 LLC                                                                                  | CIFC FDG 14 LTD/FDG 14 LLC BR2 TSFR3M+166.161 01/18/2031 144A                                                                    | CUSIP: 12549JBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250124.75     | 0.00%             | 2031-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      396000 | PA      | $402694.58     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED 6.5% 09/25/2037                                                                                   | CUSIP: 3136FFQR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1063 | PA      | $231.44        | 0.00%             | 2037-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH1563                                                                                                          | CUSIP: 3138A2WZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476631 | PA      | $455465.07     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.1%/VAR 07/23/2030                                                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $430257.42     | 0.00%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 4.35% 03/01/2029                                                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1275870.60    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C46                                                                            | WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051                                                                              | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11079062 | PA      | $213691.84     | 0.00%             | 2051-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2049#MA5817                                                                                                     | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3328593 | PA      | $3088757.15    | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2053#FS4679                                                                                                   | CUSIP: 3140XLFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      845966 | PA      | $857807.63     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340520 | PA      | $2298338.35    | 0.01%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#QC9944                                                                                                 | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      421658 | PA      | $343978.17     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SAU                                                                                         | CELLNEX TELECOM SAU 1.75% 10/23/2030 REGS                                                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     5500000 | PA      | $5823078.72    | 0.01%             | 2030-10-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                                                                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                                                               | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10625101 | PA      | $9355712.76    | 0.02%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                                             | BANK 20-BNK25 XB CSTR 01/15/2063                                                                                                 | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $94274.44      | 0.00%             | 2063-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                      | SPRINT SPECTRUM CO LLC 5.152% 09/20/2029 144A                                                                                    | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7593000 | PA      | $7626082.02    | 0.02%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/20/2051#MA7255                                                                                                   | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11805782 | PA      | $9906061.61    | 0.02%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      280000 | PA      | $272892.72     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      105000 | PA      | $83451.58      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                                                   | SAUDI ARABIAN OIL COMPANY 5.25% 07/17/2034 144A                                                                                  | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3000000 | PA      | $2984160.00    | 0.01%             | 2034-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2045#G08636                                                                                                 | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72340 | PA      | $66175.52      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                             | ALLO ISSUER LLC 6.163% 04/20/2055 144A                                                                                           | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3260000 | PA      | $3294889.82    | 0.01%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/15/2039                                                                                   | CUSIP: 31398LLE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2484 | PA      | $2458.47       | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                                        | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      700000 | PA      | $939341.27     | 0.00%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#                                                                                                       | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15425242 | PA      | $12665464.44   | 0.03%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022-A                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2022-A 6.17% 09/25/2062 144A                                                                       | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233191 | PA      | $233125.24     | 0.00%             | 2062-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.016% 12/03/2029                                                                                     | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1735705.30    | 0.00%             | 2029-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.875% 07/01/2028                                                                                      | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      346000 | PA      | $343063.29     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3305174.31    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                         | ACTION TERM B5B 1LN 07/01/2031                                                                                                   | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |      451072 | PA      | $451635.86     | 0.00%             | 2031-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                                              | LOUISVILLE GAS and ELECTRIC CO 5.125% 11/15/2040                                                                                 | CUSIP: 546676AU1<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      345000 | PA      | $326807.40     | 0.00%             | 2040-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/39 #782727                                                                                                          | CUSIP: 36241LA48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24258 | PA      | $24373.10      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2051#RA5998                                                                                                   | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1658700 | PA      | $1427813.58    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#BR2644                                                                                                   | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25127 | PA      | $19858.29      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVIII LTD                                                                                     | SYMPHONY CLO XXVIII LTD A TSFR3M+140.161 10/23/2034 144A                                                                         | CUSIP: 87168BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250191.00     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      795000 | PA      | $801559.83     | 0.00%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2010-H27 FA TSFR1M+38 12/60                                                                                                  | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      181147 | PA      | $181562.74     | 0.00%             | 2060-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2042#AQ9061                                                                                                   | CUSIP: 3138MRB75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64656 | PA      | $61509.42      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1 M1                                                                                          | HOMES 2025-NQM1 M1 VAR 01/25/2070 144A                                                                                           | CUSIP: 43761DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $603058.44     | 0.00%             | 2070-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                                                   | AMERICAN AIRLINES TERM B 1LN 5/7/2032                                                                                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       10000 | PA      | $10035.40      | 0.00%             | 2032-05-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9%/VAR PERP 144A                                                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     5840000 | PA      | $5508116.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.88% 12/01/2032#BS7320                                                                                                | CUSIP: 3140LJD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234042 | PA      | $236289.74     | 0.00%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      235000 | PA      | $212772.95     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 03/15/2043#758871                                                                                                 | CUSIP: 36230T2C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      310212 | PA      | $287180.93     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2015-1R                                                                                            | CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A                                                                                   | CUSIP: 12649MBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       68553 | PA      | $67899.96      | 0.00%             | 2037-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061                                                                            | CUSIP: 38375BNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      592716 | PA      | $595125.45     | 0.00%             | 2061-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.95% 11/15/2029                                                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      252000 | PA      | $261449.98     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2052#SD8260                                                                                                 | CUSIP: 3132DWE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1464280 | PA      | $1457844.08    | 0.00%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 10.375% 01/28/2033                                                                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1360000 | PA      | $1594940.00    | 0.00%             | 2033-01-28      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245823.50     | 0.00%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK E VAR 06/16/2042 144A                                                                                   | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1032412.50    | 0.00%             | 2042-06-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3 6.5% 07/20/2055 144A                                                               | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840576 | PA      | $782613.67     | 0.00%             | 2055-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.875% 03/01/2053                                                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $890861.65     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                                           | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $435000.00     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH TERM 1LN 06/28/2029                                                                                                  | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |       56873 | PA      | $50332.43      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                                          | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      425000 | PA      | $422471.25     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                                            | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      380000 | PA      | $269961.49     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV D TSFR1M+383.827 08/15/2029 144A                                                                                   | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526000 | PA      | $520388.68     | 0.00%             | 2029-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.625% 05/15/2031 144A                                                                                                  | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2432000 | PA      | $2217746.39    | 0.01%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.75% 01/15/2031                                                                                          | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2811955.55    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                                                  | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                                                | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      971746 | PA      | $979211.89     | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.375% 02/08/2035                                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $785640.00     | 0.00%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     1300000 | PA      | $1405076.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1193439.27    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.75% 11/07/2036                                                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $193900.00     | 0.00%             | 2036-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                                                 | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A                                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $369560.11     | 0.00%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                                            | LBA TR 2024-BOLT TSFR1M+159.11 06/15/2026 144A                                                                                   | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $610381.25     | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 VAR 01/25/2064 144A                                                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10592449 | PA      | $1059.24       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRICON AMERICAN HOMES 2019                                                                                  | TRICON AMERICAN HOMES 2019 3.745% 03/17/2038 144A                                                                                | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204000 | PA      | $200438.85     | 0.00%             | 2038-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      643000 | PA      | $438328.53     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 6.75% 06/01/2027                                                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249984.40     | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      260000 | PA      | $180803.51     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 4.25% 10/01/2026                                                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62616.93      | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BANC AMER MTG SECS INC 5.5% 10/25/2033                                                                                           | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      151784 | PA      | $149025.82     | 0.00%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5225                                                                                                 | CUSIP: 3138WSYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159024 | PA      | $136656.11     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#RC1953                                                                                                   | CUSIP: 3133L8E27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      354187 | PA      | $322389.38     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A                                                                         | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      386645 | PA      | $387732.20     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $158900.31     | 0.00%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.125%/VAR PERP                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     2505000 | PA      | $2439347.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                          | UNITED UTILITIES WATER FINANCE PLC 3.75% 05/23/2034 REGS                                                                         | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      730000 | PA      | $825866.07     | 0.00%             | 2034-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -28750000 | PA      | $-25590107.63  | -0.06%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0189                                                                                                   | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      944622 | PA      | $962568.15     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1B                                                                        | HILTON GRAND VACATIONS TRUST 2024-1B 8.85% 09/15/2039 144A                                                                       | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1557011 | PA      | $1575555.04    | 0.00%             | 2039-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5%/VAR PERP                                                                                                 | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      122000 | PA      | $108898.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                                             | 20 TIMES SQUARE TR 2018 CSTR 05/15/2035 144A                                                                                     | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3016196 | PA      | $2412956.80    | 0.01%             | 2035-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD3015                                                                                                   | CUSIP: 3132DQK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3311539 | PA      | $2835576.16    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A                                                           | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1414000 | PA      | $901789.11     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                                                 | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66446 | PA      | $58605.03      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     3036000 | PA      | $3161113.29    | 0.01%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.8% 02/15/2029                                                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1509998.90    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                                                    | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1600000 | PA      | $1485200.00    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 2/42 #Q06088                                                                                                          | CUSIP: 3132GRCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47728 | PA      | $45551.52      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 06-OC1 1A1 03/25/2036                                                                                             | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41795 | PA      | $41185.60      | 0.00%             | 2036-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 09/20/2052#MA8268                                                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      839731 | PA      | $799818.93     | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      426000 | PA      | $429840.63     | 0.00%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2017-30 AI 5.5% 05/47                                                                                                        | CUSIP: 3136AWQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      207684 | PA      | $29757.70      | 0.00%             | 2047-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2049#MA5711                                                                                                   | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      953414 | PA      | $915175.32     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785805                                                                                                   | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3252154 | PA      | $2702411.72    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2052#SD1300                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80734 | PA      | $79362.14      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% #MA1546                                                                                                           | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71508 | PA      | $65853.26      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7536                                                                                                   | CUSIP: 36194GLR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16665 | PA      | $15490.83      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 5.75% 04/15/2033 144A                                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103152.12     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      565000 | PA      | $764848.55     | 0.00%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 11/25/2054                                                                            | CUSIP: 3136BTMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    46455411 | PA      | $46034687.72   | 0.11%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $179468.10     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                                                        | SMYRNA READY MIX LLC 6% 11/01/2028 144A                                                                                          | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      505000 | PA      | $497666.39     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179547 | PA      | $132221.07     | 0.00%             | 2063-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042                                                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      184000 | PA      | $176434.62     | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                                                        | AMERICAN MUN OH 8.084% 2/15/50                                                                                                   | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      220000 | PA      | $270490.35     | 0.00%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST                                                                                        | STAR 2025-SFR5 TRUST TSFR1M+245 02/17/2042 144A                                                                                  | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1083333 | PA      | $1087347.40    | 0.00%             | 2042-02-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1                                                           | BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1 E 8.43% 10/15/2030 144A                                                        | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995000 | PA      | $2042693.07    | 0.00%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2053                                                                            | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9960196 | PA      | $9925584.72    | 0.02%             | 2053-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 5/39 #698329                                                                                                          | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8392 | PA      | $8255.64       | 0.00%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                                              | DFW ARPT 4.087% 11/1/2051                                                                                                        | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1010000 | PA      | $798128.36     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4% 04/01/2043                                                                                                        | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      142000 | PA      | $113578.91     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TR                                                                                           | PRPM 2025-NQM2 A1 TRUST 5.688% 04/25/2070 144A                                                                                   | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1747621 | PA      | $1747162.25    | 0.00%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 05/01/2037#C91938                                                                                                   | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2534234 | PA      | $2435412.91    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 4.9% 08/01/2041                                                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        1000 | PA      | $873.21        | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                                                    | SAFEHOLD GL HOLDINGS LLC 2.8% 06/15/2031                                                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      146000 | PA      | $128269.86     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A                                                               | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6197229 | PA      | $5905300.82    | 0.01%             | 2061-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                                                      | BALCAN INNOVATIONS TERM B 1LN 10/18/2031                                                                                         | CUSIP: N/A<br>LEI: 549300C2CLNRVCUDIH93       | Long             | LON              | CORP              | CA        |      134949 | PA      | $128033.03     | 0.00%             | 2031-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                                                                    | ALTA EQUIPMENT GROUP INC 9% 06/01/2029 144A                                                                                      | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1061458.63    | 0.00%             | 2029-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.9% 01/15/2045                                                                                                 | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1247498.01    | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 6.1% 04/12/2034                                                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307868.30     | 0.00%             | 2034-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-FLWR                                                                                          | SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A                                                                              | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3029590 | PA      | $3027696.20    | 0.01%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                                                    | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A                                                               | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3435581 | PA      | $3255227.61    | 0.01%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK III LTD                                                                                      | SANDSTONE PEAK III LTD A1 TSFR3M+163 04/25/2037 144A                                                                             | CUSIP: 799928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004194.00    | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/13/2031                                                                                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1261218.98    | 0.00%             | 2031-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.3% 08/15/2052                                                                                                 | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1336675.08    | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                             | RINGCENTRAL INC 8.5% 08/15/2030 144A                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      378000 | PA      | $399250.78     | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | JPMCC 2018-WPT XAFX CSTR 07/23 144A                                                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $121421.00     | 0.00%             | 2033-07-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#QH3517                                                                                                   | CUSIP: 3133CF4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300388 | PA      | $305061.89     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                                        | CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039                                                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1196661.58    | 0.00%             | 2039-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HANCOCK JOHN SOVEREIGN BD FD                                                                                | JHancock Bond R6                                                                                                                 | CUSIP: 410223606<br>LEI: WKGWVLWSOXTPDPZACG18 | Long             | EC               | RF                | US        |    56648941 | NS      | $758529314.50  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                                                   | GAINWELL TERM B 1LN 10/01/2027                                                                                                   | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      474337 | PA      | $453465.87     | 0.00%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A                                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1545930.63    | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2043#AC9441                                                                                                   | CUSIP: 36179KP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48452 | PA      | $46274.23      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 4.625% 06/01/2030 144A                                                                                              | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52902.34      | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2040#MA4128                                                                                                   | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263665 | PA      | $225147.50     | 0.00%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                                             | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      505000 | PA      | $491562.91     | 0.00%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/46#Q43257                                                                                                      | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1091924 | PA      | $993718.74     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      120000 | NC      | $20459.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2052#CB5124                                                                                                 | CUSIP: 3140QQVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6242979 | PA      | $5910499.50    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029                                                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     8713000 | PA      | $8530166.23    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BXSC 2022-WSS F                                                                                             | BXSC 2022-WSS D TSFR1M+ 03/15/2035 144A                                                                                          | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4667000 | PA      | $4661186.32    | 0.01%             | 2035-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      898000 | PA      | $906795.42     | 0.00%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                                            | CARLISLE COS INC 2.2% 03/01/2032                                                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1577152.06    | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK54 TR 0% 02/28/2026 144A                                                                                        | CUSIP: 12529YAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      659122 | PA      | $624048.93     | 0.00%             | 2026-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                                                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      216000 | PA      | $184040.16     | 0.00%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 3.841% 10/01/2047                                                                                        | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      515000 | PA      | $395249.93     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BK3836                                                                                                   | CUSIP: 3140HHHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111751 | PA      | $104467.46     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.9% 04/01/2045                                                                                       | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       36000 | PA      | $26404.18      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-08-20                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-42033.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECS TR 2006 M1                                                                                      | ARGENT SECS TR 2006 M1 STEP 07/25/2036                                                                                           | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147086 | PA      | $39152.58      | 0.00%             | 2036-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/20/2051#MA7590                                                                                                     | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24580365 | PA      | $21448575.51   | 0.05%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 11/15/2042#AA5821                                                                                                 | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      156136 | PA      | $140493.61     | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/20/2043#MA1377                                                                                                   | CUSIP: 36179NQ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      651615 | PA      | $638880.11     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-135 ZA 4.5% 12/40                                                                                                       | CUSIP: 31398SE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      376647 | PA      | $360050.05     | 0.00%             | 2040-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                                                     | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $469374.58     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 5.35% 11/01/2043                                                                                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46471.58      | 0.00%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.5% 04/15/2032                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1996104.24    | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 1.95% 02/15/2028 144A                                                                                               | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1521864.45    | 0.00%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                                                      | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     2220000 | PA      | $2617795.81    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS1954                                                                                                   | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      726177 | PA      | $629633.96     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 7.5% 05/02/2054 144A                                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      290000 | PA      | $282645.60     | 0.00%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 4%/VAR PERP                                                                                                  | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      220000 | PA      | $198565.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A                                                                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      809000 | PA      | $809121.35     | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $575005.96     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298217 | PA      | $298238.29     | 0.00%             | 2068-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                     | DARLING INGREDIENTS INC 5.25% 04/15/2027 144A                                                                                    | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      442000 | PA      | $438899.55     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.75% 10/15/2031                                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3787388.36    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST                                                                                        | AMSR 2021-SFR4 TRUST 3.158% 12/17/2038 144A                                                                                      | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2369048.50    | 0.01%             | 2038-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9568                                                                                                   | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4710620 | PA      | $3728730.04    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AH9677                                                                                                 | CUSIP: 3138ABXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15086 | PA      | $15162.16      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 5.7% 10/15/2033                                                                                         | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      500000 | PA      | $510812.44     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD ERR TSFR3M+595 07/18/2037 144A                                                                               | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $397000.00     | 0.00%             | 2037-07-18      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0203                                                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52830 | PA      | $47431.64      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                                                               | ROCKFORD TOWER CLO 2021-2 LTD A1 TSFR3M+142.161 07/20/2034 144A                                                                  | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250126.00     | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#G08784                                                                                                 | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      622378 | PA      | $563290.54     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1                                                               | WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1 A2 STEP 08/25/2036                                                                 | CUSIP: 92978EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2682663 | PA      | $914510.24     | 0.00%             | 2036-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 MTG TR                                                                                     | COMM 2015-CCRE25 A4 MTG TR 3.759% 08/10/2048                                                                                     | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126256 | PA      | $125933.64     | 0.00%             | 2048-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15789                                                                                                 | CUSIP: 3132J62X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67613 | PA      | $61365.83      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007 HY3 TR                                                                     | WAMU 07-HY3 4A1 CSTR 2/12                                                                                                        | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1176 | PA      | $1065.89       | 0.00%             | 2037-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2053#BY4741                                                                                                 | CUSIP: 3140NMHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1564866 | PA      | $1618570.77    | 0.00%             | 2053-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                                                                   | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                                                                 | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |      200000 | PA      | $203100.00     | 0.00%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                           | BXMT 2025-FL5 LTD A TSFR1M+163.88 10/18/2042 144A                                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      124000 | PA      | $123070.63     | 0.00%             | 2042-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                                                                              | CCM MERGER INC 6.375% 05/01/2026 144A                                                                                            | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |      420000 | PA      | $420155.95     | 0.00%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#MA4578                                                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4460001 | PA      | $3645323.31    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.510500 03/01/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -835000 | NC      | $16498.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 4.625% 08/15/2028 144A                                                                                     | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107308.11     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.5% 10/17/2040 144A                                                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2456232.17    | 0.01%             | 2040-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO IV DAC                                                                                           | HENLEY CLO IV DAC A 3MEUR+90 04/25/2034 144A                                                                                     | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2265615.61    | 0.01%             | 2034-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |       15502 | PA      | $23002.43      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 12/31/2031                                                                                                        | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55056600 | PA      | $56181389.27   | 0.14%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 5.85% 07/07/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $187006.00     | 0.00%             | 2030-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 06/01/2036#BR2059                                                                                                 | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57458 | PA      | $50515.90      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.05% 09/01/2033                                                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4345000 | PA      | $4458065.20    | 0.01%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 4.875% 02/21/2028 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      253000 | PA      | $278076.25     | 0.00%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.74% 09/15/2036 144A                                                                    | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1330961.84    | 0.00%             | 2036-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 5.79% 05/14/2041 144A                                                                    | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      777000 | PA      | $800972.47     | 0.00%             | 2041-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $880959.34     | 0.00%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                                           | RESTAURANT BRANDS TERM B6 1LN 9/20/2030                                                                                          | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |      231165 | PA      | $230124.49     | 0.00%             | 2030-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 E PLC SONIO+395 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      372000 | PA      | $491755.73     | 0.00%             | 2031-08-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR E 8.81906% 11/13/2041 144A                                                                                        | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $361125.63     | 0.00%             | 2041-11-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2053#RJ0049                                                                                                   | CUSIP: 3142GQBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9482462 | PA      | $9193168.39    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#CB3509                                                                                                   | CUSIP: 3140QN3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8931636 | PA      | $8277660.15    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.4319% 07/15/2043 144A                                                          | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264000 | PA      | $264685.56     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-6 M1 TSFR1M+101.448 10/34                                                                                               | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2625 | PA      | $2605.36       | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                                                    | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $155510.88     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 4.9% 02/28/2033                                                                                         | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      103000 | PA      | $102132.89     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4937000 | PA      | $4727291.25    | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 05/31/2030                                                                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38937000 | PA      | $39013048.63   | 0.09%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.75% 04/01/2040                                                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4161000 | PA      | $3369089.76    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XIV CLO LTD                                                                                        | OFSI BSL XIV CLO LTD A TSFR3M+146 07/20/2037 144A                                                                                | CUSIP: 67119GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10011630.00   | 0.02%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                                                               | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                                                              | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1584903 | PA      | $1587258.77    | 0.00%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.5% 03/01/2029 144A                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      175000 | PA      | $161999.72     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.648000 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2315394 | NC      | $-9309.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA ENERGY TERM B-3 1LN 12/20/2030                                                                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      416772 | PA      | $417071.76     | 0.00%             | 2030-12-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 TR                                                                                           | AMSR 2020-SFR2 E2 TR 4.277% 07/17/2037 144A                                                                                      | CUSIP: 00178UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469108 | PA      | $467512.99     | 0.00%             | 2037-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.887% 11/01/2051                                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $655120.56     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 2.9% 11/15/2031                                                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      464000 | PA      | $403120.62     | 0.00%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 4.95% 09/30/2034                                                                                        | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38640.48      | 0.00%             | 2034-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -3000000 | PA      | $-2749920.30   | -0.01%            | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.6% 05/01/2034                                                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1068223.78    | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.634% 04/04/2034 144A                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2338413.88    | 0.01%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 3.45% 07/27/2026                                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      435000 | PA      | $428833.64     | 0.00%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                                                  | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      162000 | PA      | $140211.00     | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.55% 05/15/2052                                                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      123000 | PA      | $97843.68      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 12/25/2032                                                                                     | CUSIP: 31392FWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4813 | PA      | $4941.23       | 0.00%             | 2032-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A                                                             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5373000 | PA      | $5416240.29    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 6.25% 6/36 #886983                                                                                                      | CUSIP: 31410EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         998 | PA      | $1020.83       | 0.00%             | 2036-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A                                                                  | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      861159 | PA      | $861158.56     | 0.00%             | 2038-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.95% 11/27/2029 144A                                                                               | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7562834.70    | 0.02%             | 2029-11-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2043#Q21524                                                                                                 | CUSIP: 3132JNVR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10315 | PA      | $9818.44       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                                       | MELCO RESORTS FIN LTD 5.75% 07/21/2028 REGS                                                                                      | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $862299.18     | 0.00%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                                                     | ACHV ABS TRUST 2024-3AL 5.01% 12/26/2031 144A                                                                                    | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      463546 | PA      | $462950.31     | 0.00%             | 2031-12-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                                                   | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13491000 | PA      | $13652892.00   | 0.03%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2553000 | PA      | $1893607.97    | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO 8                                                                                          | OCEAN TRAILS CLO 8 ARR TSFR3M+129 07/15/2034 144A                                                                                | CUSIP: 67514UAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $5999706.00    | 0.01%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 5.738% VAR 11/25/2069 144A                                           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546037 | PA      | $547409.04     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046                                                                                  | CUSIP: 3136AWGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2134591 | PA      | $1942935.19    | 0.00%             | 2046-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                                                        | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $4815735.31    | 0.01%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                                           | IMOLA MERGER CORP 4.75% 05/15/2029 144A                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      517000 | PA      | $495383.87     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                                                       | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      580000 | PA      | $474814.10     | 0.00%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 3% 03/15/2052 144A                                                                | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21000 | PA      | $17893.34      | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.45% 02/15/2034                                                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      755000 | PA      | $762361.66     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Voya Funds/USA                                                                                              | Voya Intermediate Bond I                                                                                                         | CUSIP: 92913L684<br>LEI: N/A                  | Long             | EC               | RF                | US        |   158175581 | NS      | $1371382286.32 | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2047#ZM4388                                                                                                 | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7245 | PA      | $6593.68       | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0840                                                                                                   | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2333932 | PA      | $2005408.58    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                                 | NATIONAL AUSTRALIA BANK LTD 2.332% 08/21/2030 144A                                                                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $394286.98     | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 02/20/2048#MA5021                                                                                                   | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      388487 | PA      | $374969.20     | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.772% 11/10/2050                                                                                     | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      119000 | PA      | $70490.40      | 0.00%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      300000 | PA      | $334083.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 08/01/2053#RA9615                                                                                                   | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1075242 | PA      | $1046806.67    | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#CB2420                                                                                                   | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      972753 | PA      | $837956.18     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2                                                                                                 | CF 2019-CF2 2.6236% 11/15/2052                                                                                                   | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      823101 | PA      | $763187.18     | 0.00%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+668.552 05/20/2037                                                                         | CUSIP: 38374XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11401 | PA      | $1379.06       | 0.00%             | 2037-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#QN5328                                                                                                   | CUSIP: 3133GB4M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139452 | PA      | $127063.74     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                                              | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      230000 | PA      | $224489.78     | 0.00%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                                             | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                                           | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      500000 | PA      | $474913.10     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD8220                                                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1955779 | PA      | $1667343.97    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 03/01/2051#QC0031                                                                                                 | CUSIP: 3133AJA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62897 | PA      | $47091.63      | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                                                       | KEYSPAN GAS EAST CORP 5.994% 03/06/2033 144A                                                                                     | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2925544.39    | 0.01%             | 2033-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                         | COMMONSPIRIT HEALTH 5.205% 12/01/2031                                                                                            | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     9840000 | PA      | $9933833.94    | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                                                  | CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A                                                                        | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5360000 | PA      | $5368308.00    | 0.01%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#BT9232                                                                                                 | CUSIP: 3140LYHJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      757072 | PA      | $623278.33     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                                                      | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |      500000 | PA      | $560014.16     | 0.00%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD8195                                                                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7238717 | PA      | $6199438.65    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 11/20/2054#MB0025                                                                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1232984 | PA      | $1196979.05    | 0.00%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                                                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3349000 | PA      | $3391862.21    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7056167 | PA      | $6680379.46    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                                       | FREMF 2019-K98 MTG TR CSTR 10/25/2052 144A                                                                                       | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321808 | PA      | $303102.30     | 0.00%             | 2052-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#RA6459                                                                                                 | CUSIP: 3133KNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      362363 | PA      | $295606.15     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DC                                                                                         | VOYA EURO CLO II DC AR 3MEUR+96 07/15/2035 144A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     8100000 | PA      | $9163511.03    | 0.02%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 7.17% 04/25/2027 144A                                                                                         | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675797 | PA      | $681775.64     | 0.00%             | 2027-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                                                    | ZIGGO BV 4.875% 01/15/2030 144A                                                                                                  | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      115000 | PA      | $104953.75     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GTP ACQUISITION PARTNERS I LLC                                                                              | GTP ACQUISITION PARTNERS I LLC 3.482% 06/15/2050 144A                                                                            | CUSIP: 36246MAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $104910.93     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.00% 2/30 #MA0320                                                                                                     | CUSIP: 31417YLA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86322 | PA      | $86817.90      | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6286                                                                                                   | CUSIP: 3138WF6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182218 | PA      | $170456.52     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5% 04/01/2030 144A                                                                            | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2122741.72    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#CB0850                                                                                                   | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1978664 | PA      | $1702930.20    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD0265                                                                                                   | CUSIP: 3132DMJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3803021 | PA      | $3293260.33    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2039#AC4562                                                                                                 | CUSIP: 31417QB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1618 | PA      | $1605.19       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.25% 02/01/2041                                                                                           | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      500000 | PA      | $483234.79     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 11/01/2044#AL7307                                                                                                 | CUSIP: 3138EQDM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352121 | PA      | $354030.70     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K48 MTG TR                                                                                       | FREMF 2015-K48 MTG TR VAR 08/25/2048 144A                                                                                        | CUSIP: 30293HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $513161.86     | 0.00%             | 2048-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2023-R06                                                                            | CONNECTICUT AVE SECS TR 2023-R06 1M2 SOFR30A+270 07/25/2043 144A                                                                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2585685.75    | 0.01%             | 2043-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 2.375% 03/15/2032                                                                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $854158.37     | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 2.272% 12/01/2028                                                                                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $923462.54     | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO INCREMENTAL TERM 1LN 03/09/2027                                                                                             | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      190417 | PA      | $181956.36     | 0.00%             | 2027-03-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2023-P1 A3 5.98% 12/10/2027 144A                                                                  | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      427218 | PA      | $429348.13     | 0.00%             | 2027-12-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 4/42 #Q07441                                                                                                          | CUSIP: 3132GSS67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19600 | PA      | $18610.97      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                                  | AMSR TRUST 2023-SFR2G G1 4.5% 08/19/2028                                                                                         | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2068750.00    | 0.00%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1001940.79    | 0.00%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.15% 03/15/2046                                                                                                   | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $911684.39     | 0.00%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063                                                                                    | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         162 | PA      | $152.10        | 0.00%             | 2063-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                                                    | SOTHEBYS 7.375% 10/15/2027 144A                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93547.20      | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                                                      | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1839817.20    | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXI LTD                                                                               | MADISON PARK FUNDING LXXI LTD A1 TSFR3M+114 04/23/2038 144A                                                                      | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2880000 | PA      | $2874594.24    | 0.01%             | 2038-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 02/20/2049#BK7188                                                                                                   | CUSIP: 3617J76Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67524 | PA      | $64731.02      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+639.552 05/20/2037                                                                         | CUSIP: 38375J4W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10937 | PA      | $1073.23       | 0.00%             | 2037-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#SD2175                                                                                                   | CUSIP: 3132DPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258813 | PA      | $253444.22     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                                                | WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050                                                                              | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31222027 | PA      | $546928.73     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC                                                                     | MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A                                                           | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3261000 | PA      | $3251217.00    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034                                                                            | CUSIP: 3137BGB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      117025 | PA      | $4216.07       | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                                              | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      324000 | PA      | $302139.98     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 8% 09/20/2031#004901                                                                                                     | CUSIP: 36202FNS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3240 | PA      | $3345.20       | 0.00%             | 2031-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#MA2658                                                                                                 | CUSIP: 31418B5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52926 | PA      | $47871.01      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 05/25/2044                                                                                    | CUSIP: 31394AB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      189502 | PA      | $1312.36       | 0.00%             | 2044-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.75% 11/01/2029                                                                                    | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1536148.69    | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 03/25/2028                                                                                   | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       28277 | PA      | $614.65        | 0.00%             | 2028-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#QD1240                                                                                                   | CUSIP: 3133AXLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1415185 | PA      | $1215984.05    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AV2613                                                                                                 | CUSIP: 3138XD3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45787 | PA      | $44879.95      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047                                                                                   | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2890670 | PA      | $2558560.52    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                   | BANK IRELAND GROUP PLC 6.253%/VAR 09/16/2026 144A                                                                                | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      285000 | PA      | $286053.36     | 0.00%             | 2026-09-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                                                 | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     4381000 | PA      | $4665230.52    | 0.01%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                    | BX TRUST 0.8% 06/15/2023 144A                                                                                                    | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1189733 | PA      | $1188989.62    | 0.00%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2030                                                                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3510155.48    | 0.01%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                                             | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $349231.25     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 1.57% 01/15/2026                                                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1638003.19    | 0.00%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2050#CA5122                                                                                                   | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1265375 | PA      | $1095762.91    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                                           | CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A                                                                                 | CUSIP: 15033XAU0<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |     4327000 | PA      | $4331590.95    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.00% 2/27 #AB4420                                                                                                     | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68643 | PA      | $67742.91      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1517085.75    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                                                       | BBCCRE TRUST 2015-GTP A 3.966% 08/10/2033 144A                                                                                   | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274000 | PA      | $252080.00     | 0.00%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   984824000 | PA      | $929274214.42  | 2.23%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU1687                                                                                                   | CUSIP: 3138X02V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23850 | PA      | $22549.74      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK OP LLC 2.125% 12/01/2028                                                                                              | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27554.49      | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2046#AS7530                                                                                                 | CUSIP: 3138WHLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257892 | PA      | $217232.28     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 11/01/2054 #TBA                                                                                                     | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -13463000 | PA      | $-13065953.24  | -0.03%            | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 4.95% 09/22/2027 144A                                                                                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      456000 | PA      | $458911.20     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR                                                                                         | BSARM 03-7 3A CSTR 10/33                                                                                                         | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         255 | PA      | $254.51        | 0.00%             | 2033-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                                             | CITIGROUP COML MTG TR 2015-GC33 3.515% 09/10/2058                                                                                | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219494 | PA      | $219068.74     | 0.00%             | 2058-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -31019000 | PA      | $-27514808.39  | -0.07%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2047#MA4900                                                                                                   | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      919929 | PA      | $829362.01     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2050#MA3905                                                                                                   | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601137 | PA      | $518493.45     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                                           | BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054                                                                              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $345460.16     | 0.00%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 5.25% 04/01/2033                                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1596000 | PA      | $1615568.70    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM I 1LN 08/24/2028                                                                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       73339 | PA      | $73527.72      | 0.00%             | 2028-08-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 1.9% 09/01/2031                                                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      210000 | PA      | $177173.79     | 0.00%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                                             | COLT 2022-1 MORTGAGE LOAN TRUST VAR 12/27/2066 144A                                                                              | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $126887.29     | 0.00%             | 2066-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 3.875% 05/15/2044                                                                                                       | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      535000 | PA      | $605023.14     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2040#FM5042                                                                                                   | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542007 | PA      | $463490.91     | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                                        | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123562.80     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1661990.55    | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 6.45% 01/24/2035 144A                                                                             | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      227000 | PA      | $218033.50     | 0.00%             | 2035-01-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      575000 | PA      | $602149.20     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2062#BF0677                                                                                                   | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1303645 | PA      | $1188535.73    | 0.00%             | 2062-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER                            | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80587.60      | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMITH and NEPHEW PLC                                                                                        | SMITH and NEPHEW PLC 5.15% 03/20/2027                                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $252285.00     | 0.00%             | 2027-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2024-A 5.13% 09/22/2036 144A                                                                      | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $280963.85     | 0.00%             | 2036-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 3% 12/15/2051                                                                                            | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      304000 | PA      | $186771.52     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                                                      | BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A                                                        | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      904543 | PA      | $903977.68     | 0.00%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                                              | FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A                                                                             | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     5800000 | PA      | $5818297.84    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.5% 09/30/2033                                                                                          | CUSIP: 3130AK6M3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2000000 | PA      | $1565960.18    | 0.00%             | 2033-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                                                  | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                                         | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      369000 | PA      | $441042.50     | 0.00%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A                                                          | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5425000 | PA      | $5387703.13    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD4554                                                                                                   | CUSIP: 3132DSBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      836641 | PA      | $767538.83     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17612                                                                                                 | CUSIP: 3132J83W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5543 | PA      | $5106.31       | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                                                          | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      355000 | PA      | $358141.40     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 5.6% 02/15/2041                                                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     3496000 | PA      | $3388735.48    | 0.01%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP                                                 | SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 7.75% 10/15/2029 144A                                                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47906.59      | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2051#MA7418                                                                                                   | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2189132 | PA      | $1836185.14    | 0.00%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035                                                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      590000 | PA      | $593954.22     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 7.082% 05/13/2029                                                                                 | CUSIP: 12189TAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        2000 | PA      | $2173.39       | 0.00%             | 2029-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#796180                                                                                                   | CUSIP: 36177Q2N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25880 | PA      | $24725.95      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8100000 | PA      | $8100942.03    | 0.02%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                                            | LSEG US FIN CORP 4.875% 03/28/2027 144A                                                                                          | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302196.81     | 0.00%             | 2027-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                                                   | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184562.98     | 0.00%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                                                     | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                                                   | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      215000 | PA      | $185921.25     | 0.00%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032                                                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2679166.88    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5                                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 A TSFR1M+169.3 03/15/2040 144A                                  | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      719000 | PA      | $717202.50     | 0.00%             | 2040-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 12/20/2054#MB0093                                                                                                     | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9657558 | PA      | $9767800.45    | 0.02%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                                            | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24940.53      | 0.00%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9934                                                                                                    | CUSIP: 3617YWBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      398980 | PA      | $417396.26     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5300000 | NC      | $-92788.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.375% 06/01/2028 144A                                                                            | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      508000 | PA      | $513020.06     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                                                     | BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A                                                                            | CUSIP: 06762BAS9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |     1560000 | PA      | $1561159.08    | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   106541000 | PA      | $85087138.21   | 0.20%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON 66 LTD                                                                                              | OCTAGON 66 LTD A1R TSFR3M+175 11/16/2036 144A                                                                                    | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501556.50     | 0.00%             | 2036-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                               | COMMSCOPE INC 4.75% 09/01/2029 144A                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       64000 | PA      | $61281.99      | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                                               | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 25-1A A2 6% 05/20/2055 144A                                        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1617187.52    | 0.00%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAAC REPERFORMING LN REMIC TR                                                                               | NAA 2004-R2 A1 CSTR 10/34 144A                                                                                                   | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1729 | PA      | $1504.91       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 03/01/45#AX9566                                                                                                   | CUSIP: 3138YBTY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1248120 | PA      | $1176588.26    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      911000 | PA      | $498452.23     | 0.00%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783261                                                                                                          | CUSIP: 36241LTS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      267383 | PA      | $262740.85     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST 2013-2                                                                             | KGS-ALPHA SBA COOF TRUST 2013-2 A CSTR 03/25/2039 144A                                                                           | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       36001 | PA      | $1003.81       | 0.00%             | 2039-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.35% 04/15/2028                                                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3403248.88    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 4.874% 02/08/2029                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1257783.04    | 0.00%             | 2029-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP VAR 12/25/2035                                                                                      | CUSIP: 93934FHC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      426770 | PA      | $362066.63     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM3                                                                                              | MSRM 2025-NQM3 VAR 05/25/2070 144A                                                                                               | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3701000 | PA      | $3704884.20    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-3 LTD                                                                                         | VOYA CLO 2018-3 LTD A1R2 TSFR3M+120 10/15/2031 144A                                                                              | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      337534 | PA      | $337566.54     | 0.00%             | 2031-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC CONV 6% 01/31/2033                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       71207 | PA      | $68451.29      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM MTG LN TR 4.75% 01/25/2019                                                                                                 | CUSIP: 36185NM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         319 | PA      | $315.62        | 0.00%             | 2019-01-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| VIPER ENERGY INC                                                                                            | VIPER ENERGY INC 7.375% 11/01/2031 144A                                                                                          | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3397596.84    | 0.01%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                                                                                    | EDGEWATER GENERATION TERM B 1LN 8/1/2030                                                                                         | CUSIP: 28031FAJ9<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |       70932 | PA      | $71191.23      | 0.00%             | 2030-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 02/01/2033#SB0621                                                                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94704 | PA      | $92099.30      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2019-2 TR                                                                                | HOME PARTNERS AMER 2019-2 TR 3.32% 10/19/2039 144A                                                                               | CUSIP: 43732TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269944 | PA      | $255442.72     | 0.00%             | 2039-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 8.407%/VAR 11/14/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $571021.28     | 0.00%             | 2032-11-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                                      | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 6.037% 05/25/2059 144A                                                                    | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $532878.32     | 0.00%             | 2059-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2047#SD0978                                                                                                 | CUSIP: 3132DNCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1438431 | PA      | $1193662.91    | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2670                                                                                                   | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716671 | PA      | $610641.92     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2                                                                                            | PIKES PEAK CLO 2 ARR TSFR3M+122 10/11/2034 144A                                                                                  | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4990465.00    | 0.01%             | 2034-10-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.065 05/02/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     3970000 | NC      | $161848.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.48% 11/26/2032                                                                                       | CUSIP: 3133EL4Y7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      965000 | PA      | $779345.81     | 0.00%             | 2032-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A2 TR 5.708% 02/25/2070 144A                                                                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      711088 | PA      | $712227.88     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | IRO EUR 10Y P 2.66000 L 06/16/25 JPM                                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    -2200000 | NC      | $-2373.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064                                                             | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3262506 | PA      | $2800155.05    | 0.01%             | 2064-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051                                                                                     | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      547195 | PA      | $93024.60      | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2028                                                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3374583.81    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                                           | GEO GROUP INC/THE 8.625% 04/15/2029                                                                                              | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      130000 | PA      | $137224.91     | 0.00%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 06/01/2038#FM5783                                                                                                   | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55021 | PA      | $51755.51      | 0.00%             | 2038-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.75% 05/15/2046                                                                                             | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      450000 | PA      | $331726.44     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I INC                                                                                    | MSM 2004-3 4A CSTR 4/34                                                                                                          | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2600 | PA      | $2515.83       | 0.00%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                                  | NEW YORK LIFE INSURANCE CO 5.875% 05/15/2033 144A                                                                                | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1041799.86    | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 12/31/2030                                                                                                       | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       36000 | PA      | $35478.28      | 0.00%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.9% 02/01/2033                                                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      945000 | PA      | $940885.77     | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVIII LTD                                                                            | MADISON PARK FUNDING XXXVIII LTD A TSFR3M+138.161 07/17/2034 144A                                                                | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12511087.50   | 0.03%             | 2034-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 01/25/2034                                                                                    | CUSIP: 3137FWHN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4584296 | PA      | $206444.16     | 0.00%             | 2034-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                                               | ABU DHABI NATL ENERGY CO PJSC 4.375% 10/09/2031 144A                                                                             | CUSIP: 00388WAQ4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    11000000 | PA      | $10699700.00   | 0.03%             | 2031-10-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.75% 04/01/2028                                                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1383428.41    | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2053#MA8875                                                                                                   | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1597544 | PA      | $1430281.43    | 0.00%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 12/39 #728451                                                                                                         | CUSIP: 3620AFH42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34562 | PA      | $34721.60      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                                         | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      451693 | PA      | $451460.25     | 0.00%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                                                          | PRPM 2024-RCF3 LLC 4% 05/25/2054 144A                                                                                            | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1187770 | PA      | $1155603.57    | 0.00%             | 2054-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2405861.85    | 0.01%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2030#AS4752                                                                                                 | CUSIP: 3138WEH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284887 | PA      | $275258.65     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                                                  | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5829000 | PA      | $5825138.29    | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9376                                                                                                 | CUSIP: 31417GM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260104 | PA      | $239734.52     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | FSWP: OIS 4.039800 SOF 05/27/2026                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     1725000 | NC      | $-178.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.026% 11/15/2038                                                                                    | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19615 | PA      | $19585.06      | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 04-8 A2 TSFR6M+116.826 9/34                                                                                                 | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3420 | PA      | $3138.41       | 0.00%             | 2034-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2047#AS8699                                                                                                   | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307705 | PA      | $287362.11     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT CSTR 05/16/2065                                                                                   | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1378782 | PA      | $1251351.87    | 0.00%             | 2065-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2036#FM8131                                                                                                 | CUSIP: 3140XCA99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121622 | PA      | $112671.43     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                                  | COMMSCOPE TECHNOLOGIES LLC 5% 03/15/2027 144A                                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41554.45      | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 4.3265% 03/25/2067 144A                                                              | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $83415.36      | 0.00%             | 2067-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10381000 | PA      | $10378538.87   | 0.02%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                                                    | ARES CLO AR TSFR3M+127 10/15/2032 144A                                                                                           | CUSIP: 04017WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4118965 | PA      | $4120085.12    | 0.01%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2045#MA2828                                                                                                   | CUSIP: 36179RD97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      123826 | PA      | $120136.46     | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                                                  | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      475000 | PA      | $632500.79     | 0.00%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2042#794559                                                                                                   | CUSIP: 36177PB53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14959 | PA      | $14345.48      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2053#                                                                                                         | CUSIP: 3140MLR93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      782450 | PA      | $720146.17     | 0.00%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.802%/VAR 01/25/2052                                                                                             | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      105000 | PA      | $63146.52      | 0.00%             | 2052-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      395000 | PA      | $412556.46     | 0.00%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.05% 11/01/2034                                                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    20070000 | PA      | $19122671.72   | 0.05%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE7087                                                                                                 | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32471 | PA      | $31180.72      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | X TERM 1LN 10/26/2029                                                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      321801 | PA      | $320140.29     | 0.00%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                                                        | CANTOR FITZGERALD LP 7.2% 12/12/2028 144A                                                                                        | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     5689000 | PA      | $5984359.62    | 0.01%             | 2028-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 12/01/2042#C04422                                                                                                 | CUSIP: 31292L4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      478660 | PA      | $430411.12     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2023-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2023-A 6.7% 10/22/2035 144A                                                                       | CUSIP: 56847FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1364000 | PA      | $1372491.72    | 0.00%             | 2035-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                                                 | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1812117 | PA      | $1862839.94    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 3.317% 09/10/2050                                                                                                 | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      528472 | PA      | $521814.18     | 0.00%             | 2050-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.125% 02/15/2054                                                                                                       | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86600000 | PA      | $81333987.71   | 0.20%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 4.375% 5/1/2037                                                                                                    | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     9300000 | PA      | $8614005.96    | 0.02%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A                                  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $257499.00     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $246226.85     | 0.00%             | 2034-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $407148.30     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 02/01/2041#A96961                                                                                                 | CUSIP: 312945WW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28117 | PA      | $28284.49      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.259% 05/01/2027                                                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      524000 | PA      | $538600.26     | 0.00%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027                                                                                 | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5976848 | PA      | $5846513.86    | 0.01%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#SD7509                                                                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5563465 | PA      | $4838595.20    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 5.15% 09/13/2034                                                                                        | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      225000 | PA      | $212537.65     | 0.00%             | 2034-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.75% 05/18/2046                                                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8294144.20    | 0.02%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 11/25/2043                                                                                     | CUSIP: 31393X7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2350 | PA      | $2397.48       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                                               | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $254400.00     | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047                                                                                  | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2889597 | PA      | $2526620.09    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 4.44% 10/25/2026 144A                                                                                         | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      661257 | PA      | $620744.43     | 0.00%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND                                                                      | BLP COMMERCIAL MORTGAGE TRUST 2023-IND TSFR1M+169.2 03/15/2040 144A                                                              | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $273625.00     | 0.00%             | 2040-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2038#ZA2505                                                                                                 | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35285 | PA      | $33149.75      | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 6.75% 07/15/2033 144A                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      470000 | PA      | $474853.73     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 1.75% 03/15/2031                                                                                                 | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3109000 | PA      | $2647073.73    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 01/25/2032                                                                                   | CUSIP: 31392BQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        5220 | PA      | $5363.74       | 0.00%             | 2032-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                                  | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $494184.70     | 0.00%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.439% 07/15/2031                                                                                             | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4400000 | PA      | $4518924.08    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP9120                                                                                                 | CUSIP: 3140KHD24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4716008 | PA      | $3881095.07    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                                                | VISTAJET TERM B 1LN 04/01/2031                                                                                                   | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       10000 | PA      | $9991.70       | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047                                                                             | CUSIP: 3136BR5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1930565 | PA      | $1932540.84    | 0.00%             | 2047-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.918% 03/20/2028                                                                                             | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      800000 | PA      | $801606.44     | 0.00%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6342                                                                                                   | CUSIP: 3140XABL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151054 | PA      | $136784.90     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS                                                               | AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 3.2% 12/15/2029                                                                    | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18256 | PA      | $17300.30      | 0.00%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 03/01/2041#MA4287                                                                                                   | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1972406 | PA      | $1674834.44    | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 C VAR 07/27/2050 144A                                                                             | CUSIP: 05493UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $5863274.30    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC BR TSFR3M+185 10/25/2030 144A                                          | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      410000 | PA      | $409790.08     | 0.00%             | 2030-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                                             | BX TR 2021-ACNT TSFR1M+149.14 07/15/2029 144A                                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      899000 | PA      | $897033.44     | 0.00%             | 2029-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+588.552 03/25/2038                                                                        | CUSIP: 31397MB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4885 | PA      | $178.22        | 0.00%             | 2038-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                                                         | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     1225312 | PA      | $868219.19     | 0.00%             | 2029-01-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049                                                                                   | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2989092 | PA      | $2561812.07    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      370000 | PA      | $371739.00     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2036#FM9743                                                                                                 | CUSIP: 3140XDZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577092 | PA      | $552470.84     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 01/43 #Q16224                                                                                                          | CUSIP: 3132J7LE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9099 | PA      | $8366.28       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2032#BJ3746                                                                                                 | CUSIP: 3140H5EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259274 | PA      | $247013.57     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#MA4325                                                                                                   | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29782163 | PA      | $23295110.57   | 0.06%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4121                                                                                                   | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      757633 | PA      | $695055.77     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1355877.40    | 0.00%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY44 5Y ICE 6/20/30                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   185000000 | NC      | $3939319.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HOLDINGS                                                                                 | INDIA CLEAN ENERGY HOLDINGS 4.5% 04/18/2027 REGS                                                                                 | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $851625.00     | 0.00%             | 2027-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 1/41 #AB2068                                                                                                          | CUSIP: 31416XJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6382 | PA      | $5952.61       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $724525.00     | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 04/01/2054#SD5459                                                                                                 | CUSIP: 3132DTB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1641093 | PA      | $1628752.10    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 6.95% 12/17/2029                                                                      | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1205000 | PA      | $1239987.05    | 0.00%             | 2029-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031                                                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      765000 | PA      | $665765.44     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1472606 | PA      | $1468334.81    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A1R TSFR3M+136 10/15/2039 144A                                                                             | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250105.50     | 0.00%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885802 12/15/56 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $39057.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.316%/VAR 03/26/2041                                                                                              | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      244000 | PA      | $232678.09     | 0.00%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 04/25/2036                                                                                     | CUSIP: 31395BZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       12526 | PA      | $10221.23      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 2.9% 03/15/2051                                                                                                   | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      118000 | PA      | $71147.10      | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/42 #AQ5136                                                                                                  | CUSIP: 3138MLV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267086 | PA      | $246996.53     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.2% 11/15/2053                                                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123717.99     | 0.00%             | 2053-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/42#AQ8665                                                                                                   | CUSIP: 3138MQTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1434677 | PA      | $1331423.22    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION                                                                          | CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A                                                               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1046331 | PA      | $1017131.87    | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      841000 | PA      | $792107.12     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE5393                                                                                                   | CUSIP: 3133BE7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19506 | PA      | $18205.98      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                                                    | GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053                                                                                      | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      836823 | PA      | $804833.44     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                                                     | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                                                    | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      525000 | PA      | $595273.72     | 0.00%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/36#MA4328                                                                                                      | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4807758 | PA      | $4234410.33    | 0.01%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                                          | MATTAMY GROUP CORP 4.625% 03/01/2030 144A                                                                                        | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1412070.30    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWHL TR 2007-11                                                                                             | CWHL TR 2007-11 6% 8/37                                                                                                          | CUSIP: 12544LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1436882 | PA      | $607357.27     | 0.00%             | 2037-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#CB2906                                                                                                 | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      717340 | PA      | $641430.62     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      683000 | PA      | $648121.65     | 0.00%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      552091 | PA      | $472976.35     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.25% 01/15/2031                                                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1193000 | PA      | $1101936.74    | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 4% 01/15/2030                                                                                       | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $390930.51     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 08/39#A87886                                                                                                      | CUSIP: 312934XP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      263629 | PA      | $265355.79     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6239                                                                                                   | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1268865 | PA      | $1002001.46    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2756422.00    | 0.01%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 09/07/2028                                                                                          | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      485000 | PA      | $497308.34     | 0.00%             | 2028-09-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.55% 01/25/2054 144A                                                              | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266005 | PA      | $267589.42     | 0.00%             | 2054-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A3 TSFR1M+25 4/37                                                                                                 | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2646757 | PA      | $878657.94     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                                       | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66923.52      | 0.00%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C A VAR 06/15/2044 144A                                                                     | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $385978.98     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                                                           | BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST 4.125% 03/20/2033 144A                                                         | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36936 | PA      | $35180.64      | 0.00%             | 2033-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                                                         | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                                                          | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |       69000 | PA      | $52773.76      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3% 11/01/2036#AS8249                                                                                              | CUSIP: 3138WJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      547729 | PA      | $513679.03     | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                                                    | SAFEHOLD GL HOLDINGS LLC 2.85% 01/15/2032                                                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      145000 | PA      | $123304.58     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3980 EP 5% 1/42                                                                                                              | CUSIP: 3137AKL66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1249629 | PA      | $1271578.23    | 0.00%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2022-1 LTD                                                                                    | WELLFLEET CLO 2022-1 LTD A1RN TSFR3M+142 07/15/2037 144A                                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7761625.00    | 0.02%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    15371000 | PA      | $11056783.16   | 0.03%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                                                      | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      585000 | PA      | $590872.82     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75197300 | PA      | $44777642.23   | 0.11%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89274.50      | 0.00%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                                                 | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1081686 | PA      | $1038022.26    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                                                 | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                                                      | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |       68000 | PA      | $65314.94      | 0.00%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCUBS COML MTG TR 2017-C1                                                                                   | CCUBS COML MTG TR 2017-C1 A3 3.283% 11/15/2050                                                                                   | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5315660 | PA      | $5122634.48    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 1.75% 03/15/2031                                                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      938000 | PA      | $796028.50     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#RA7312                                                                                                 | CUSIP: 3133KPDR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1380581 | PA      | $1237937.45    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 4.74%/VAR 11/10/2032                                                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $469677.67     | 0.00%             | 2032-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 2.65% 10/15/2026                                                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      430000 | PA      | $419914.09     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 4.5% 07/01/2028 144A                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2719000 | PA      | $2686740.70    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 2.532% 11/15/2029                                                                                               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $271955.25     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2047#FP0111                                                                                                   | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4854719 | PA      | $4350028.07    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/43#AL7261                                                                                                   | CUSIP: 3138EQB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      612935 | PA      | $568205.71     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9365                                                                                                 | CUSIP: 3140QVMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3108051 | PA      | $3084677.96    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.125% 05/15/2032                                                                                             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      998000 | PA      | $977926.13     | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2004-90 SI INVF 10/34                                                                                                        | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        4350 | PA      | $318.64        | 0.00%             | 2034-10-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-2                                                                            | RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A                                                                         | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560933 | PA      | $517892.03     | 0.00%             | 2050-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3289178.38    | 0.01%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP6439                                                                                                 | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1181111 | PA      | $963888.97     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 2.05% 08/01/2050                                                                                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       88000 | PA      | $45187.34      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                                              | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                                                             | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1649937 | PA      | $1674706.88    | 0.00%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                                           | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $290688.48     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KOREA NATL OIL CORP                                                                                         | KOREA NATL OIL CORP 4.875% 04/03/2029 144A                                                                                       | CUSIP: 50065LAH3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |      300000 | PA      | $303257.58     | 0.00%             | 2029-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4582885.32    | 0.01%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 5/41 #005055                                                                                                       | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1114190 | PA      | $1095597.94    | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                                                | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                                                | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $185725.00     | 0.00%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.5% 05/15/2035                                                                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1862551.17    | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5452                                                                                                | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      693906 | PA      | $630435.46     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2054#SD8468                                                                                                   | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11159911 | PA      | $10808978.43   | 0.03%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC                                                            | GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3% 08/20/2051                                                                  | CUSIP: 38382XWM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       49643 | PA      | $8515.89       | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -289047000 | PA      | $-265019823.60 | -0.64%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A                                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4464000 | PA      | $4391460.00    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 1.726%/VAR 04/01/2027                                                                                               | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     5935000 | PA      | $5792830.64    | 0.01%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#FP0052                                                                                                   | CUSIP: 3140XTBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      871773 | PA      | $686245.45     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0388                                                                                                 | CUSIP: 3140QKNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      731542 | PA      | $602945.22     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.49935% 09/25/2026                                                                               | CUSIP: 3136AS4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156512 | PA      | $153348.94     | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A                                                                          | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12301.34      | 0.00%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KHG1 MORTGAGE TRUST                                                                              | FREMF 2018-KHG1 C MORTGAGE TRUST CSTR 12/25/2027 144A                                                                            | CUSIP: 30309FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971831 | PA      | $906460.79     | 0.00%             | 2027-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3158                                                                                                   | CUSIP: 3617KJQK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44881 | PA      | $42996.42      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                                                    | WORLD CHOICE INVESTMENTS TERM B 1LN 8/16/2031                                                                                    | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |      234866 | PA      | $234866.29     | 0.00%             | 2031-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0889                                                                                                   | CUSIP: 3133B97A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19141 | PA      | $17865.03      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD / LLC                                                                       | BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A                                                         | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3430000 | PA      | $3433731.84    | 0.01%             | 2035-07-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A3 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366000 | PA      | $332068.51     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #772088                                                                                                         | CUSIP: 36176PRH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27531 | PA      | $25554.56      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1178406.83    | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD8213                                                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2837902 | PA      | $2422032.63    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.10100 L 06/30/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -4000000 | NC      | $-9015.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC 6% 10/20/2038 144A                                                               | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      109370 | PA      | $107928.61     | 0.00%             | 2038-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+184.1 07/15/2034 144A                                                                               | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $397625.00     | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 E2 2.489% 08/17/2038 144A                                                                                          | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $279968.58     | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      875000 | PA      | $745164.02     | 0.00%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                                                    | PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A                                                                                    | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86360.33      | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 CK64 0% 03/01/2050 144A                                                                              | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4364804.50    | 0.01%             | 2050-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR6931                                                                                                 | CUSIP: 3138W4VZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153093 | PA      | $134857.21     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 02/01/2036#SB8088                                                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49992 | PA      | $44093.02      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 2.375% 07/15/2031                                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      775000 | PA      | $662978.60     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN TR II                                                                                              | JPMorgan Core Bond R6                                                                                                            | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             | EC               | RF                | US        |    68008624 | NS      | $694368051.53  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2052                                                                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   104540000 | PA      | $89467455.21   | 0.22%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                                            | SCF EQUIPMENT LEASING 2023-1A B LLC 6.37% 05/20/2032 144A                                                                        | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2563726.25    | 0.01%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 7%/VAR PERP 144A                                                                                                    | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $198006.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96766                                                                                                          | CUSIP: 312945QT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23338 | PA      | $22932.04      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.687500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $-18986.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.371% 04/04/2029 144A                                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67214.08      | 0.00%             | 2029-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C13                                                                                    | UBS COML MTG TR 2018-C13 A3 4.0694% 10/15/2051                                                                                   | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5225405 | PA      | $5143707.10    | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                                     | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                                                           | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10799000 | PA      | $10637643.93   | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2043#C04446                                                                                                   | CUSIP: 31292L5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      128066 | PA      | $115057.04     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.125% 07/27/2026                                                                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21664.02      | 0.00%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034                                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $907701.97     | 0.00%             | 2034-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                             | ADAPTHEALTH LLC 4.625% 08/01/2029 144A                                                                                           | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $118222.11     | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                                   | EDGEWELL PERSONAL CARE CO 5.5% 06/01/2028 144A                                                                                   | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      313000 | PA      | $307727.55     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                                                | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                                                     | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2970054 | PA      | $2869036.48    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 2.15% 06/01/2026                                                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1703723.42    | 0.00%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 4.625% 11/02/2031                                                                                                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      249000 | PA      | $205972.80     | 0.00%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3% 03/15/2032                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      311000 | PA      | $273689.36     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3.375% 05/06/2037                                                                                                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      160000 | PA      | $180266.11     | 0.00%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50954000 | PA      | $54806270.17   | 0.13%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#FM9747                                                                                                   | CUSIP: 3140XDZM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1148321 | PA      | $903580.47     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 6.7% 03/01/2036 144A                                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $196462.50     | 0.00%             | 2036-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5100125.34    | 0.01%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#BQ6743                                                                                                   | CUSIP: 3140KSP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1449595 | PA      | $1222436.91    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08738                                                                                                 | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      793328 | PA      | $720242.31     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 5.25% 06/15/2037                                                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1199000 | PA      | $1110093.89    | 0.00%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5215000 | PA      | $5236841.46    | 0.01%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUXL 30Y BND FUT JUN25 UBM5                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -25 | NC      | $126876.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2048#BD0549                                                                                                     | CUSIP: 3617BFTE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66649 | PA      | $65686.75      | 0.00%             | 2048-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2022-D                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2022-D 5.61% 02/15/2028                                                                           | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1952418 | PA      | $1960785.92    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 10/31/2046 144A                                                                                         | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1092000 | PA      | $876022.82     | 0.00%             | 2046-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 4% 08/01/2028 144A                                                                                                 | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      475000 | PA      | $458968.75     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                                            | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A                                                            | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153715.35     | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERMEDIATE HOLDINGS LTD / DIGICEL INTERNATIONAL FINANCE LTD / DIFL US                             | DIGICEL INTERMEDIATE HOLDINGS LTD / DIGICEL INTERNATIONAL FINANCE LTD / DIFL US PIK VAR 05/25/2027                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JM        |      730710 | PA      | $732536.78     | 0.00%             | 2027-05-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                         | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                                            | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     2792000 | PA      | $2730996.48    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.26% 05/01/2032#BS5440                                                                                                | CUSIP: 3140LGBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429906 | PA      | $396294.75     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2048#BH9109                                                                                                   | CUSIP: 3617H7DN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111994 | PA      | $107361.80     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC                                                       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A1R2 TSFR3M+130 01/25/2035 144A                                            | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12499412.50   | 0.03%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2027#BL3525                                                                                                 | CUSIP: 3140HU4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311025 | PA      | $299686.76     | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 02/20/2052#MA7880                                                                                                     | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8420306 | PA      | $6768029.07    | 0.02%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2466 DH 6.5 6/32                                                                                                             | CUSIP: 31392MM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         470 | PA      | $489.57        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                                             | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1362373 | PA      | $1392193.57    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 5.95% 06/01/2055                                                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      239000 | PA      | $239353.52     | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.05% 09/01/2054                                                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1038286.54    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030007 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      600000 | NC      | $76513.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE JUN25 RXM5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -34 | NC      | $11095.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.687500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2164000 | NC      | $-6135.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                                                    | FARMERS EXCHANGE CAP III 5.454%/VAR 10/15/2054 144A                                                                              | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $2964027.27    | 0.01%             | 2054-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202275.58     | 0.00%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 07/01/2055 #TBA                                                                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    58600000 | PA      | $56827033.56   | 0.14%             | 2055-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG D VAR 11/05/2041 144A                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $669944.06     | 0.00%             | 2039-11-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6967                                                                                                   | CUSIP: 36193SW47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37484 | PA      | $33758.27      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.114% 03/01/2046                                                                                               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      805000 | PA      | $644197.95     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.5% 07/01/2027 144A                                                                                                    | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      575000 | PA      | $585067.05     | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                       | REPUBLIC SERVICES INC 2.375% 03/15/2033                                                                                          | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2519.29       | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 03/15/2026                                                                                                      | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7341000 | PA      | $7362363.48    | 0.02%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2052#SD8212                                                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7248323 | PA      | $5924321.84    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.448% 06/01/2053                                                                                         | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13870.86      | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2017-134 BA 2.5% 11/46                                                                                                       | CUSIP: 38380GF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      529011 | PA      | $476285.76     | 0.00%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#                                                                                                       | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      619643 | PA      | $507231.36     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH0067                                                                                                          | CUSIP: 3138A1CD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      642780 | PA      | $632040.79     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A                                                                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4000403.48    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA MED TERM NTS BOOK ENTRY REG S                                                     | PERUSAHAAN LISTRIK NEGARA PNBE 1.875% 11/05/2031 144A                                                                            | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1467932.47    | 0.00%             | 2031-11-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                                                 | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                                               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      466000 | PA      | $446264.67     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 3.75% 02/15/2028                                                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26120.19      | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                                                                           | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7570000 | PA      | $6947510.88    | 0.02%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 7.75% 07/15/2036                                                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $3074658.51    | 0.01%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8987                                                                                                   | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23902 | PA      | $21376.79      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                                            | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1392491 | PA      | $1208712.60    | 0.00%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TTN 2021                                                                                                    | TTN 2021 TSFR1M+301.448 03/15/2038 144A                                                                                          | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246094 | PA      | $245863.53     | 0.00%             | 2038-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | BARCLAYS SWAP CDS 06/20/25 SPAIN B                                                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     1920000 | NC      | $4884.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD                                                                                          | NAVESINK CLO 2 LTD A1 TSFR3M+127 04/15/2036 144A                                                                                 | CUSIP: 63942YAA2<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998008.00     | 0.00%             | 2036-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A                                     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85209.36      | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.289%/VAR 06/13/2033                                                                                  | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81209.23      | 0.00%             | 2033-06-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97152                                                                                                          | CUSIP: 3129455M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48054 | PA      | $47306.04      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                                                   | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A                                                        | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4500157.50    | 0.01%             | 2034-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2037#FS2984                                                                                                 | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201878 | PA      | $186705.62     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      210000 | NC      | $35804.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                                                                               | NCHET 2003-5 AI6 5.3025% 11/33                                                                                                   | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5034 | PA      | $4865.99       | 0.00%             | 2033-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3239                                                                                                   | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3315794 | PA      | $2871341.83    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2042#Q13796                                                                                                 | CUSIP: 3132HQGD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90094 | PA      | $84480.37      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 10/01/2034#C91793                                                                                                 | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4420417 | PA      | $4280597.99    | 0.01%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 7% 03/15/2032                                                                                     | CUSIP: 31393PVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         719 | PA      | $116.13        | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILTONIA MORTGAGE FINANCE SRL                                                                               | MILTONIA MORTGAGE FINANCE SRL STEP 04/28/2062 REGS                                                                               | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $111830.80     | 0.00%             | 2062-04-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                                    | CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 7% 05/25/2036                                                                           | CUSIP: 12637HAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345757 | PA      | $86177.22      | 0.00%             | 2036-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                                                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2640000 | PA      | $2466903.96    | 0.01%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 08/31/2031                                                                                                       | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1279000 | PA      | $1253669.80    | 0.00%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42310.56      | 0.00%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   104917000 | PA      | $87924023.67   | 0.21%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDING I LLC                                                                                     | LINDEN COGEN HOLDINGS TERM B 1LN 10/03/2031                                                                                      | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |      157661 | PA      | $158548.88     | 0.00%             | 2031-10-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                                    | NEUBERGER BERMAN CLO LTD B TSFR3M+175 07/24/2037 144A                                                                            | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501269.00     | 0.00%             | 2037-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1834.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F020463<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7592000 | PA      | $6856231.95    | 0.02%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 9.625% 12/01/2032                                                                                             | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      102965 | PA      | $116875.37     | 0.00%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#SD3952                                                                                                 | CUSIP: 3132E0L91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2775157 | PA      | $2289918.85    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.1415 09/15/2025                                                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    18100000 | NC      | $49964.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 04/01/2037#SB0814                                                                                                 | CUSIP: 3132CW3X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53060 | PA      | $49353.89      | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.028% 10/25/2031                                                                                 | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96000 | PA      | $97560.50      | 0.00%             | 2031-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                                               | AIA GROUP LTD EUSA5+NA 09/09/2033 REGS                                                                                           | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |      395000 | PA      | $413234.29     | 0.00%             | 2033-09-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047                                                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $760448.49     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                                                        | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $848683.41     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.05% 01/15/2030                                                                                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      398000 | PA      | $368273.13     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.55% 09/01/2033#BS8897                                                                                                | CUSIP: 3140LK3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3115000 | PA      | $3070009.43    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 7% 03/15/2028                                                                                     | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        4258 | PA      | $4315.68       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     7300000 | NC      | $109509.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWALT ALTERNATVE LN TR 2006 OC10                                                                            | CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036                                                                              | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2195963 | PA      | $1910835.84    | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                                            | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243703.45     | 0.00%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD                                                                                  | VALLEY STREAM PARK CLO LTD E1RR TSFR3M+525 01/20/2037 144A                                                                       | CUSIP: 92013BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $987297.00     | 0.00%             | 2037-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9539                                                                                                   | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2993493 | PA      | $2363911.50    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034                                 | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5872000 | PA      | $6143105.95    | 0.01%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                                                     | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1849000 | PA      | $1518953.50    | 0.00%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2048#FS0517                                                                                                   | CUSIP: 3140XFSF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312632 | PA      | $274536.82     | 0.00%             | 2048-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   172571700 | PA      | $88604782.22   | 0.21%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8097000 | PA      | $7136672.89    | 0.02%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.625% 07/31/2026                                                                                                      | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1664000 | PA      | $1598740.00    | 0.00%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2055#MB0257                                                                                                   | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2999997 | PA      | $2832800.43    | 0.01%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021                                                                             | BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A                                                                  | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3503775 | PA      | $3214095.85    | 0.01%             | 2061-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.7% 05/15/2032                                                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      574000 | PA      | $567528.92     | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y C 3.67800 L 06/27/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -4200000 | NC      | $-13175.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                                                 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A                                                | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1396970.40    | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.3% 04/29/2053                                                                                               | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      615000 | PA      | $373920.00     | 0.00%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 04/01/2036#BR6332                                                                                                   | CUSIP: 3140L5BA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1161114 | PA      | $1050706.03    | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 7.7% 06/01/2029                                                                                                        | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       26000 | PA      | $28551.63      | 0.00%             | 2029-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.05% 03/12/2051                                                                                           | CUSIP: 455780CW4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1180000 | PA      | $759778.40     | 0.00%             | 2051-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#BQ6306                                                                                                   | CUSIP: 3140KSAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      613747 | PA      | $487350.68     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2031                                                                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $124692.38     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII LTD                                                                                              | OZLM XVIII LTD A TSFR3M+128.161 04/15/2031 144A                                                                                  | CUSIP: 67112GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       57148 | PA      | $57166.85      | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                                                        | WHITEBOX CLO III LTD A1R TSFR3M+127 10/15/2035 144A                                                                              | CUSIP: 96467HAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260120.12     | 0.00%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 07/20/2044#MA2074                                                                                                   | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      372399 | PA      | $353615.96     | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AI9097                                                                                                 | CUSIP: 3138APDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246089 | PA      | $227517.65     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4.25% 05/14/2027                                                                                                     | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397796.64     | 0.00%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2050#SD0517                                                                                                   | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2575712 | PA      | $2221606.83    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                                           | SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A                                                                           | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      172000 | PA      | $169202.92     | 0.00%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/40 #782918                                                                                                          | CUSIP: 36241LG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      244514 | PA      | $245647.33     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                                                   | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4015760 | PA      | $3802603.51    | 0.01%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                                                          | WIN WASTE TERM B 1LN 3/24/2028                                                                                                   | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |      189035 | PA      | $187439.81     | 0.00%             | 2028-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3487                                                                                                   | CUSIP: 3140XJ2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294324 | PA      | $248283.89     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#FS3829                                                                                                 | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165556 | PA      | $156803.97     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.827%/VAR 02/13/2035                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997435.38     | 0.00%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4% 12/15/2036                                                                                                         | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      249000 | PA      | $224957.98     | 0.00%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS PASS THRU TR 2013-1A-O                                                                         | UNITED AIRLS PASS THRU TR 2013-1A-O 4.3% 02/15/2027                                                                              | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9569 | PA      | $9548.29       | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                                                 | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165342 | PA      | $145289.03     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                                           | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      872050 | PA      | $862756.71     | 0.00%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 0.875% 08/05/2030                                                                                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      125000 | PA      | $106890.86     | 0.00%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 09/15/2042                                                                                    | CUSIP: 3128HX7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       11062 | PA      | $10115.02      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 6.35% 12/15/2032                                                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4643116.05    | 0.01%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A                                                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      377000 | PA      | $355486.31     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 7.75% 08/15/2030 144A                                                                                   | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      113030 | PA      | $87047.46      | 0.00%             | 2030-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052                                                            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1976000 | PA      | $2002523.85    | 0.00%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                                                | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                                                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2433272 | PA      | $2305664.86    | 0.01%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2041#A97673                                                                                                 | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141586 | PA      | $139345.43     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2019-SFR1 TRUST                                                                                        | AMSR 2019-SFR1 G TRUST 4.857% 01/19/2039 144A                                                                                    | CUSIP: 00178XAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $222076.22     | 0.00%             | 2039-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                                 | AVIENT CORP 6.25% 11/01/2031 144A                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120168.12     | 0.00%             | 2031-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 2.75% 04/21/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      800000 | PA      | $858400.20     | 0.00%             | 2027-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-16AX                                                                          | MORGAN STANLEY MTG 2006-16AX 2A3 STEP 11/25/2036                                                                                 | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40729 | PA      | $10801.87      | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2041                                                                                    | CUSIP: 31392A5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      156552 | PA      | $1035.95       | 0.00%             | 2041-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      412000 | PA      | $407504.47     | 0.00%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                                              | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029                                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5992277.70    | 0.01%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 6% 05/01/2029 144A                                                                                                 | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      445000 | PA      | $446172.90     | 0.00%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.65% 02/08/2051                                                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      572000 | PA      | $347029.63     | 0.00%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                                                 | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2764570 | PA      | $2438338.00    | 0.01%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048                                                           | CUSIP: 3137H3QP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      758350 | PA      | $657561.84     | 0.00%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2028                                                                                                      | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60260000 | PA      | $58600496.24   | 0.14%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                                           | NATIONAL RURAL UTL COOP FIN 5.15% 06/15/2029                                                                                     | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4085591.92    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP 12/15/56 S                                                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $-5252.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 3.375% 01/15/2031 144A                                                                                | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       92000 | PA      | $81400.62      | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8727                                                                                                 | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1133132 | PA      | $1164849.29    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56014.53      | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                                                   | ATLANTIC CITY ELECTRIC CO 2.3% 03/15/2031                                                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      425000 | PA      | $372808.76     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2041#A96733                                                                                                 | CUSIP: 312945PS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      132583 | PA      | $130437.51     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028                                                                                   | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8300000 | PA      | $8163225.96    | 0.02%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                                                 | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1559000 | PA      | $1558025.63    | 0.00%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3                                                                         | DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A                                                                         | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $196048.96     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                           | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                                                              | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      393000 | PA      | $281502.60     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2036#BU5931                                                                                                   | CUSIP: 3140M7SV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1168631 | PA      | $1063716.43    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AB6017                                                                                                 | CUSIP: 31417CVK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527927 | PA      | $488249.80     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/45#G08654                                                                                                   | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287932 | PA      | $261856.46     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                        | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $110193.93     | 0.00%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/20/2052#                                                                                                           | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4899166 | PA      | $4520521.69    | 0.01%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS3201                                                                                                   | CUSIP: 3140XJRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3302165 | PA      | $2595281.36    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC8577                                                                                                 | CUSIP: 31417VQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128710 | PA      | $132428.52     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                                                        | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2272000 | PA      | $2130307.36    | 0.01%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2050#FS5103                                                                                                 | CUSIP: 3140XLU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476704 | PA      | $457163.86     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2006-A14CB                                                              | RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036                                                                                   | CUSIP: 76114BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      925191 | PA      | $632280.24     | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-32A A1                                                                                            | SYMP 2022-32A A1 A1 TSFR3M+132 04/23/2035 144A                                                                                   | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     6667000 | PA      | $6668013.38    | 0.02%             | 2035-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32                                                            | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A3 3.459% 12/15/2049                                                            | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8677804 | PA      | $8534300.17    | 0.02%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-27                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $5012.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4.5% 11/25/2040                                                                                   | CUSIP: 31398SHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       35909 | PA      | $33444.81      | 0.00%             | 2040-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.45% 06/15/2029                                                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1480752.80    | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2051#RA5267                                                                                                   | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      600442 | PA      | $516956.15     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2029#MA2149                                                                                                 | CUSIP: 31418BL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      462433 | PA      | $450982.29     | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+111.448 08/20/2063                                                                           | CUSIP: 38375B6F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        5640 | PA      | $5720.75       | 0.00%             | 2063-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                                                   | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      135000 | PA      | $122372.56     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 10/36#MA2773                                                                                                        | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2051897 | PA      | $1924339.18    | 0.00%             | 2036-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CTFS TR SER 2006 14                                                                      | CWABS AST BKD CTF TR SER 06 14 STEP 02/25/2037                                                                                   | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      367982 | PA      | $318125.32     | 0.00%             | 2037-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2027                                                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     7404000 | PA      | $7298015.07    | 0.02%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1054694.79    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2041#792596                                                                                                   | CUSIP: 36177L3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5501 | PA      | $5267.62       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035                                                                               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     4233000 | PA      | $4258763.14    | 0.01%             | 2035-02-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 07/20/2046#AS8106                                                                                                   | CUSIP: 36193UAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45836 | PA      | $41266.03      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                                            | TIERRA MOJADA LUXEMBOURG II SARL 5.75% 12/01/2040 144A                                                                           | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      166505 | PA      | $154166.77     | 0.00%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034                                                                                | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120209.28     | 0.00%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/49#BR8986                                                                                                        | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7185 | PA      | $6383.15       | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 8 LTD                                                                                      | SILVER POINT CLO 8 LTD A1 TSFR3M+121 04/15/2038 144A                                                                             | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249537.50     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2052#MA8100                                                                                                     | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6367657 | PA      | $5867557.39    | 0.01%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2053#CB5482                                                                                                   | CUSIP: 3140QRCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2097259 | PA      | $2144968.03    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      550000 | PA      | $436268.83     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5.45% 07/15/2044 144A                                                                               | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      538000 | PA      | $506558.79     | 0.00%             | 2044-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AWYS PASS THRU TR 2018-1AA                                                                          | BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 03/20/2033 144A                                                                          | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |       12374 | PA      | $11920.28      | 0.00%             | 2033-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 7.25% 05/15/2031 144A                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163490.24     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAYUGA PARK CLO LTD                                                                                         | CAYUGA PARK CLO LTD AR TSFR3M+138.161 07/17/2034 144A                                                                            | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      375000 | PA      | $375199.13     | 0.00%             | 2034-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                                                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $48729.81      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2045#Q35879                                                                                                   | CUSIP: 3132QSQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233019 | PA      | $218843.71     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2048#CA1567                                                                                                 | CUSIP: 3140Q8W50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164627 | PA      | $157827.29     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR10 TRUST                                                                       | PROGRESS RESIDENTIAL 2021-SFR10 TRUST 3.567% 12/17/2040 144A                                                                     | CUSIP: 74333WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5672036 | PA      | $5345923.55    | 0.01%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 8/42 #MA0318                                                                                                       | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      187374 | PA      | $173151.24     | 0.00%             | 2042-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9480000 | PA      | $9241392.76    | 0.02%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#CB2869                                                                                                 | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3483275 | PA      | $2870957.02    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A                                                                                    | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1364610 | PA      | $1366316.19    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2022                                                                                              | BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A                                                                                    | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4626000 | PA      | $4623109.21    | 0.01%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MTG TR                                                                                         | BMO 2023-5C1 MTG TR 6.534% 08/15/2056                                                                                            | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11800000 | PA      | $12352252.98   | 0.03%             | 2056-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2041#AH0064                                                                                                 | CUSIP: 3138A1CA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30196 | PA      | $29661.50      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: GBP/USD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2915.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AC9301                                                                                                 | CUSIP: 31417WKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15949 | PA      | $16029.61      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                                                  | MATTEL INC 6.2% 10/01/2040                                                                                                       | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108895.63     | 0.00%             | 2040-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ5772                                                                                                   | CUSIP: 3140H7MW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97237 | PA      | $90626.57      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.375% 06/01/2029                                                                                                      | CUSIP: 29336TAA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4176298.89    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 5.7% 07/01/2034                                                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      750000 | PA      | $737534.94     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      310000 | PA      | $313248.23     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE CORP                                                                                     | NORTHWEST PIPELINE CORP 4% 04/01/2027                                                                                            | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3139241.75    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2058000 | PA      | $2105027.93    | 0.01%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                                                   | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A                                                         | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4828000 | PA      | $4838838.86    | 0.01%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                                | TAPESTRY INC 3.05% 03/15/2032                                                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    14311000 | PA      | $12488069.83   | 0.03%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                                                        | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1161531.77    | 0.00%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1939                                                                                                 | CUSIP: 3132DPEL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11827621 | PA      | $11202342.32   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6385000 | PA      | $6461435.54    | 0.02%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.893% 09/11/2033                                                                                     | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      419000 | PA      | $411909.00     | 0.00%             | 2033-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030                                                                                   | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5395000 | PA      | $5346869.96    | 0.01%             | 2030-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCW FDS INC                                                                                                 | TCW Emerging Markets Income N                                                                                                    | CUSIP: 87234N351<br>LEI: 549300RGHXB227I79431 | Long             | EC               | RF                | US        |    34994379 | NS      | $293602843.75  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.95% 06/15/2042                                                                                                     | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       11000 | PA      | $8653.44       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.3% 07/08/2034                                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14880.95      | 0.00%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#MA4549                                                                                                   | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1979925 | PA      | $1695662.92    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $33568.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMM 04-10 3A1 TSFR1M+81.448 3/35                                                                                                 | CUSIP: 45254NLM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2784 | PA      | $2681.09       | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1600000 | NC      | $2698.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS SALES FIN MASTER TR                                                                                 | GENESIS SALES FINANCE MASTER TRUST 5.87% 12/20/2032 144A                                                                         | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7421429.66    | 0.02%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 2.75% 09/01/2031                                                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $3577522.75    | 0.01%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02345                                                                                                 | CUSIP: 3132GFTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13060 | PA      | $13153.01      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 VAR 08/25/2062 144A                                                                                 | CUSIP: 78434KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $471697.08     | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5.9% 09/15/2037                                                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1347310.66    | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/52#CB2764                                                                                                        | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1540327 | PA      | $1201929.96    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVI SENIOR LOAN FUND                                                                                | DRYDEN XXVI SENIOR LOAN FUND AR TSFR3M+116.161 04/15/2029 144A                                                                   | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      151030 | PA      | $151033.34     | 0.00%             | 2029-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.469% 04/15/2034 144A                                                                                              | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4006000 | PA      | $3518699.94    | 0.01%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MTG TR                                                                                        | CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A                                                                                      | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3033000 | PA      | $3037510.98    | 0.01%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#FS5372                                                                                                 | CUSIP: 3140XL6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      340731 | PA      | $307975.55     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRST                                                                        | ONEMAIN DIRECT AUTO RECEIVABLES TRST 6.1% 07/14/2037 144A                                                                        | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100476.02     | 0.00%             | 2037-07-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                                                 | ROLLINS INC 5.25% 02/24/2035 144A                                                                                                | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2639339.35    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKLAND PARK CLO LTD                                                                                       | ROCKLAND PARK CLO LTD A TSFR3M+138.161 04/20/2034 144A                                                                           | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7250000 | PA      | $7263608.25    | 0.02%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TR 2017-WWP                                                                                 | WORLDWIDE PLAZA TR 2017-WWP A 3.5263% 11/10/2027 144A                                                                            | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      609592 | PA      | $431310.60     | 0.00%             | 2036-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-13                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $6946.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      175000 | PA      | $178470.08     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 12/01/2052#                                                                                                         | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5880015 | PA      | $5973350.18    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2033#FM4036                                                                                                 | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2652729 | PA      | $2536059.74    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#MA2482                                                                                                   | CUSIP: 31418BXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60262 | PA      | $56409.82      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                                                    | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                                                  | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $714000.00     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.7% 01/15/2035                                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     8421000 | PA      | $8313191.83    | 0.02%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.4% 04/15/2033                                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50704.49      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      265738 | PA      | $7201.23       | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                                                  | CVR ENERGY TERM B 1LN 12/30/2027                                                                                                 | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24938 | PA      | $24823.29      | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9500                                                                                                   | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283872 | PA      | $291127.83     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.833750 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-29341.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 10/31/2026                                                                                                      | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8797500 | PA      | $8448692.85    | 0.02%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      223000 | PA      | $136233.32     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                                                 | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      584238 | PA      | $481256.24     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4.5% 10/01/2042#RB5189                                                                                                 | CUSIP: 3133KYXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2874309 | PA      | $2797806.40    | 0.01%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 4.125% 09/14/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |     6300000 | PA      | $6156906.40    | 0.01%             | 2027-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.75% 04/01/2046                                                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      465000 | PA      | $463781.51     | 0.00%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AL2059                                                                                                   | CUSIP: 3138EJJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188776 | PA      | $180519.38     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $5117788.66    | 0.01%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 1.75% 04/10/2026                                                                       | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      960000 | PA      | $931407.64     | 0.00%             | 2026-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 6% 06/01/2039                                                                                      | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14435.50      | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#RC1880                                                                                                 | CUSIP: 3133L8CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      341253 | PA      | $300130.23     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2033#AL6168                                                                                                   | CUSIP: 3138EN2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64660 | PA      | $65004.87      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM7484                                                                                                 | CUSIP: 3140XBJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6861747 | PA      | $5706996.32    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                                                          | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      260000 | PA      | $264760.91     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                                                          | TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A                                                                          | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1353445.65    | 0.00%             | 2061-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 A TSFR1M+164.173 08/15/2026 144A                                                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $318839.36     | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                                                       | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      579000 | PA      | $604735.39     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2063#BF0733                                                                                                   | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2654537 | PA      | $2214936.47    | 0.01%             | 2063-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036                                                                                       | CUSIP: 31397CDM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      200802 | PA      | $205160.97     | 0.00%             | 2036-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 09/15/2040#748784                                                                                                 | CUSIP: 3620C42R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39327 | PA      | $38629.76      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#MA4334                                                                                                 | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3921780 | PA      | $3444506.39    | 0.01%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TR 2022-FRR3                                                                                   | GAM RE-REMIC TR 2022-FRR3 BK89 0% 01/27/2052 144A                                                                                | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4711674.00    | 0.01%             | 2052-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-7                                                               | BOAA 2006-7 A4 VAR 10/25/2036                                                                                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67077 | PA      | $18106.61      | 0.00%             | 2036-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 LTD.                                                                                              | AGL CLO 1 LTD. A1 TSFR3M+142.161 10/20/2034 144A                                                                                 | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601597.20     | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                                                  | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                                                     | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      193760 | PA      | $191913.67     | 0.00%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                                      | BP CAPITAL MARKETS PLC 4.375%/VAR PERP                                                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |     1454000 | PA      | $1448457.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2033#                                                                                                         | CUSIP: 3140JAUL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111899 | PA      | $108041.75     | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2046#BM4748                                                                                                 | CUSIP: 3140J9H20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301083 | PA      | $279320.24     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                                             | WEYERHAEUSER CO 4% 11/15/2029                                                                                                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1446030.94    | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.02% 09/15/2028 144A                                                               | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1921912.70    | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 03/51#MA4280                                                                                                      | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1922064 | PA      | $1421660.91    | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 11/15/2043#711823                                                                                                 | CUSIP: 36297GYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      329097 | PA      | $303719.55     | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A                                                                      | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $477147.80     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/45#G08659                                                                                                   | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      168843 | PA      | $153552.04     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 7.375%/VAR PERP 144A                                                                                                 | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      250000 | PA      | $251569.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.05% 04/15/2028                                                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $513338.24     | 0.00%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6% 01/15/2029                                                                                                        | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         375 | PA      | $380.84        | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.9% 11/15/2027 144A                                                                     | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2111473.56    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 B1 CSTR 08/25/2062 144A                                                                             | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $99956.77      | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#SD3099                                                                                                 | CUSIP: 3132DQNQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      337083 | PA      | $302255.24     | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AH7450                                                                                                 | CUSIP: 3138A9H49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26675 | PA      | $26814.10      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      695000 | PA      | $692919.64     | 0.00%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#QD5254                                                                                                 | CUSIP: 3133B2ZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149797 | PA      | $122481.73     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    10008000 | PA      | $9272527.19    | 0.02%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: GBP/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25122.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 5.375% 01/31/2044                                                                                               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      278000 | PA      | $255798.47     | 0.00%             | 2044-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                                | ANTERO RESOURCES CORP 7.625% 02/01/2029 144A                                                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $3327726.85    | 0.01%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.773% 01/10/2033 144A                                                                                           | CUSIP: 126650BV1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        6946 | PA      | $6880.00       | 0.00%             | 2033-01-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BASTION FUNDING I LLC                                                                                       | BASTION FUNDING I LLC 7.119% 04/25/2038 144A                                                                                     | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-CBDO         | CORP              | US        |     1179045 | PA      | $1182110.34    | 0.00%             | 2038-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AO8038                                                                                                 | CUSIP: 3138LY4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20675 | PA      | $19890.29      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC                                                             | SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC A1R TSFR3M+115 04/17/2038 144A                                                   | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $329527.77     | 0.00%             | 2038-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#G07816                                                                                                 | CUSIP: 3128MAAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      572635 | PA      | $562888.00     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2052#FS8710                                                                                                   | CUSIP: 3140XQVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9807173 | PA      | $8489544.98    | 0.02%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      340000 | PA      | $341668.38     | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885802 12/15/56 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      600000 | NC      | $78114.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                                                  | CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A                                                                      | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3797625.00    | 0.01%             | 2037-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#BV9499                                                                                                   | CUSIP: 3140MPRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150156 | PA      | $137754.12     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 CK54 TR 0% 02/28/2026 144A                                                                                        | CUSIP: 12529YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204787 | PA      | $192051.99     | 0.00%             | 2026-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 01/20/2055#MB0146                                                                                                     | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15240407 | PA      | $14794172.70   | 0.04%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.875% 02/28/2031                                                                                                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2134047.14    | 0.01%             | 2031-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1613000 | PA      | $1548856.31    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                                                        | SMYRNA READY MIX LLC 8.875% 11/15/2031 144A                                                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205379.20     | 0.00%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1360318.97    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 02/15/2034                                                                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5200000 | PA      | $5080765.61    | 0.01%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                                                | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                                              | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      340000 | PA      | $315749.74     | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.905%/VAR 05/14/2035 144A                                                                                | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $677436.35     | 0.00%             | 2035-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#CB7123                                                                                                   | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1430731 | PA      | $1458806.68    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.75% 07/15/2064                                                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233333.74     | 0.00%             | 2064-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: EUR 2.455500 03/22/2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -351000 | NC      | $11187.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.65% 11/20/2040                                                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1044205.86    | 0.00%             | 2040-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2023-CITY                                                                                        | CENT TRUST 2023-CITY A TSFR1M+ 09/15/2028 144A                                                                                   | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      733100 | PA      | $735161.84     | 0.00%             | 2038-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A                                                    | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1295878 | PA      | $1299085.56    | 0.00%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC CP 0% 06/06/2025                                                                                                    | CUSIP: 11135MT63<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1099018.25    | 0.00%             | 2025-06-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH and HOSPITALS CORP                                                                          | ADVOCATE HEALTH and HOSPITALS CORP 3.387% 10/15/2049                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      510000 | PA      | $351865.07     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 10/15/2041#775540                                                                                                   | CUSIP: 36176TLV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33939 | PA      | $32438.08      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                                                                    | CENTEX HOME EQUITY LN TR 6.36% 07/25/2032                                                                                        | CUSIP: 152314DQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         295 | PA      | $284.51        | 0.00%             | 2032-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US LONG BOND(CBT) FUT SEP25 USU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         849 | NC      | $1633050.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2                                                            | GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 FRN 1ML+227 06/07/2025 144A                                                     | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7691819 | PA      | $6845718.73    | 0.02%             | 2025-06-07      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3503000 | PA      | $3572091.81    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6% 11/35 #AD0687                                                                                                            | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      185834 | PA      | $193171.80     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                                         | ARTERA SERVICES TERM 1LN 2/15/2031                                                                                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      161197 | PA      | $139838.82     | 0.00%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2051#CB0531                                                                                                   | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254460 | PA      | $219079.60     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXV DAC                                                                                         | HARVEST CLO XXV DAC AR 3MEUR+95 10/21/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 6354001WPDJHCROVSI55       | Long             | ABS-CBDO         | CORP              | IE        |     3500000 | PA      | $3956191.66    | 0.01%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 32 LTD                                                                                              | AGL CLO 32 LTD A1 TSFR3M+138 07/21/2037 144A                                                                                     | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250157.00     | 0.00%             | 2037-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                                                       | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                                                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3404687.58    | 0.01%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2763                                                                                                   | CUSIP: 3140QNB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1101121 | PA      | $864719.46     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#MA4183                                                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      977009 | PA      | $802209.06     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                                                              | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      541000 | PA      | $535639.65     | 0.00%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 3.758% 03/15/2042                                                                                              | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      525000 | PA      | $408055.95     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      555000 | PA      | $595260.23     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    45125000 | PA      | $47353730.52   | 0.11%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | PRUDENTIAL CDS SWAP 05/07/2026                                                                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     8000000 | NC      | $112749.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                                             | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3147000 | PA      | $3198401.37    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $-5252.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2043#AD5682                                                                                                   | CUSIP: 36180HJ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15176 | PA      | $14441.97      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWHL 05-22 2A1 CSTR 11/35                                                                                                        | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3956 | PA      | $3265.81       | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#SB8510                                                                                                   | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3059508 | PA      | $2783881.71    | 0.01%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-125620.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 3.125% 09/15/2031                                                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      395000 | PA      | $346371.47     | 0.00%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1                                                                      | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050                                                                         | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      862822 | PA      | $836180.43     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #489861                                                                                                          | CUSIP: 36210EFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11628 | PA      | $11112.11      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                                | VALLOUREC SA 7.5% 04/15/2032 144A                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      295000 | PA      | $307776.16     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A3 TR 5.86% 02/25/2070 144A                                                                                        | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220139 | PA      | $1220967.72    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 14-R LTD                                                                                 | OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A                                                                         | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2310000 | PA      | $2301984.30    | 0.01%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 2.5% 09/15/2050                                                                                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      241000 | PA      | $144933.40     | 0.00%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2048#BK5943                                                                                                   | CUSIP: 3140HKS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17932 | PA      | $17737.81      | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1594544.75    | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG E VAR 11/05/2041 144A                                             | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227000 | PA      | $1222986.11    | 0.00%             | 2039-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.75% 10/01/2030 144A                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      708000 | PA      | $661288.07     | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 4.125% 08/21/2042                                                                                          | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $131708.67     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#AB8463                                                                                                 | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141155 | PA      | $122756.11     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 4.75% 03/15/2026 144A                                                                                                  | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      225000 | PA      | $223633.46     | 0.00%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 2.259% 03/25/2028                                                                                               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $947866.09     | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032                                                                                    | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $55695.42      | 0.00%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                                          | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                                                                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3357000 | PA      | $3381630.64    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                                                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15241128.15   | 0.04%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BOAMS 2004-F 1A1 CSTR 7/34                                                                                                       | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1097 | PA      | $1045.99       | 0.00%             | 2034-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AU8840                                                                                                 | CUSIP: 3138X8ZE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20058 | PA      | $19720.01      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 LTD                                                                                            | TSTAT 2022-1 LTD A1RR TSFR3M+115 07/20/2037 144A                                                                                 | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1964986 | PA      | $1966306.08    | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4197                                                                                                          | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      135663 | PA      | $126524.12     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2042 #AB5652                                                                                                | CUSIP: 31417CH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321039 | PA      | $289171.43     | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 B1 8.042% 12/01/2063 144A                                                              | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100429.17     | 0.00%             | 2063-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 2.09% 02/22/2036                                                                                         | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1760000 | PA      | $1354730.78    | 0.00%             | 2036-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.55% 08/01/2028#387807                                                                                                | CUSIP: 31377UYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209430 | PA      | $205554.44     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 5 LTD / 1988 CLO 5 LLC                                                                             | 1988 CLO 5 LTD / 1988 CLO 5 LLC A1 TSFR3M+154 07/15/2037 144A                                                                    | CUSIP: 68252PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250764.25     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARGENT SECS INC STEP 05/25/2035                                                                                                  | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      441395 | PA      | $356742.41     | 0.00%             | 2035-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2042#Q12174                                                                                                 | CUSIP: 3132HNMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57477 | PA      | $53812.51      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 07/25/2050                                                                                     | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      789590 | PA      | $661947.42     | 0.00%             | 2050-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                                                       | FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028                                                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $5011676.25    | 0.01%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 04-6 6A1 6.5% 7/34                                                                                                          | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6272 | PA      | $6270.75       | 0.00%             | 2034-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2325000 | PA      | $2364782.42    | 0.01%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1242                                                                                                         | CUSIP: 3138ASLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46226 | PA      | $45532.99      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                                                     | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82554000 | PA      | $50506279.63   | 0.12%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1981506.15    | 0.00%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     2890000 | PA      | $2902421.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                                               | KKR CLO TRUST A TSFR3M+143.161 07/20/2034 144A                                                                                   | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18900000 | PA      | $18934719.30   | 0.05%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2050#MA4184                                                                                                   | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280043 | PA      | $241018.39     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4314                                                                                                   | CUSIP: 3618AWYK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2138255 | PA      | $2157210.25    | 0.01%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030                                                                                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      427000 | PA      | $390093.24     | 0.00%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/49#FM2050                                                                                                        | CUSIP: 3140X5H48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426066 | PA      | $367490.68     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 3.61% 02/15/2119                                                                                          | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      285000 | PA      | $177788.67     | 0.00%             | 2119-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 5.85% 09/15/2054                                                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      366000 | PA      | $364668.26     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 7% 03/25/2034                                                                                       | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2024 | PA      | $2010.42       | 0.00%             | 2034-03-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.625% 04/15/2026                                                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3957695.59    | 0.01%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                                                              | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      853000 | PA      | $852670.95     | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM4038                                                                                                 | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18354 | PA      | $16704.00      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD PFD PERP                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BM        |        6735 | NS      | $75162.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22245188 | PA      | $22147418.12   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A 5.88% 03/15/2056 144A                                                                    | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $158772.78     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $473425.00     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C-BASS 2006-MH1 TR                                                                                          | C-BASS 2006-MH1 B2 TR STEP 10/25/2036 144A                                                                                       | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1068895 | PA      | $858058.85     | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XX LTD                                                                          | BENEFIT STREET PARTNERS CLO XX LTD AR TSFR3M+143.161 07/15/2034 144A                                                             | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250149.25     | 0.00%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8711                                                                                                   | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5603271 | PA      | $5671200.86    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.37% 01/01/2029#AN4344                                                                                                | CUSIP: 3138LGZJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      453944 | PA      | $441765.70     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BETONY CLO 2 LTD                                                                                            | BETONY CLO 2 LTD A1 TSFR3M+134.161 04/30/2031 144A                                                                               | CUSIP: 08763QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      548515 | PA      | $549009.55     | 0.00%             | 2031-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+136.448 01/15/2036 144A                                                                | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117000 | PA      | $112630.31     | 0.00%             | 2036-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2044#AL6848                                                                                                   | CUSIP: 3138EPTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22169 | PA      | $22279.31      | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2037#FS4409                                                                                                 | CUSIP: 3140XK3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784028 | PA      | $725347.26     | 0.00%             | 2037-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.33%/VAR 07/23/2035                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3271000 | PA      | $3243278.28    | 0.01%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.1% 05/11/2047                                                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      400000 | PA      | $288567.21     | 0.00%             | 2047-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS6                                                                                     | GS MTG SECS TR 2017-GS6 3.164% 05/10/2050                                                                                        | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461935 | PA      | $447700.55     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                                                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1628859.52    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.625% 02/15/2029                                                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      275000 | PA      | $255811.08     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                                              | MVW 2022-2 LLC 9% 10/21/2041 144A                                                                                                | CUSIP: 55400VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      221054 | PA      | $222641.49     | 0.00%             | 2041-10-21      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21950000 | PA      | $18684926.53   | 0.04%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 6.875% 01/30/2030 144A                                                                                              | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      700000 | PA      | $721863.80     | 0.00%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE TR 2022-1                                                                            | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 3.07% 03/15/2032 144A                                                                  | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      131883 | PA      | $130707.22     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                                  | GRIFOLS SA 7.5% 05/01/2030 REGS                                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      738000 | PA      | $880904.02     | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#MA1404                                                                                                 | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31488 | PA      | $29029.32      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                                                                      | SOUNDVIEW HOME LOAN TR VAR 11/25/2035                                                                                            | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45000 | PA      | $35695.72      | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-FRE2                                                                                    | TOWD PT MTG TR 2017-FRE2 STEP 11/25/2047 144A                                                                                    | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       58207 | PA      | $56739.40      | 0.00%             | 2047-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 SOFR30A+431.448 05/25/2052 144A                                                                       | CUSIP: 055631CT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15366 | PA      | $15268.84      | 0.00%             | 2052-05-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01871                                                                                                 | CUSIP: 3132GFCG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39812 | PA      | $40049.34      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 4.4% 03/24/2051                                                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $261757.20     | 0.00%             | 2051-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2054#CB9061                                                                                                   | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6552966 | PA      | $6630361.45    | 0.02%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 REGS                                                                               | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $197368.76     | 0.00%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2052#MA8426                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2551776 | PA      | $2348774.16    | 0.01%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCR 2022-MN4 M2                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 22-MN4 M2 SOFR30A+ 05/25/2052 144A                                                | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182845 | PA      | $205804.13     | 0.00%             | 2052-05-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5% 05/28/2030 144A                                                                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     3930000 | PA      | $3924730.26    | 0.01%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR E VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438000 | PA      | $435345.90     | 0.00%             | 2041-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.7% 01/15/2035                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10510000 | PA      | $10044022.12   | 0.02%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.466%/VAR 01/18/2035                                                                                             | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      419000 | PA      | $421506.49     | 0.00%             | 2035-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.375% 03/15/2031                                                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $1751384.42    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.45% 10/01/2033#BS9470                                                                                                | CUSIP: 3140LLQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1954600.20    | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.666%/VAR 01/29/2031                                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14765000 | PA      | $13371788.63   | 0.03%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                                                      | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $13057083.04   | 0.03%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                                                       | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                                                      | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1415000 | PA      | $1416750.21    | 0.00%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 4.75% 01/15/2043                                                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      340000 | PA      | $255510.71     | 0.00%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      165000 | PA      | $173394.21     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.734% 12/08/2047                                                                                                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      500000 | PA      | $339800.45     | 0.00%             | 2047-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2341631.31    | 0.01%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+613.552 01/25/2040                                                                        | CUSIP: 31398GKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3317 | PA      | $324.16        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                                    | DANA INC 4.5% 02/15/2032                                                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $107582.70     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+36.448 05/15/2029                                                                         | CUSIP: 31395VM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         620 | PA      | $617.07        | 0.00%             | 2029-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/01/2044#AS3293                                                                                                 | CUSIP: 3138WCUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76825 | PA      | $72558.39      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                                                     | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1880000 | PA      | $1308480.00    | 0.00%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2B MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495949 | PA      | $1345.86       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                                         | MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A                                                                            | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4904000 | PA      | $4910438.95    | 0.01%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1684398.73    | 0.00%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.2% 10/01/2029                                                                                                 | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      159000 | PA      | $156712.07     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 4.631%/VAR 09/11/2030                                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $273500.94     | 0.00%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2035#                                                                                                         | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131879 | PA      | $128251.17     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                                                   | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $369500.00     | 0.00%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-16                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $50328.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD4977                                                                                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5219638 | PA      | $5063657.93    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C VAR 06/15/2044 144A                                                                       | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344000 | PA      | $344938.81     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH                                             | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH TSFR1M+125.7 06/15/2035 144A                                     | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484543 | PA      | $425065.55     | 0.00%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A                                                                                | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7138469 | PA      | $6665549.34    | 0.02%             | 2063-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6970000 | PA      | $7215255.48    | 0.02%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 1.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F012460<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2835000 | PA      | $2486346.31    | 0.01%             | 2040-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.65% 07/21/2027                                                              | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4098000 | PA      | $4007469.28    | 0.01%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                                                       | EVERGY KANSAS CENTRAL 4.125% 03/01/2042                                                                                          | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      655000 | PA      | $532929.40     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 2.522% 11/15/2054                                                                       | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $861607.00     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.529% 06/01/2051                                                                                  | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $401076.79     | 0.00%             | 2051-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA PWR CO                                                                                          | MONONGAHELA PWR CO 5.85% 02/15/2034 144A                                                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51183.66      | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 6.03% 02/25/2055 144A                                                              | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1466153 | PA      | $1470955.82    | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $79114.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                                                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1365000 | PA      | $1405007.64    | 0.00%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#MA5389                                                                                                   | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      425640 | PA      | $430102.11     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BOBL FUTURE JUN25 OEM5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -24 | NC      | $-14408.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                             | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1865000 | PA      | $1865415.90    | 0.00%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      775000 | PA      | $790725.53     | 0.00%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046                                                                          | CUSIP: 38379WN73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      226990 | PA      | $206863.52     | 0.00%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE INTL FUNDS INC                                                                                 | T. Rowe Price Emerging Markets Bond I                                                                                            | CUSIP: 77956H534<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |    26811660 | NS      | $244790457.95  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                                                                   | BENCHMARK 2021-B23 MTG TR 1.823% 02/15/2054                                                                                      | CUSIP: 08162RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1702892.60    | 0.00%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                                              | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                                                            | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1211500 | PA      | $1205072.68    | 0.00%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-4                                                                                                | VERUS 2025-4 5.448% 05/25/2070 144A                                                                                              | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $998060.30     | 0.00%             | 2070-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB10                                                                                              | CFMT 2022-HB10 3.5% 11/25/2035 144A                                                                                              | CUSIP: 12529GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1774961 | PA      | $1760794.49    | 0.00%             | 2035-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.565% 01/01/2033#BM6552                                                                                               | CUSIP: 3140JBH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4771718 | PA      | $3872922.83    | 0.01%             | 2033-01-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 4.05% 08/15/2052                                                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21816.88      | 0.00%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.16% 08/01/2033#BL3453                                                                                                | CUSIP: 3140HUZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429760 | PA      | $381886.58     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 3.25% 02/12/2032                                                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1605027.95    | 0.00%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH9317                                                                                                 | CUSIP: 3140GYK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      756443 | PA      | $687505.43     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A                                                                                   | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526399 | PA      | $526399.14     | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.652%/VAR 04/13/2028                                                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      887000 | PA      | $903382.16     | 0.00%             | 2028-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 11/02/2033                                                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $559101.88     | 0.00%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      835000 | PA      | $883520.78     | 0.00%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007-NS1                                                                               | SOUNDVIEW HOME LN TR 2007-NS1 STEP 01/25/2037                                                                                    | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31403 | PA      | $29774.80      | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A                                                                                    | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3296729.70    | 0.01%             | 2027-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 05/15/2033                                                                                   | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2271 | PA      | $381.73        | 0.00%             | 2033-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 F2 TR 3.157% 09/17/2038 144A                                                                            | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2284484.88    | 0.01%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $137296.92     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.73% 11/01/2031#BS3637                                                                                                | CUSIP: 3140LEBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4326552 | PA      | $3674098.19    | 0.01%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 4.175%/VAR 03/24/2028                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8000000 | PA      | $7924608.48    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                                                        | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      230000 | PA      | $228560.43     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-59 1A1 TSFR1M+66 11/35                                                                                                | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24921 | PA      | $24355.44      | 0.00%             | 2035-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/40 #AL0145                                                                                                          | CUSIP: 3138EGET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166832 | PA      | $164209.21     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 6.375% 10/06/2030 144A                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      421000 | PA      | $446527.89     | 0.00%             | 2030-10-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 07/20/2049#BM9690                                                                                                     | CUSIP: 3617K1XT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25866 | PA      | $25460.06      | 0.00%             | 2049-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.125% 08/31/2029                                                                                                      | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28136600 | PA      | $27251835.89   | 0.07%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.42% 05/01/2030#BS5424                                                                                                | CUSIP: 3140LGA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378605 | PA      | $362202.92     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A                                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1107489.26    | 0.00%             | 2028-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 07/51#QC4163                                                                                                        | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      491630 | PA      | $388232.29     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2050#                                                                                                         | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      785860 | PA      | $615668.73     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                                            | VIRGIN MEDIA SECD FIN PLC 5.5% 05/15/2029 144A                                                                                   | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $170184.75     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.202% 09/25/2064 144A                                                                       | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2951106.60    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                                        | AMKOR TECHNOLOGY INC 6.625% 09/15/2027 144A                                                                                      | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      606000 | PA      | $607973.14     | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1767061.77    | 0.00%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 D VAR 05/10/2039 144A                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1503605 | PA      | $1514215.34    | 0.00%             | 2039-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9740000 | PA      | $9471908.74    | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                                    | CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE A VAR 11/10/2029 144A                                                                   | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $433213.40     | 0.00%             | 2041-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                                                 | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1183614.00    | 0.00%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 02/01/2054#CB8018                                                                                                 | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      804162 | PA      | $830189.72     | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 5.95% 02/01/2029                                                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2078059.30    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11940000 | PA      | $11495048.50   | 0.03%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM3499                                                                                                   | CUSIP: 3140J73H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      875699 | PA      | $816985.09     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLI LTD                                                                                           | MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A                                                                                   | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | KY        |     2869000 | PA      | $2874537.17    | 0.01%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 10/01/2052                                                                                      | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14600.36      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM DD 1LN 12/30/2029                                                                                                     | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       43756 | PA      | $43099.66      | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97945                                                                                                          | CUSIP: 312946ZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      335813 | PA      | $330447.11     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF5 LLC                                                                                          | PRPM 2024-RCF5 LLC 4% 08/25/2054 144A                                                                                            | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1659146 | PA      | $1617566.86    | 0.00%             | 2054-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      275000 | PA      | $271700.21     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02067                                                                                                 | CUSIP: 3132GFJL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26045 | PA      | $26162.42      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.87% 08/01/2031#AN2308                                                                                                | CUSIP: 3138LER60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221057 | PA      | $204113.35     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 12/37 #967254                                                                                                         | CUSIP: 31414JBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28569 | PA      | $29379.14      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.7% 12/15/2031                                                                                             | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1155913.43    | 0.00%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MTG TR                                                                                          | BMO 2023-C5 MTG TR 6.5176% 06/15/2056                                                                                            | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8694563.30    | 0.02%             | 2056-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERO FDG III                                                                                                | HERO FDG III 2017-1A A 3.5% 09/21/2043 144A                                                                                      | CUSIP: 42771BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       53024 | PA      | $45982.76      | 0.00%             | 2043-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2022-A                                                                                  | OPORTUN ISSUANCE TR 2022-A C 7.4% 06/09/2031 144A                                                                                | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $162255.42     | 0.00%             | 2031-06-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2047#784303                                                                                                     | CUSIP: 3622A2X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1481160 | PA      | $1376752.34    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-10504.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.0% 08/20/2045#MA3037                                                                                                   | CUSIP: 36179RLS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      397137 | PA      | $399868.72     | 0.00%             | 2045-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SILVER PT CLO 7 LTD / SILVER PT CLO 7 LLC                                                                   | SILVER PT CLO 7 LTD / SILVER PT CLO 7 LLC A1 TSFR3M+136 01/15/2038 144A                                                          | CUSIP: 82808UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250221.75     | 0.00%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A                                                                              | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $123517.39     | 0.00%             | 2041-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.73% 07/01/2028#AN2005                                                                                                | CUSIP: 3138LEGP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282173 | PA      | $269576.16     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                                                 | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                                               | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $164567.06     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 07/01/2033#BS9089                                                                                                | CUSIP: 3140LLC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2938829 | PA      | $2887092.09    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2053#                                                                                                       | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28445 | PA      | $25256.76      | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9502                                                                                                   | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1954044 | PA      | $1999716.86    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BH6687                                                                                                   | CUSIP: 3140GVND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29006 | PA      | $27060.90      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                                                            | DIAGEO INVT CORP 5.625% 04/15/2035                                                                                               | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $2992108.45    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS 2021-C LLC                                                                          | COLLEGE AVE STUDENT LNS 2021-C LLC 2.72% 07/26/2055 144A                                                                         | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      321435 | PA      | $291175.85     | 0.00%             | 2055-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A                                                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6882.72       | 0.00%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 41B-R LTD                                                                        | GOLUB CAPITAL PARTNERS CLO 41B-R LTD AR TSFR3M+158.161 01/20/2034 144A                                                           | CUSIP: 38178AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500309.00     | 0.00%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #995203                                                                                                          | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35858 | PA      | $36055.26      | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+58.448 02/20/2065                                                                          | CUSIP: 38378U8R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       50226 | PA      | $50063.70      | 0.00%             | 2065-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-13                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-3179.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 4.49% 03/21/2028 144A                                                                         | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4817172.14    | 0.01%             | 2028-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #719262                                                                                                          | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54307 | PA      | $54557.08      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK58 TR CSTR 09/29/2029 144A                                                                                      | CUSIP: 12529YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327366 | PA      | $300874.59     | 0.00%             | 2029-09-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3500000 | NC      | $5968.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2005-84 XM 5.75 10/35                                                                                                        | CUSIP: 31394FN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         744 | PA      | $764.89        | 0.00%             | 2035-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTHCARE                                                                                         | STANFORD HEALTHCARE 3.027% 08/15/2051                                                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      680000 | PA      | $422513.38     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TR 2023-1                                                                             | SCCU AUTO RECEIVABLES TR 2023-1 5.7% 08/15/2029 144A                                                                             | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $511706.05     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2039#AV6645                                                                                                   | CUSIP: 3138XJL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221669 | PA      | $211642.14     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 07/01/2036#MA2672                                                                                                   | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58946 | PA      | $55447.72      | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#QN6605                                                                                                   | CUSIP: 3133GDKS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      876350 | PA      | $798769.98     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34623                                                                                                   | CUSIP: 31307RD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10076 | PA      | $9771.72       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6% 03/15/2054                                                                                                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108784.36     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH2367                                                                                                          | CUSIP: 3138A3TZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412004 | PA      | $393099.04     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2030                                                                                                      | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44565000 | PA      | $45865392.88   | 0.11%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 7.25% 01/15/2032 144A                                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114963.75     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.15% 03/28/2027                                                                                    | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      275000 | PA      | $272559.38     | 0.00%             | 2027-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                                                        | HERC HOLDINGS ESCROW 7% 06/15/2030 144A                                                                                          | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1050830.13    | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST 2024-RTL1                                                                          | RAIN CITY MORTGAGE TRUST 2024-RTL1 6.53% 11/25/2029 144A                                                                         | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $338410.87     | 0.00%             | 2029-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.75% 01/15/2031                                                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $7997899.19    | 0.02%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                                                    | UNITED NATURAL FOODS TERM B 1LN 05/01/2031                                                                                       | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |      184322 | PA      | $184860.37     | 0.00%             | 2031-05-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A                                         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      141457 | PA      | $141450.50     | 0.00%             | 2030-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 2.65% 08/15/2030                                                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2210211.77    | 0.01%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2296                                                                                                 | CUSIP: 3138X1RS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126566 | PA      | $123241.84     | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #779846                                                                                                         | CUSIP: 36176YET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10100 | PA      | $9694.99       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0161                                                                                                   | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36089 | PA      | $28510.32      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 5.6% 11/16/2032                                                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      141000 | PA      | $147044.99     | 0.00%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2049#MA3871                                                                                                   | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      695716 | PA      | $600070.13     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 5.375% 11/15/2031 144A                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       63000 | PA      | $44985.13      | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#FM6899                                                                                                   | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177486 | PA      | $161829.20     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 E1 TRUST 3.95% 06/17/2040 REGS 144A                                                                               | CUSIP: 00178YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2486571.06    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10556000 | PA      | $10829276.89   | 0.03%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.9% 12/01/2041                                                                                    | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      595000 | PA      | $430056.19     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                                          | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      910000 | PA      | $916147.05     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.5% 04/01/2027                                                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      405000 | PA      | $397913.01     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 2.55% 12/01/2033                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $4595860.49    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 5.8% 12/15/2034 144A                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7125000 | PA      | $7067060.93    | 0.02%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                                                   | BENCHMARK 2021-B24 MTG TR 2.2638% 03/15/2054                                                                                     | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5123865.58    | 0.01%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY3039                                                                                                   | CUSIP: 3140NKLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2192926 | PA      | $2139044.26    | 0.01%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.15% 07/15/2046                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      315000 | PA      | $218423.93     | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2049#MA6219                                                                                                   | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1196884 | PA      | $1076058.67    | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.65% 03/25/2041                                                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $195741.03     | 0.00%             | 2041-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1454742 | PA      | $1461074.18    | 0.00%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.27% 12/01/2028#AN4004                                                                                                | CUSIP: 3138LGNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      243211 | PA      | $235947.49     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3036                                                                                                   | CUSIP: 3140QNLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      726920 | PA      | $574036.91     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 09/20/2051#MA7589                                                                                                   | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28317385 | PA      | $23743011.86   | 0.06%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.65% 08/15/2032                                                                                                | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $7302029.50    | 0.02%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.93% 05/01/2060                                                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10573000 | PA      | $9788527.70    | 0.02%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 02/01/2042#RB5145                                                                                                   | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      815532 | PA      | $685916.79     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                                             | BARNES GROUP TERM B 1LN 01/27/2032                                                                                               | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       15000 | PA      | $14934.45      | 0.00%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 6.625% 11/15/2037                                                                                        | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34029.39      | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-VIEW                                                                                          | BX TRUST 2021-VIEW TSFR1M+404.448 06/15/2036 144A                                                                                | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $59231.92      | 0.00%             | 2036-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#CB3494                                                                                                   | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1925556 | PA      | $1650001.96    | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 5.7% 05/15/2028                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3198935.25    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2032#G18636                                                                                                   | CUSIP: 3128MMV67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      266415 | PA      | $257904.92     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.15% 09/15/2049                                                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      359000 | PA      | $231163.24     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029 144A                                                                 | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4283675.37    | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/20/2054#MB0024                                                                                                   | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15707798 | PA      | $14832366.24   | 0.04%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.25% 03/01/2049                                                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21879.47      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                                                  | EATON CORP 4.15% 11/02/2042                                                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       73000 | PA      | $61035.94      | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 07/15/2051                                                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1309000 | PA      | $838866.92     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2053#FS5537                                                                                                 | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      573240 | PA      | $592958.13     | 0.00%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 08/20/2048#MA5398                                                                                                     | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3265960 | PA      | $3035740.86    | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                                                        | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2517000 | PA      | $2505861.77    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2048                                                                                     | CUSIP: 3137FHWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      298858 | PA      | $274773.70     | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYACK PARK CLO LTD                                                                                          | NYACK PARK CLO LTD A TSFR3M+138.161 10/20/2034 144A                                                                              | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10005440.00   | 0.02%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                                                                                           | MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A                                                                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2446000 | PA      | $2448595.21    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AU2287                                                                                                   | CUSIP: 36194PRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25942 | PA      | $23363.97      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                                                       | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                                                      | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200538.20     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                            | BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057                                                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4518199.40    | 0.01%             | 2057-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                                                        | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392186.16     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY4776                                                                                                   | CUSIP: 3140NMJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1267284 | PA      | $1228369.56    | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 8.125%/VAR PERP                                                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      290000 | PA      | $307477.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                                        | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                                                     | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2033600 | PA      | $2084763.87    | 0.01%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                                                     | SIXTH STREET CLO XX LTD A1 TSFR3M+142.161 10/20/2034 144A                                                                        | CUSIP: 83012QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000543.00    | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#FS1234                                                                                                   | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      333509 | PA      | $325075.32     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 3.5% 07/01/2029                                                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     7395000 | PA      | $7049869.21    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM2                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM2 A1 VAR 11/25/2064 144A                                                                        | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4928357 | PA      | $4937450.67    | 0.01%             | 2064-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.25% 06/15/2026                                                                                                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      810000 | PA      | $789717.00     | 0.00%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXX LTD / MADISON PK FDG XXX LLC                                                             | MADISON PK FDG XXX LTD / LLC A1R TSFR3M+136 07/16/2037 144A                                                                      | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $951611.20     | 0.00%             | 2037-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                                                  | AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A                                                                                        | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2821000 | PA      | $2821214.40    | 0.01%             | 2037-07-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                                               | CALI 2024-SUN TSFR1M+189.107 07/15/2041 144A                                                                                     | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $320000.00     | 0.00%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#FM7694                                                                                                   | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1927238 | PA      | $1662886.83    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.78% 08/01/2030#387883                                                                                                | CUSIP: 31377U2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      473588 | PA      | $458328.51     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041                                  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8794000 | PA      | $6180375.54    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2047#                                                                                                       | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87669 | PA      | $84157.95      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP MTG LN TR 2007- GEL2                                                             | STRUCTURED AS SECS CORP 7-GEL2 STEP 05/25/2037 144A                                                                              | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84405 | PA      | $65924.09      | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                                          | CFMT LLC 2024-HB14 M3 3% 06/25/2034 144A                                                                                         | CUSIP: 12530XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $96579.08      | 0.00%             | 2034-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                                     | ENI SPA 5.95% 05/15/2054 144A                                                                                                    | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1360000 | PA      | $1272689.06    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                           | INTERNATIONAL GAME TECHNOLOGY PLC 6.25% 01/15/2027 144A                                                                          | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202155.00     | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6089                                                                                                   | CUSIP: 3140X9XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168206 | PA      | $152895.05     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                                  | SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030                                                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31862.56      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AT4017                                                                                                 | CUSIP: 3138WRPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204058 | PA      | $182579.20     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.25% 06/20/2038                                                                                  | CUSIP: 38375XGS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       12205 | PA      | $12388.24      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                                                                 | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $554066.92     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.375% 01/15/2031 144A                                                                                         | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44985.21      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063                                                                                          | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52654.00      | 0.00%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 6/40 #743475                                                                                                          | CUSIP: 3620AX6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21849 | PA      | $21949.88      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 4.875%/VAR 10/03/2078 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $806388.70     | 0.00%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                                                                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $227645.59     | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.75% 03/02/2063                                                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1334912.55    | 0.00%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 NC3                                                                    | MSAC 2007-NC3 A2D TSFR1M+37.448 5/37                                                                                             | CUSIP: 61755AAE6<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-CBDO         | CORP              | US        |     1787510 | PA      | $1367004.55    | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709252                                                                                                   | CUSIP: 31401H5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23030 | PA      | $23150.04      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#CB0471                                                                                                 | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193327 | PA      | $170566.17     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.875% 05/15/2028 144A                                                                                  | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      345000 | PA      | $340747.46     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.219%/VAR 06/09/2026 144A                                                                                           | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     9163000 | PA      | $9158309.92    | 0.02%             | 2026-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 09/16/2063                                                                                    | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54382 | PA      | $49013.68      | 0.00%             | 2063-09-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      397000 | PA      | $385031.53     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                                             | BANK 2018-BNK14 4.231% 09/15/2060                                                                                                | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7200000 | PA      | $7074262.80    | 0.02%             | 2060-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | CDX.O P 0.90 IG44 5Y V1 I 07/16/25 RBC                                                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |    -8200000 | NC      | $-1947.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2052#MA8151                                                                                                   | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2662787 | PA      | $2536226.93    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AU1628                                                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221653 | PA      | $198533.18     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                                                      | AFFIRM ASSET SECURITIZATION TR 2025-X1 5.34% 04/15/2030 144A                                                                     | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99773.49      | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AE0972                                                                                                 | CUSIP: 31419BCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41478 | PA      | $41687.37      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A                                                                             | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1805517 | PA      | $1805516.93    | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                                                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5360000 | PA      | $5358316.96    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/50#FM3269                                                                                                        | CUSIP: 3140X6T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321143 | PA      | $278096.56     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.25% 06/15/2035                                                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1297466.98    | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA MUN ELEC AUTH PWR REV                                                                               | MUNICIPAL EC AT GA 6.637% 4/57TAXABLE-PLT VOGTLE UNITS 3 and 4 PJ J-SER A-BUILD AMER                                             | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      207000 | PA      | $219137.09     | 0.00%             | 2057-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2041#CA9362                                                                                                 | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218846 | PA      | $193603.41     | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1874                                                                                                 | CUSIP: 3138ATCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241124 | PA      | $224931.75     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                                                  | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                                                | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $103458.81     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8265                                                                                                   | CUSIP: 3140HAFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73833 | PA      | $68813.13      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                                                | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1464655.07    | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4% 11/13/2030                                                                                                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      265000 | PA      | $235998.45     | 0.00%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.375% 10/15/2028                                                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $6786920.05    | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | 30Y RTP 4.350000 08/13/2025 SYNTH/SWAPTION                                                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    19640000 | NC      | $192635.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 5.75% 08/15/2042                                                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     2123000 | PA      | $2015874.42    | 0.00%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 5.26% 04/08/2029                                                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $112552.14     | 0.00%             | 2029-04-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                                                                           | BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A                                                                                    | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     3500000 | PA      | $3512742.10    | 0.01%             | 2034-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 03/01/2047                                                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1489000 | PA      | $1269422.16    | 0.00%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS PASS THRU TR 2016-AA                                                                           | UNITED AIRLS PASS THRU TR 2016-AA 3.1% 01/07/2030                                                                                | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23566 | PA      | $22382.76      | 0.00%             | 2030-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA FRN SOFRINDX+59 04/30/2026                                                                                           | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300709.88     | 0.00%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 01/42#G60517                                                                                                      | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      468071 | PA      | $460714.95     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                           | MF1 2024-FL14 A LLC TSFR1M+173.7 03/19/2039 144A                                                                                 | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100312.60     | 0.00%             | 2039-03-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                                               | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                                            | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      160000 | PA      | $143508.22     | 0.00%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6.5% 09/18/2027                                                                                       | CUSIP: 31359QLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          43 | PA      | $43.43         | 0.00%             | 2027-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2031#G15963                                                                                                 | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48920 | PA      | $46971.52      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                                | DNB BANK ASA 3%/VAR 11/29/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      400000 | PA      | $454564.69     | 0.00%             | 2030-11-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                                                | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1235000 | PA      | $1296750.00    | 0.00%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                                             | CARMX 2023-3 A3 5.72% 11/16/2026                                                                                                 | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      183307 | PA      | $183396.99     | 0.00%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                                                        | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                                                        | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $140750.06     | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.47% 03/15/2029 144A                                                               | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169000 | PA      | $2218638.87    | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 05/15/2046#AS4934                                                                                                 | CUSIP: 36193PPT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13782 | PA      | $13208.22      | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                                                                                 | MORGAN STANLEY MORT LOAN TR VAR 09/25/2034                                                                                       | CUSIP: 61748HCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         637 | PA      | $618.04        | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3433                                                                                                   | CUSIP: 3133B0Y64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      261670 | PA      | $206636.38     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#MA4255                                                                                                   | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2223763 | PA      | $1740779.96    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AR3062                                                                                                   | CUSIP: 36192XMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38273 | PA      | $34468.82      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719230                                                                                                          | CUSIP: 3620A5A74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31463 | PA      | $30917.09      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.025 04/23/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    13900000 | NC      | $511349.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL                                                                    | AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL 1MEUR+125 12/28/2040 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $113575.20     | 0.00%             | 2040-12-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#BV9808                                                                                                   | CUSIP: 3140MP3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91048 | PA      | $83527.59      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.875% 10/31/2030                                                                                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   147299900 | PA      | $153347251.73  | 0.37%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#RA6799                                                                                                 | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      554300 | PA      | $496336.45     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | CDX.O P 1.00 IG44 5Y V1 I 06/18/25 RBC                                                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |    -8600000 | NC      | $-931.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC VAR 07/15/2043 144A                                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3278000 | PA      | $29809.48      | 0.00%             | 2043-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                                                   | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      287477 | PA      | $283704.11     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 11/15/41                                                                                                                 | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20220000 | PA      | $8737021.56    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B C 3.65% 05/08/2031 144A                                                                               | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1179494 | PA      | $1161300.88    | 0.00%             | 2031-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -38081000 | PA      | $-31913176.56  | -0.08%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2033#AR7961                                                                                                 | CUSIP: 3138W5Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7947 | PA      | $7643.25       | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWDAY FDG MASTER ISSUER PLC                                                                                | NEWDAY FDG MASTER ISSUER PLC SONIO+265 07/15/2032 REGS                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135945.86     | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PAC PPTYS LP 3.25% 01/15/2030                                                                                             | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $1576426.29    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3386082.49    | 0.01%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |      213000 | PA      | $212733.75     | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2049                                                                                   | CUSIP: 3137FRHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1728681 | PA      | $1388227.33    | 0.00%             | 2049-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1B 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      126000 | PA      | $112153.82     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                                                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      175000 | PA      | $185071.62     | 0.00%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 01/20/2039#004872                                                                                                     | CUSIP: 36202FMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3441 | PA      | $3540.49       | 0.00%             | 2039-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.125% 11/05/2026                                                                                             | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7433270.70    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7145                                                                                                 | CUSIP: 3138WG5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      655337 | PA      | $628821.82     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 03/20/45#MA2677                                                                                                     | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130762 | PA      | $117028.34     | 0.00%             | 2045-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4.631%/VAR 09/11/2028 144A                                                                                    | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      290000 | PA      | $288785.90     | 0.00%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.25% 12/01/2026                                                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4524000 | PA      | $4435734.63    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027                                                            | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     6705000 | PA      | $6464657.26    | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2015-C30                                                                             | JPMBB 2015-C30 A5 3.8218% 07/15/2048                                                                                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3584329.92    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#QC0204                                                                                                 | CUSIP: 3133AJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3857462 | PA      | $3195037.13    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 08/01/2028#AS0294                                                                                                 | CUSIP: 3138W9KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65892 | PA      | $64585.73      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q28059                                                                                                 | CUSIP: 3132M8TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13032 | PA      | $12309.54      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 5.13% 02/15/2033 144A                                                                                        | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $156366.13     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 4/40 #A91937                                                                                                          | CUSIP: 312940EJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19142 | PA      | $19265.30      | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2045#Q33869                                                                                                   | CUSIP: 3132QQJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51684 | PA      | $48507.78      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031                                                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      565000 | PA      | $477670.66     | 0.00%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.25% 01/15/2033                                                                                         | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112592.30     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+43.448 07/25/2037 144A                                                                        | CUSIP: 07325XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42777 | PA      | $39326.58      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1647                                                                                                   | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1217444 | PA      | $1128682.95    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                                             | HILLENBRAND INC 3.75% 03/01/2031                                                                                                 | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      291000 | PA      | $255153.49     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A                                                                           | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      643616 | PA      | $622360.77     | 0.00%             | 2027-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 4.8% 02/27/2034 144A                                                                                                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2297522 | PA      | $2297008.25    | 0.01%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM J 1LN 02/28/2031                                                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      180596 | PA      | $180535.91     | 0.00%             | 2031-02-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE1130                                                                                                   | CUSIP: 3133BAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      838532 | PA      | $769273.69     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2028                                                                                    | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      994979 | PA      | $973740.12     | 0.00%             | 2028-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                                                        | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1001000 | PA      | $1009952.94    | 0.00%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE8956                                                                                                         | CUSIP: 31419K5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20403 | PA      | $20019.08      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 3% 02/01/2030                                                                                                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1853725.16    | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 05/31/2029                                                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17722300 | PA      | $18097514.41   | 0.04%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                                                 | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1890664.47    | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2040#G06576                                                                                                   | CUSIP: 3128M8T95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75625 | PA      | $76112.09      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPAC SECD ASSETS CORP SER 2006-3                                                                           | IMPAC SECD ASSETS CORP SER 6-3 STEP 11/25/2036                                                                                   | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262217 | PA      | $228845.45     | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 10/01/2041#RB5132                                                                                                 | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      960444 | PA      | $839829.78     | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID STATE CAP CORP 05 1 TR                                                                                  | MDST 2005-1 M1 6.106 1/40                                                                                                        | CUSIP: 595481AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11469 | PA      | $11454.40      | 0.00%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                                                    | SPDR Portfolio Long Term Treasury ETF                                                                                            | CUSIP: 78464A664<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |    19440071 | NS      | $505636246.71  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XXI LTD                                                                                | MADISON PARK FUNDING XXI LTD AARR TSFR3M+134.161 10/15/2032 144A                                                                 | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      245213 | PA      | $245051.36     | 0.00%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.55% 03/15/2035                                                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1623011.69    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                                                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108604.39     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 1/40 #723623                                                                                                          | CUSIP: 3620A94G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16330 | PA      | $16056.31      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                                                   | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                                                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1071000.67    | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.7% 09/01/2033#BS9351                                                                                                 | CUSIP: 3140LLL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3907344 | PA      | $3886918.36    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      683000 | PA      | $344763.73     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW                                                                                        | HERC HOLDINGS ESCROW 7.25% 06/15/2033 144A                                                                                       | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $509450.00     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 07/20/2054#MA9780                                                                                                     | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4311229 | PA      | $4355727.33    | 0.01%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 02/20/2029                                                                                    | CUSIP: 38379BNP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2988 | PA      | $2968.77       | 0.00%             | 2029-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K85 MORTGAGE TRUST                                                                               | FREMF 2018-K85 MORTGAGE TRUST VAR 11/25/2028 144A                                                                                | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $963258.50     | 0.00%             | 2050-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.35% 03/15/2035                                                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      455000 | PA      | $456922.39     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2 A ISSUER TRUST 5.21% 02/15/2045 144A                                                                   | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3938171 | PA      | $3947202.07    | 0.01%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 08/01/2034#CA4087                                                                                                 | CUSIP: 3140QBRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625499 | PA      | $604293.76     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.875% 06/15/2028                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97999.18      | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                                                       | SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A                                                                                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1890000 | PA      | $1852354.41    | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 24-2A A2 5.436% 06/25/2054 144A                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2665000 | PA      | $2655070.21    | 0.01%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A                                                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201000 | PA      | $1194244.38    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.1% 06/01/2029#BS9253                                                                                                 | CUSIP: 3140LLH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2538820 | PA      | $2589115.15    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 08/01/2036#                                                                                                       | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58051 | PA      | $51037.41      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 09/01/2026 144A                                                                                      | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      570000 | PA      | $541907.40     | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2044#AS9099                                                                                                   | CUSIP: 3138WKDD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69082 | PA      | $69488.87      | 0.00%             | 2044-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                                                    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $64603.83      | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22820.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                                               | PRINCIPAL FINL GROUP INC 4.111% 02/15/2028 144A                                                                                  | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      388000 | PA      | $380729.74     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2051#MA4415                                                                                                   | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7223560 | PA      | $6204516.45    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 5.3% 05/15/2065                                                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $258524.06     | 0.00%             | 2065-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAD CLO 7 LTD                                                                                               | RAD CLO 7 LTD CR TSFR3M+260 04/17/2036 144A                                                                                      | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250498.00     | 0.00%             | 2036-04-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                                                 | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5800245 | PA      | $5760251.77    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36614                                                                                                      | CUSIP: 3132QTK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7279 | PA      | $6619.62       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 12/40 #A95831                                                                                                         | CUSIP: 312944PQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      462757 | PA      | $455515.15     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1031694.85    | 0.00%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2662                                                                                                   | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256654 | PA      | $220527.66     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2050#RA2677                                                                                                   | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3240806 | PA      | $2562248.42    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q11868                                                                                                 | CUSIP: 3132HNCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16839 | PA      | $16186.45      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                                    | SNAP INC 6.875% 03/01/2033 144A                                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      650000 | PA      | $658414.90     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.173%/VAR 01/16/2030                                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2030730.64    | 0.00%             | 2030-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-2                                                                               | MARLETTE FUNDING TRUST 2023-2 6.96% 06/15/2033 144A                                                                              | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      193000 | PA      | $194170.45     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                                              | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $250435.50     | 0.00%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.906%/VAR 11/19/2035 144A                                                                                           | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1945000 | PA      | $1933818.37    | 0.00%             | 2035-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91778                                                                                                 | CUSIP: 3128P76P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159412 | PA      | $154536.22     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                                                    | BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A                                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      830000 | PA      | $878188.97     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.01 05/07/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6510000 | NC      | $237843.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/CAD settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-77125.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FHAMS 2004-AA3 A1 CSTR 9/34                                                                                                      | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         816 | PA      | $805.44        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.625% 01/19/2029                                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3555000 | PA      | $3729195.00    | 0.01%             | 2029-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                         | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      905000 | PA      | $859615.79     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                                                   | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      824000 | PA      | $830629.08     | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 TRUST                                                                                        | AMSR 2020-SFR3 F TRUST 3.553% 09/17/2037 144A                                                                                    | CUSIP: 001807AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      356300 | PA      | $353084.96     | 0.00%             | 2037-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#CB0788                                                                                                 | CUSIP: 3140QK2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      532927 | PA      | $399010.91     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/20/2054#MA9773                                                                                                   | CUSIP: 36179Y2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      765401 | PA      | $641459.25     | 0.00%             | 2054-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9946                                                                                                    | CUSIP: 3617YWBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      360625 | PA      | $377417.10     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                                                        | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                                           | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      313632 | PA      | $293835.74     | 0.00%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2053#MA5138                                                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3325541 | PA      | $3300532.95    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                                                      | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $205500.00     | 0.00%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2047#MA4586                                                                                                   | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2513409 | PA      | $2270676.74    | 0.01%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                                                | BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EP               | CORP              | GB        |     1600000 | PA      | $1794011.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2050#MA6767                                                                                                   | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28726 | PA      | $25808.12      | 0.00%             | 2050-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#CB3356                                                                                                 | CUSIP: 3140QNWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7256184 | PA      | $5933014.42    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                                               | RCKT MORTGAGE TRUST 2024-CES5 A1A STEP 08/25/2044 144A                                                                           | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1267368 | PA      | $1270221.47    | 0.00%             | 2044-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 LTD                                                                                              | AGL CLO 23 LTD A1R TSFR3M+115 04/20/2038 144A                                                                                    | CUSIP: 00119EAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1390000 | PA      | $1388590.54    | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                              | PUBLIC STORAGE 2.25% 11/09/2031                                                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34451.45      | 0.00%             | 2031-11-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | 5Y RTP 4.025000 08/13/2025 SYNTH/SWAPTION                                                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |   -75660000 | NC      | $-139660.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.125% 05/15/2045                                                                                                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $790198.68     | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-1 LLC                                                                                       | CLOVER CLO 2021-1 LLC AR TSFR3M+95 04/22/2034 144A                                                                               | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $377547.86     | 0.00%             | 2034-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                                          | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      100000 | PA      | $99853.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      753334 | PA      | $644106.88     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      525000 | PA      | $710247.43     | 0.00%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.875% 02/15/2028 144A                                    | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $201818.83     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 06/20/2045#MA2893                                                                                                   | CUSIP: 36179RGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3846298 | PA      | $3644504.99    | 0.01%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5501                                                                                                      | CUSIP: 31417CDF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4468 | PA      | $4140.45       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2700000 | PA      | $2772510.44    | 0.01%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A                                                                        | CUSIP: 55286PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396401 | PA      | $395781.18     | 0.00%             | 2037-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4775                                                                                                 | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1074385 | PA      | $964721.47     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.4% 09/01/2029                                                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2454488.53    | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                                                      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      347000 | PA      | $347904.63     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 03/15/2027 144A                                                                                      | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      877000 | PA      | $811659.24     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                                               | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1461000 | PA      | $1446390.00    | 0.00%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194213 | PA      | $195140.62     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $214661.60     | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#SD1733                                                                                                   | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5134298 | PA      | $5029403.08    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2051#MA4413                                                                                                   | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31782 | PA      | $24819.73      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                                                             | TMS ISSUER SARL 5.78% 08/23/2032 REGS                                                                                            | CUSIP: 256834367<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     1160000 | PA      | $1191175.00    | 0.00%             | 2032-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD1238                                                                                                 | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27530 | PA      | $26513.50      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A                                                                                 | CUSIP: 28470RAK8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      662000 | PA      | $662972.48     | 0.00%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                                                | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025                                                                                      | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113545.00     | 0.00%             | 2025-06-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                                              | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    38870000 | PA      | $41006594.11   | 0.10%             | 2029-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.15% 11/15/2031                                                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132344.25     | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                                                                 | BLUEMOUNTAIN CLO 2018-2 LTD B TSFR3M+196.161 08/15/2031 144A                                                                     | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501670.00     | 0.00%             | 2031-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A                                                                       | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822000 | PA      | $1814414.83    | 0.00%             | 2040-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6190000 | PA      | $6371411.44    | 0.02%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.62% 05/01/2026#AN1503                                                                                                | CUSIP: 3138LDU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145517 | PA      | $142921.96     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                                                     | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                                                         | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $2574344.97    | 0.01%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 25-18 FM SOFR30A+ 09/25/2054                                                                          | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10070689 | PA      | $10050019.23   | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.9% 05/15/2035                                                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39889.65      | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   232128000 | PA      | $234458356.20  | 0.56%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/45#MA3033                                                                                                        | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      262994 | PA      | $232773.59     | 0.00%             | 2045-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-INV1                                                                        | BINOM SECURITIZATION TRUST 2022-INV1 A1 4.441% 08/25/2057 144A                                                                   | CUSIP: 090975AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      756691 | PA      | $732901.19     | 0.00%             | 2057-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                                                        | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                                                                      | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4121239 | PA      | $4114635.92    | 0.01%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9214                                                                                                 | CUSIP: 31418XGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35737 | PA      | $35916.61      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 06/01/2042#U90975                                                                                                 | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5552 | PA      | $5293.05       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      410000 | PA      | $352116.96     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2029                                                                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3245000 | PA      | $3255013.88    | 0.01%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778862                                                                                                          | CUSIP: 36176XB73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62926 | PA      | $58442.94      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | CDX.O P 1.00 IG44 5Y V1 I 07/16/25 JPM                                                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    -8400000 | NC      | $-1585.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD BAR3 TSFR3M+168 10/18/2037 144A                                                                              | CUSIP: 67092RBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250621.50     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2053#FS6793                                                                                                   | CUSIP: 3140XNRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361783 | PA      | $332325.30     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 4.78% 03/25/2038                                                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1466401.83    | 0.00%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                                                      | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12846000 | PA      | $11835156.74   | 0.03%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#BU8883                                                                                                   | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1206330 | PA      | $1029553.30    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII LTD                                                                      | BENEFIT STREET PARTNERS CLO XXXVII LTD A TSFR3M+135 01/25/2038 144A                                                              | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $559908.72     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                                             | EASTERN ENERGY GAS HOLDINGS LLC 5.65% 10/15/2054                                                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1456480.92    | 0.00%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                                           | BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS                                                                         | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      350000 | PA      | $432429.62     | 0.00%             | 2028-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 7% 01/15/2028 144A                                                                                         | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $303750.00     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2039#AW9574                                                                                                   | CUSIP: 3138XZT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57288 | PA      | $55081.49      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 02/47#MA4261                                                                                                          | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      448200 | PA      | $396137.06     | 0.00%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC                                                                  | NUFARM AUSTRALIA LTD / NUFARM AMERICAS INC 5% 01/27/2030 144A                                                                    | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      280000 | PA      | $256849.49     | 0.00%             | 2030-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q34164                                                                                                 | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      462072 | PA      | $420370.22     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2033#730817                                                                                                   | CUSIP: 31402J4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8913 | PA      | $8959.50       | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 08/15/2033                                                                                     | CUSIP: 31394HR86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         967 | PA      | $981.11        | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2046#Q40046                                                                                                 | CUSIP: 3132WDBQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1564317 | PA      | $1421669.96    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK NEW YORK BRANCH                                                                     | STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027                                                                           | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13909693.72   | 0.03%             | 2027-12-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.15% 06/15/2053                                                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      290000 | PA      | $224084.96     | 0.00%             | 2053-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                                                       | BENEFIT STREET PARTNERS CLO XXVII LTD AR TSFR3M+137 10/20/2037 144A                                                              | CUSIP: 08179PAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      720000 | PA      | $720192.24     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      157000 | PA      | $156348.80     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 7.402% 06/12/2039 144A                                                                                       | CUSIP: 582923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $240882.36     | 0.00%             | 2039-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 2.202046% 05/25/2052 144A                                                                             | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3314121.20    | 0.01%             | 2052-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 02/15/2035                                                                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45190000 | PA      | $46024013.08   | 0.11%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                                    | MOOG INC 4.25% 12/15/2027 144A                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $348706.26     | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KBX1 MTG TR                                                                                      | FREMF 2018-KBX1 MORTGAGE TRUST CSTR 01/25/2026 144A                                                                              | CUSIP: 30307LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219414 | PA      | $211077.67     | 0.00%             | 2026-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FTA CONSUMO SANTANDER                                                                                       | FTA CONSUMO SANTANDER 3MEUR+150 01/21/2040 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $113684.37     | 0.00%             | 2040-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.125% 12/15/2045                                                                                             | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2510081.82    | 0.01%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5.25% 07/15/2030 144A                                                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73185.91      | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 01/15/2028 144A                                                                       | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $159960.23     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/40#AE4589                                                                                                      | CUSIP: 31419FC38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110098 | PA      | $105055.42     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-42017.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                                                       | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      957000 | PA      | $994318.05     | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $63787.96      | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 12/31/2029                                                                                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $814000.00     | 0.00%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 3.625% 09/01/2049                                                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $356621.78     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2028#AT7761                                                                                                 | CUSIP: 3138WVTT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72130 | PA      | $70307.96      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.7% 02/09/2034                                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2679000 | PA      | $2636706.73    | 0.01%             | 2034-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    12288000 | PA      | $11772651.11   | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 2.3% 03/25/2028                                                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1678000 | PA      | $1585096.74    | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2370000 | PA      | $2143961.25    | 0.01%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                                                 | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1623624 | PA      | $1514279.94    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2047#MA4779                                                                                                     | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62400 | PA      | $58117.94      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $700352.37     | 0.00%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#MA4562                                                                                                   | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30889062 | PA      | $24064379.83   | 0.06%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#FP0025                                                                                                   | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6194375 | PA      | $4860622.38    | 0.01%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                               | BOYNE USA INC 4.75% 05/15/2029 144A                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $312322.76     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 5.617%/VAR 09/13/2030 144A                                                                                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      530000 | PA      | $545852.99     | 0.00%             | 2030-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2044#AW5423                                                                                                 | CUSIP: 3138XVAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30925 | PA      | $30044.32      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS FT BS MTG ACC CRP                                                                              | CREDIT SUISS FT BS MTG ACC CRP 6.5% 12/25/2035                                                                                   | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      197623 | PA      | $91858.89      | 0.00%             | 2035-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5742276 | PA      | $5109140.19    | 0.01%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 1.65% 01/15/2031                                                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      505000 | PA      | $427869.70     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#SD2106                                                                                                 | CUSIP: 3132DPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      933645 | PA      | $689990.25     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                                                      | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $119011.78     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 5.875% 07/01/2034 144A                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2413316.59    | 0.01%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                                               | AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST 3.75% 06/15/2029 144A                                                              | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       18884 | PA      | $18221.31      | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 F1 TRUST 4.5% 07/17/2039 144A                                                                           | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3826366.00    | 0.01%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 01/25/2030                                                                                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    57020794 | PA      | $2936947.23    | 0.01%             | 2030-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.5% 11/15/2030                                                                                                 | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11542000 | PA      | $10800555.89   | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS0002                                                                                                   | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1744913 | PA      | $1499299.23    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 04-W9 1A3 6.05 2/44                                                                                                          | CUSIP: 31394ACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4239 | PA      | $4342.35       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC                                                                                    | ALBACORE EURO CLO IV DAC AR 3MEUR+99 07/15/2035 144A                                                                             | CUSIP: N/A<br>LEI: 635400OMGYX1QQYCTI48       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1133741.15    | 0.00%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-A 0% 05/20/2038 144A                                                                                | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $104487.50     | 0.00%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8400000 | PA      | $8501144.90    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                                       | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                                                     | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      150000 | PA      | $102651.92     | 0.00%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RR15 LTD / RR15 LLC                                                                                         | RR15 LTD / RR15 LLC A2 TSFR3M+171.161 04/15/2036 144A                                                                            | CUSIP: 74980XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000932.00    | 0.00%             | 2036-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3% 01/15/2052                                                                                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      568000 | PA      | $354664.07     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.612%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1055000 | PA      | $1078647.01    | 0.00%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 2.8% 04/01/2027                                                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1423183.38    | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2049#CA4628                                                                                                   | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      796796 | PA      | $741629.35     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6968                                                                                                   | CUSIP: 36193SW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76553 | PA      | $68944.93      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P E MTG TR STEP 09/15/2034 144A                                                                               | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154796 | PA      | $149877.17     | 0.00%             | 2034-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| H and E EQUIPMENT SERVICES INC                                                                              | H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A                                                                            | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2393225.75    | 0.01%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2051#SD8140                                                                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5974171 | PA      | $4672896.81    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                                                     | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     7937000 | PA      | $8008420.22    | 0.02%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 5.8% 04/01/2047                                                                                                        | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     4517000 | PA      | $4353997.32    | 0.01%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WMALT 2005-4 CB7 5.5 6/35                                                                                                        | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6205 | PA      | $5643.71       | 0.00%             | 2035-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.864% 01/01/2052                                                                                        | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $621025.84     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                           | RAKUTEN GROUP INC 9.75% 04/15/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      900000 | PA      | $962843.33     | 0.00%             | 2029-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTAIL MTG LN TR 2024-NQM3                                                                         | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 7.173624% 11/25/2064 144A                                                          | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      259000 | PA      | $249502.83     | 0.00%             | 2064-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2047#ZA4926                                                                                                 | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      102769 | PA      | $93531.74      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#BU0986                                                                                                 | CUSIP: 3140M2CY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4858156 | PA      | $4025404.39    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2052#SD6584                                                                                                 | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54100 | PA      | $48019.94      | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766751                                                                                                          | CUSIP: 36176HTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      118710 | PA      | $110352.94     | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2046#V82275                                                                                                   | CUSIP: 3132L7Q44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207801 | PA      | $183303.30     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4771                                                                                                   | CUSIP: 3140NMJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      978378 | PA      | $997577.24     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                                             | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                                                             | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2903480 | PA      | $2898232.19    | 0.01%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $389420.74     | 0.00%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                                                      | CISION TERM B 1LN 01/29/2027                                                                                                     | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      118228 | PA      | $77882.94      | 0.00%             | 2027-01-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.125% 10/15/2027                                                                                                  | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $312321.87     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 11/33 #725027                                                                                                         | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33905 | PA      | $34084.63      | 0.00%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2023-B                                                                                 | SMB PRIVATE ED LN TR 2023-B A1B SOFR30A+215 10/16/2056 144A                                                                      | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944865 | PA      | $963345.34     | 0.00%             | 2056-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                                                       | NYU LANGONE HOSPITALS 4.368% 07/01/2047                                                                                          | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $674671.92     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                            | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                                                         | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7930752 | PA      | $7727898.89    | 0.02%             | 2063-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 5.924% 06/12/2039 144A                                                                                       | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171301.89     | 0.00%             | 2039-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10727000 | PA      | $10681207.62   | 0.03%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+1397.466 03/17/2032                                                                       | CUSIP: 31392CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          50 | PA      | $50.52         | 0.00%             | 2032-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#890863                                                                                                   | CUSIP: 31410LWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      342496 | PA      | $338789.61     | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MTG TR                                                                                        | DBGS 2024-SBL A TSFR1M+188.21 08/15/2039 144A                                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      812000 | PA      | $811238.75     | 0.00%             | 2034-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD1652                                                                                                   | CUSIP: 3132DNZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1698867 | PA      | $1472476.22    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                                                           | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1748000 | PA      | $1770619.12    | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y C 3.75000 L 06/20/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -4200000 | NC      | $-15894.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.375% 12/01/2031                                                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    11589000 | PA      | $11696334.65   | 0.03%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                                                                           | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3670000 | PA      | $3205660.59    | 0.01%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.67% 07/01/2033#AN9700                                                                                                | CUSIP: 3138LNX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1876966.60    | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                                                 | ENI USA INC 7.3% 11/15/2027                                                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $14827.00      | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                                                  | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      413000 | PA      | $412430.02     | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2042#U90281                                                                                                   | CUSIP: 3132H3J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14063 | PA      | $13435.31      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2023-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A                                                             | CUSIP: 62548NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $3939024.65    | 0.01%             | 2053-11-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2052#MA8099                                                                                                   | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1174226 | PA      | $1049450.01    | 0.00%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 10/39 #710924                                                                                                         | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28619 | PA      | $28752.27      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC                                                                         | OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A                                                               | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4900000 | PA      | $4897192.30    | 0.01%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 09/20/2052#MA8270                                                                                                   | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1501971 | PA      | $1499186.24    | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $846015.73     | 0.00%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS SER 2007 0A5 TR                                                                  | WAMU 2007-OA5 1A 12MTA+75 6/47                                                                                                   | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244875 | PA      | $197886.86     | 0.00%             | 2047-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2046#MA2737                                                                                                   | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162854 | PA      | $142500.90     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $612555.91     | 0.00%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.11% 01/01/2032#BS4375                                                                                                | CUSIP: 3140LE2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4969576 | PA      | $4306940.48    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                                                       | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1168017.68    | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                                                       | CREDIT SUISSE USA INC 7.125% 07/15/2032                                                                                          | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27967.90      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                                              | EFMT 2025-INV1 A1 VAR 03/25/2070 144A                                                                                            | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383742 | PA      | $384474.23     | 0.00%             | 2070-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2015-1 LTD                                                                                 | OHA LOAN FUNDING 2015-1 LTD AR3 TSFR3M+141.161 01/19/2037 144A                                                                   | CUSIP: 67109BDC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250198.00     | 0.00%             | 2037-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 7.5% 06/01/2027 144A                                                                                                    | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1027000 | PA      | $1046118.47    | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                                            | BPR TR 2024-PMDW A VAR 11/05/2029 144A                                                                                           | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $40312.65      | 0.00%             | 2041-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS 5.79% 07/13/2028 144A                                                                               | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1856220.88    | 0.00%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4% 12/01/2054#FA0227                                                                                              | CUSIP: 3140W0HD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12651955 | PA      | $11694934.45   | 0.03%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC                                                                                      | INVESCO EURO CLO I DAC A1R 3MEUR+65 07/15/2031 144A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     7403325 | PA      | $8365411.50    | 0.02%             | 2031-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 06/01/2031#J34501                                                                                                 | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582736 | PA      | $560314.58     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6% 02/25/2037                                                                                                         | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         476 | PA      | $495.35        | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                     | MARATHON PETROLEUM CORP 3.8% 04/01/2028                                                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5475505.12    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.15% 06/15/2029                                                                                           | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      925000 | PA      | $953608.35     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      347138 | PA      | $305335.10     | 0.00%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM2005                                                                                                   | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143811 | PA      | $134168.49     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.3% 11/20/2026                                                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2202000 | PA      | $2190852.60    | 0.01%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 7.003%/VAR 10/19/2034 144A                                                                                               | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1731000 | PA      | $1875037.64    | 0.00%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2049#QA1997                                                                                                   | CUSIP: 31334YGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      426435 | PA      | $368741.77     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 4A1 CSTR 8/34                                                                                                        | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1377 | PA      | $1373.63       | 0.00%             | 2034-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE1526                                                                                                          | CUSIP: 31419BVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20962 | PA      | $20603.33      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 2.9% 12/15/2031                                                                                       | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      840000 | PA      | $719278.88     | 0.00%             | 2031-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.75% 03/01/2035                                                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1826000 | PA      | $1840401.83    | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 12/20/2048#BJ7085                                                                                                     | CUSIP: 3617HU2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68301 | PA      | $67229.24      | 0.00%             | 2048-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                                                      | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                                                       | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $42076.58      | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1395943.00    | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT5989                                                                                                 | CUSIP: 3138WTUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221916 | PA      | $198692.68     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BD CTF 06-11 TR                                                                           | CWL 2006-11 1AF4 CSTR 9/46                                                                                                       | CUSIP: 12666TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1032061 | PA      | $998080.80     | 0.00%             | 2035-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 6.625% 02/01/2032 144A                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $628255.10     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2022-3 LTD A1BR TSFR3M+140 04/15/2031 144A                                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249843.00     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A A 6.06% 02/12/2031 144A                                                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244891 | PA      | $245942.56     | 0.00%             | 2031-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.21%/VAR 04/22/2042                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      141000 | PA      | $102542.49     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                                 | OCP CLO LTD AR2 TSFR3M+140 07/20/2037 144A                                                                                       | CUSIP: 67113LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250460.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 3.5% 06/01/2029                                                                                          | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22049.95      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      235000 | PA      | $240677.84     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12494500 | PA      | $8596801.74    | 0.02%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC MTG BACKED TR 2006-6                                                                                   | CSMC MTG BACKED TR 2006-6 6% 07/25/2036                                                                                          | CUSIP: 22942JAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1932337 | PA      | $886413.91     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/28/2031                                                                                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61620000 | PA      | $62233793.12   | 0.15%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.4% 08/15/2054                                                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      860000 | PA      | $816402.27     | 0.00%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS7241                                                                                                 | CUSIP: 3140XPBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4206309 | PA      | $3473462.32    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3A A2 3.95% 09/20/2048 144A                                                                                        | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       42327 | PA      | $37608.67      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 3.649% 04/29/2031 144A                                                                                        | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4800000 | PA      | $4322383.20    | 0.01%             | 2031-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6% 02/15/2028 144A                                                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4005000 | PA      | $4002380.61    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 11/01/2050#MA4181                                                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4429412 | PA      | $3276229.49    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 LTD / OCP CLO 2020-19 LLC                                                                   | OCP CLO 2020-19 LTD / OCP CLO 2020-19 LLC A1R2 TSFR3M+118 04/20/2038 144A                                                        | CUSIP: 670881AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $329901.00     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIX LTD                                                                              | MADISON PARK FUNDING XXXIX LTD AR TSFR3M+125 10/22/2034 144A                                                                     | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5300000 | PA      | $5288414.20    | 0.01%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                                                       | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2573555.82    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 11/36 #904131                                                                                                         | CUSIP: 31411CPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2498 | PA      | $2566.44       | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-2AA PASS THRU TRS                                                                     | UNITED AIRLS INC 2019-2AA PASS THRU TRS 2.7% 11/01/2033                                                                          | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      419317 | PA      | $370330.93     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2046#BC0289                                                                                                 | CUSIP: 3140EUKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14618 | PA      | $14101.41      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4% 07/15/2046                                                                                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      228000 | PA      | $170705.54     | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#CB2166                                                                                                   | CUSIP: 3140QMMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1398606 | PA      | $1202175.79    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2047#FS5415                                                                                                   | CUSIP: 3140XMAR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      391698 | PA      | $352483.90     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2050#SD7518                                                                                                   | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2347708 | PA      | $2037420.98    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1258000 | PA      | $1160444.74    | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.543000 04/22/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1357000 | NC      | $19801.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN ARTEMIS ISSUER 2024-2 LLC                                                                            | SUNRUN ARTEMIS ISSUER 2024-2 LLC 6.25% 07/30/2059 144A                                                                           | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4918541 | PA      | $4781159.19    | 0.01%             | 2059-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2733 SB -0 SOFR30A+790.697 10/33                                                                                             | CUSIP: 31394NUY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3042 | PA      | $2998.62       | 0.00%             | 2033-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                                                   | AON CORP 6.25% 09/30/2040                                                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7326.38       | 0.00%             | 2040-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                                                      | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43983.60      | 0.00%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.51% 10/01/2030#BS5171                                                                                                | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737087 | PA      | $666876.81     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2052#MA4847                                                                                                   | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3260784 | PA      | $3312543.24    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F042673<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -14000000 | PA      | $-13204850.40  | -0.03%            | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2053#CB5907                                                                                                 | CUSIP: 3140QRR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509298 | PA      | $507696.51     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                                                | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                                          | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      174273 | PA      | $172988.63     | 0.00%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2051#FS5803                                                                                                   | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53818 | PA      | $42095.77      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      220000 | PA      | $214098.13     | 0.00%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3653 HJ 5% 4/40                                                                                                              | CUSIP: 31398VXZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1106 | PA      | $1128.45       | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.5% 04/15/2033                                                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3595225.18    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6304                                                                                                   | CUSIP: 3138WGAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368644 | PA      | $344848.39     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   422600000 | PA      | $398597841.36  | 0.96%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A                                                                                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      320000 | PA      | $273332.77     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 06/01/2036#MA4359                                                                                                 | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55680 | PA      | $49040.29      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.137% 11/15/2035 144A                                                                                              | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4483000 | PA      | $3712887.53    | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROJECT INFINITY                                                                                            | PROJECT INFINITY 5% 09/13/2027                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |      460557 | PA      | $460557.00     | 0.00%             | 2027-09-13      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                                                        | DYCOM INDUSTRIES INC 4.5% 04/15/2029 144A                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      492000 | PA      | $473367.91     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                             | ROCHE HLDGS INC 4.79% 03/08/2029 144A                                                                                            | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253660.77     | 0.00%             | 2029-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.17631% 02/25/2063 144A                                                                            | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593449 | PA      | $496923.39     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 CKW1 TR 0% 01/29/2026 144A                                                                                        | CUSIP: 12529YBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263297 | PA      | $250652.08     | 0.00%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                                             | COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A                                                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      255000 | PA      | $256372.57     | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $300447.70     | 0.00%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A                                                                                     | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123369 | PA      | $122958.69     | 0.00%             | 2041-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#                                                                                                       | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15522960 | PA      | $12745699.11   | 0.03%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1000000 | NC      | $-17507.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                                                         | EVERGY KANSAS METRO 4.2% 06/15/2047                                                                                              | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       21000 | PA      | $16552.13      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4% 07/01/2037#MA4713                                                                                                   | CUSIP: 31418EGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3317390 | PA      | $3227361.99    | 0.01%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                                                  | TOLL BROS FIN CORP 4.875% 03/15/2027                                                                                             | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6354407.28    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2056#BF0090                                                                                                 | CUSIP: 3140FXC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544762 | PA      | $485129.41     | 0.00%             | 2056-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                                   | ESAB CORP 6.25% 04/15/2029 144A                                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      443000 | PA      | $450464.55     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2015-70 JC 3% 10/45                                                                                                          | CUSIP: 3136AQCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      301718 | PA      | $284981.85     | 0.00%             | 2045-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3157                                                                                                   | CUSIP: 3617KJQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73104 | PA      | $70034.83      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2040#MA4071                                                                                                   | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      549543 | PA      | $469770.57     | 0.00%             | 2040-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                            | ERAC USA FIN LLC 3.3% 12/01/2026 144A                                                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8713493.34    | 0.02%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0682                                                                                                 | CUSIP: 3138M3XL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27322 | PA      | $26333.46      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 MTG TR                                                                                   | BENCHMARK 2021-B26 A4 2.295% 06/15/2054                                                                                          | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $7722023.76    | 0.02%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                                                     | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      167157 | PA      | $143840.12     | 0.00%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                                               | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                                                              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1754000 | PA      | $1772524.52    | 0.00%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 04/01/2041#CB0116                                                                                                   | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      167776 | PA      | $143257.03     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC3 TR                                                                                          | PRKCM 2023-AFC3 A2 TRUST 6.987% 09/25/2058 144A                                                                                  | CUSIP: 693984AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      686880 | PA      | $692732.56     | 0.00%             | 2058-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                                               | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12005412 | PA      | $528023.21     | 0.00%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q43328                                                                                                 | CUSIP: 3132WGVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36884 | PA      | $33716.41      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                       | REPUBLIC SERVICES INC 1.45% 02/15/2031                                                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       58000 | PA      | $48834.58      | 0.00%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2042#AO7372                                                                                                 | CUSIP: 3138LYFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20344 | PA      | $18807.38      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#MA3332                                                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      641677 | PA      | $579188.02     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XVII DAC                                                                                          | AVOCA CLO XVII DAC ARR 3MEUR+82 10/15/2032 144A                                                                                  | CUSIP: N/A<br>LEI: 635400OUIIBSBWG9WH80       | Long             | ABS-CBDO         | CORP              | IE        |      444987 | PA      | $504151.36     | 0.00%             | 2032-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO, LIMIT                                                                              | BAIN CAPITAL CREDIT CLO, LIMIT A1 TSFR3M+152 07/15/2037 144A                                                                     | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $380112.86     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A                                                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154069 | PA      | $154180.88     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-A                                                                                 | SMB PRIVATE ED LN TR 2021-A 2.31% 01/15/2053 144A                                                                                | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      606302 | PA      | $586626.74     | 0.00%             | 2053-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 5.9% 06/15/2029                                                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      610000 | PA      | $625911.85     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                                          | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                                              | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      225000 | PA      | $199687.50     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 3.2% 04/01/2032                                                                                              | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1195848.44    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#BO2428                                                                                                 | CUSIP: 3140JWVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86303 | PA      | $77493.66      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.716%/VAR 01/18/2030 144A                                                                                               | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $408753.05     | 0.00%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                                                      | TEXAS INSTRUMENTS INC 4.15% 05/15/2048                                                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6396.90       | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      850000 | PA      | $797018.31     | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      205000 | PA      | $195392.27     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2048#BJ5789                                                                                                 | CUSIP: 3140H7NF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26138 | PA      | $25033.63      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       57400 | PA      | $31099.14      | 0.00%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4106                                                                                                   | CUSIP: 3140QBR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412269 | PA      | $359456.01     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-3                                                                              | VERUS SECURITIZATION TR 2022-3 B1 CSTR 02/25/2067 144A                                                                           | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      158000 | PA      | $127143.94     | 0.00%             | 2067-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 05/01/2053#SD2891                                                                                                 | CUSIP: 3132DQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3250818 | PA      | $3245673.33    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 01/01/2043#C09022                                                                                                 | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262163 | PA      | $235534.30     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |     1267000 | NC      | $-38716.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2049#SD7503                                                                                                 | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9194869 | PA      | $8305185.25    | 0.02%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HLDG B V                                                                                      | PLAYA HOTELS and RESORTS TERM B 1LN 01/05/2029                                                                                   | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |      508213 | PA      | $507577.25     | 0.00%             | 2029-01-05      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23063000 | PA      | $23556172.27   | 0.06%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2046#AS7155                                                                                                   | CUSIP: 3138WG5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      491382 | PA      | $430583.70     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8406755 | PA      | $8483797.02    | 0.02%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.502%/VAR 01/24/2036                                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2458823.81    | 0.01%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 3.7% 06/15/2046                                                                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       93000 | PA      | $67448.16      | 0.00%             | 2046-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                                                                                 | AVALARA TERM B 1LN 3/26/2032                                                                                                     | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      110000 | PA      | $109980.20     | 0.00%             | 2032-03-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 03/15/2036                                                                                     | CUSIP: 31396UYQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5802 | PA      | $4791.16       | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 2.45% 12/02/2027 144A                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      106000 | PA      | $99721.55      | 0.00%             | 2027-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#MA4644                                                                                                   | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    28167761 | PA      | $25876448.98   | 0.06%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                                          | PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A                                                                                        | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272121 | PA      | $263117.00     | 0.00%             | 2054-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 06/01/2036#MA4360                                                                                                   | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      365493 | PA      | $330510.85     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                                                        | PINE STR TR II 5.568% 02/15/2049 144A                                                                                            | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7800000 | PA      | $6991462.06    | 0.02%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2049#MA3744                                                                                                   | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4905442 | PA      | $4241780.09    | 0.01%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A                                                                  | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1331193 | PA      | $1331193.45    | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 01/01/2053#SD8290                                                                                                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8241752 | PA      | $8351971.67    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-D 5.38% 07/15/2053 144A                                                                    | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1346418 | PA      | $1361692.90    | 0.00%             | 2053-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63316000 | PA      | $60226871.88   | 0.14%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 4.25% 09/15/2048                                                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31616.32      | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 7.75% 02/01/2028                                                                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      273000 | PA      | $275374.55     | 0.00%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 4% 04/15/2030                                                                                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     7024000 | PA      | $6815116.57    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      807000 | PA      | $688131.19     | 0.00%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 07/01/2055 #TBA                                                                                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   106900000 | PA      | $107775436.17  | 0.26%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/31/2030 144A                                                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      430000 | PA      | $354017.41     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                                                      | CISION TERM 1LN 04/29/2030                                                                                                       | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |       16148 | PA      | $16047.31      | 0.00%             | 2030-04-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2040#FM2646                                                                                                 | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107377 | PA      | $95117.34      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 01/25/2034                                                                                     | CUSIP: 31393UVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      123835 | PA      | $128727.64     | 0.00%             | 2034-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                                                | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3496449 | PA      | $3481817.43    | 0.01%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG A TSFR1M+154.228 11/15/2034 144A                                                        | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $191284.59     | 0.00%             | 2034-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    10102000 | PA      | $10231903.64   | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 11/20/2047#AY0571                                                                                                   | CUSIP: 36196PT44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96665 | PA      | $92757.86      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK FINANCE NETHERLANDS BV                                                                         | NOVO NORDISK FINANCE NETHERLANDS BV 3.625% 05/27/2037 REGS                                                                       | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     1125000 | PA      | $1283487.13    | 0.00%             | 2037-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                                                   | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1282000 | PA      | $1294965.62    | 0.00%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A                                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3099000 | PA      | $3040893.75    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                                                         | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                                                       | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1095481.51    | 0.00%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/20/2051#MA7650                                                                                                     | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137781 | PA      | $120225.91     | 0.00%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/46#BC1443                                                                                                     | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1412501 | PA      | $1326623.46    | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.922%/VAR 10/24/2031                                                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2250950.55    | 0.01%             | 2031-10-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                                                                         | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                                                                       | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |      720000 | PA      | $917420.85     | 0.00%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      407000 | PA      | $271702.90     | 0.00%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       98000 | PA      | $95770.93      | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 07/20/2053#CT7475                                                                                                     | CUSIP: 3618BDJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1111939 | PA      | $1135837.86    | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS5313                                                                                                 | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1223361 | PA      | $1105754.46    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#                                                                                                         | CUSIP: 3140XFTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3086521 | PA      | $2667013.65    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 M4 VAR 02/25/2052 144A                                                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77545 | PA      | $58378.71      | 0.00%             | 2052-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.2% 10/01/2026#AN2689                                                                                                 | CUSIP: 3138LE7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165724 | PA      | $160442.69     | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2007-OH3                                                                                  | ALTERNATIVE LN TR 2007-OH3 STEP 09/25/2047                                                                                       | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-CBDO         | CORP              | US        |     1563668 | PA      | $1395828.38    | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 05/15/2027                                                                                                        | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $4810946.85    | 0.01%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI A CSTR 07/15/2035 144A                                                           | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $137385.71     | 0.00%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3518000 | PA      | $2791159.11    | 0.01%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                                                 | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      577600 | PA      | $573978.00     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                                                       | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       54000 | PA      | $34383.68      | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2043                                                                                                 | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $383461.72     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.82% 12/25/2032                                                                                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      731382 | PA      | $694328.58     | 0.00%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A                                                                              | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $653843.20     | 0.00%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL D TSFR1M+ 05/15/2037 144A                                                                | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $253884.38     | 0.00%             | 2037-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.186% 04/01/2030 144A                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141592.24     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#FM6804                                                                                                 | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15051 | PA      | $13256.25      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 9.57% 02/18/2031 144A                                                                 | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015000 | PA      | $1108294.84    | 0.00%             | 2031-02-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#U93158                                                                                                 | CUSIP: 3132QDE72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9033 | PA      | $8181.01       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      905000 | PA      | $886716.77     | 0.00%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#SD8141                                                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18481743 | PA      | $15175116.77   | 0.04%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#Q51803                                                                                                 | CUSIP: 3132XUAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422222 | PA      | $379234.11     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 5.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      588000 | PA      | $582739.93     | 0.00%             | 2039-04-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                                        | CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029                                                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1306000 | PA      | $1251236.14    | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.75% 05/31/2026                                                                                                       | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19455000 | PA      | $18812225.09   | 0.05%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.35% 05/15/2053                                                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2467000 | PA      | $2233539.48    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2980 QB 6.5% 5/35                                                                                                            | CUSIP: 31395UEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         387 | PA      | $398.17        | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.17% 01/01/2029#AN4154                                                                                                | CUSIP: 3138LGTL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492542 | PA      | $472933.80     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                                | ILLUMINA INC 4.65% 09/09/2026                                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4494482.01    | 0.01%             | 2026-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.6% 11/15/2060                                                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $675787.38     | 0.00%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.625% 01/15/2027                                                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97104.08      | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                                                 | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36612 | PA      | $34882.56      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                                   | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                                                  | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      540000 | PA      | $541262.99     | 0.00%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+658.552 06/25/2035                                                                        | CUSIP: 31394DJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3023 | PA      | $203.52        | 0.00%             | 2035-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                                                                                      | INTELSAT SA/LUXEMBOURG                                                                                                           | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |       65805 | NS      | $2370954.15    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 07/31/2031                                                                                                      | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   236050000 | PA      | $236350043.16  | 0.57%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061                                                                | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        3723 | PA      | $3723.19       | 0.00%             | 2061-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                                           | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                                                           | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      532000 | PA      | $485184.00     | 0.00%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#BX0467                                                                                                 | CUSIP: 3140N4QV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11438856 | PA      | $10820367.33   | 0.03%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 1.125% 06/15/2037 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      135000 | PA      | $124446.57     | 0.00%             | 2037-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#SD5278                                                                                                   | CUSIP: 3132DS2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2747441 | PA      | $2356848.20    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+130 11/25/2054                                                                            | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      941526 | PA      | $937963.56     | 0.00%             | 2054-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/20/44#MA2305                                                                                                     | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      594827 | PA      | $577104.12     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2023-1                                                                                     | ANGEL OAK MORTGAGE TRUST 2023-1 4.75% 09/26/2067 144A                                                                            | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      973777 | PA      | $964658.18     | 0.00%             | 2067-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2028                                                                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4508000 | PA      | $4667425.42    | 0.01%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.95% 03/01/2048                                                                                           | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       19000 | PA      | $14696.94      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                                                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1808011.91    | 0.00%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.9% 06/01/2027                                                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1012115.29    | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      299249 | PA      | $23099.21      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#                                                                                                       | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      672381 | PA      | $599127.70     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 02/22/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      157000 | PA      | $153514.60     | 0.00%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      470000 | PA      | $461745.29     | 0.00%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A                                                                                    | CUSIP: 83367TBR9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      830000 | PA      | $829410.68     | 0.00%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005072                                                                                                   | CUSIP: 36202FT55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1139 | PA      | $1187.24       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#CB2679                                                                                                 | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303929 | PA      | $272241.54     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR 6% 11/25/2035                                                                                                | CUSIP: 17307GL71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      871868 | PA      | $827686.16     | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1                                                                    | GLS AUTO SELECT RECEIVABLES TRUST 2023-1 6.09% 03/15/2029 144A                                                                   | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $178742.52     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1408000 | PA      | $1360202.47    | 0.00%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609346.20     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2043#AR6380                                                                                                   | CUSIP: 3138W4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60296 | PA      | $54614.76      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K733 MTG TR                                                                                      | FREMF 2018-K733 MTG TR B CSTR 09/25/2025 144A                                                                                    | CUSIP: 30297MAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $381890.96     | 0.00%             | 2025-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 2025-1 4.94% 09/20/2034 144A                                                                              | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      509000 | PA      | $512207.41     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 LTD                                                                                              | AGL CLO 37 LTD A1 TSFR3M+124 04/22/2038 144A                                                                                     | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250188.75     | 0.00%             | 2038-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 4.263% 06/01/2038                                                                                     | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $29069.29      | 0.00%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 2.75% 03/29/2028 REGS                                                                                | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $2353840.74    | 0.01%             | 2028-03-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027                                                                                     | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      518000 | PA      | $511077.29     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                                                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      465000 | PA      | $449058.49     | 0.00%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                                                 | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2287000 | PA      | $2349223.67    | 0.01%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC AMER ALTERNATIVE LN TR                                                                                 | BANC AMER ALTERNATIVE LN TR 5% 05/25/2048                                                                                        | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         268 | PA      | $229.74        | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA CSTR 08/25/2032                                                                                   | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412499 | PA      | $390150.42     | 0.00%             | 2032-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      200000 | NC      | $341.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028                                                                           | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706842.71     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A                                                                    | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2008220.00    | 0.00%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 02/15/2050                                                                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33935000 | PA      | $19433089.84   | 0.05%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                                                 | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $293538.66     | 0.00%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                                                   | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      440000 | PA      | $440478.72     | 0.00%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7057                                                                                                 | CUSIP: 3138LXZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10448 | PA      | $10073.79      | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAD CLO 7 LTD                                                                                               | RAD CLO 7 LTD B1R TSFR3M+190 04/17/2036 144A                                                                                     | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250381.25     | 0.00%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/48#BM3904                                                                                                        | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159407 | PA      | $158230.31     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 5.375% 09/15/2040                                                                                                | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17645.92      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#BC9096                                                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402433 | PA      | $364877.76     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 5.00% 9/25 #AE0552                                                                                                     | CUSIP: 31419ATJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           3 | PA      | $2.51          | 0.00%             | 2025-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                                                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11700000 | PA      | $11885836.37   | 0.03%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A                                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      296000 | PA      | $300482.03     | 0.00%             | 2031-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29715000 | PA      | $28540328.91   | 0.07%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VII LTD / TRALEE CLO VII LLC                                                                     | TRALEE CLO VII LTD / TRALEE CLO VII LLC A1 TSFR3M+158.161 04/25/2034 144A                                                        | CUSIP: 89288CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12007824.00   | 0.03%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#RA6434                                                                                                 | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3175403 | PA      | $2613235.80    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                                       | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      295000 | PA      | $307219.49     | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2007-6                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2007-6 TSFR1M+61.448 05/25/2037                                                                    | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       71159 | PA      | $67226.42      | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 8% 09/18/2029                                                                                     | CUSIP: 31359WXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         896 | PA      | $918.76        | 0.00%             | 2029-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 12/01/2035#BQ9287                                                                                                   | CUSIP: 3140KVJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      164076 | PA      | $149653.30     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 3.9% 04/01/2052                                                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       38000 | PA      | $28041.83      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97661                                                                                                          | CUSIP: 312946QN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116719 | PA      | $114900.73     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    10278491 | PA      | $10246274.32   | 0.02%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                                             | INTRAFI TERM B 1LN 07/31/2031                                                                                                    | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      174562 | PA      | $174628.83     | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.5% 04/15/2038                                                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $970082.51     | 0.00%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 1/41 #004922                                                                                                       | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2242644 | PA      | $2149716.13    | 0.01%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.99% 03/01/2049                                                                                           | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      465000 | PA      | $356637.31     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 4.65% 05/15/2027                                                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      141000 | PA      | $141208.98     | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2048#Q58491                                                                                                 | CUSIP: 3132Y2NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112959 | PA      | $101776.04     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#ZM6138                                                                                                 | CUSIP: 3131Y0ZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55942 | PA      | $53579.41      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE 06/20/2030                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     2100000 | NC      | $26980.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A                                                                               | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3156000 | PA      | $3046172.05    | 0.01%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C26                                                            | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C26 3.252% 11/15/2048                                                               | CUSIP: 61690VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428812 | PA      | $428446.64     | 0.00%             | 2048-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2043#G07425                                                                                                   | CUSIP: 3128M9SN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214950 | PA      | $203664.51     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD1862                                                                                                   | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      605554 | PA      | $594885.33     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2047#FS0976                                                                                                 | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131648 | PA      | $109287.24     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.55% 12/01/2033                                                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1024964.24    | 0.00%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.65% 06/01/2054                                                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163706.78     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#QG5549                                                                                                   | CUSIP: 3133C6EW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6408282 | PA      | $6220786.32    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                                    | GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS                                                                                      | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EP               | CORP              | LU        |     2400000 | PA      | $2609511.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 LLC 4% 10/25/2054 144A                                                                                              | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $140414.04     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B2 SOFR30A+135 10/20/2032 144A                                            | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      409317 | PA      | $410334.70     | 0.00%             | 2032-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.625% 03/15/2031 144A                                                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1298900.93    | 0.00%             | 2031-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041                                                                                    | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $296400.00     | 0.00%             | 2041-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                                                                                | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      703000 | PA      | $693096.10     | 0.00%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                                               | BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056                                                                                 | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1700562.88    | 0.00%             | 2056-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 05/31/2027                                                                                                        | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15788000 | PA      | $14761163.32   | 0.04%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP5143                                                                                                 | CUSIP: 3138M8WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142039 | PA      | $127914.00     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.125% 05/15/2055                                                                                                 | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66873.79      | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2042#Q10047                                                                                                 | CUSIP: 3132HLBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      293597 | PA      | $272138.41     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2052#QD7596                                                                                                 | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2464396 | PA      | $2035034.97    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 07/01/2051#MA4377                                                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305450 | PA      | $225736.52     | 0.00%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                                                                   | REGATTA XVIII FUNDING LTD A1R TSFR3M+116 04/15/2038 144A                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2357336 | PA      | $2356157.33    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1                                                                 | SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1 A1 VAR 01/25/2065 144A                                                               | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1919188 | PA      | $1918618.04    | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 0.5% 10/22/2061 REGS                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $664950.91     | 0.00%             | 2061-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5% 07/15/2029                                                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      340000 | PA      | $325701.54     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NW RE-REMIC TR 2021-FRR1                                                                                    | NW RE-REMIC TR 2021-FRR1 BK88 VAR 12/18/2051 144A                                                                                | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267686 | PA      | $223589.50     | 0.00%             | 2051-12-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7276                                                                                                  | CUSIP: 31417ECN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295263 | PA      | $264319.03     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5.25% 03/15/2028 144A                                                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      223000 | PA      | $220554.31     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#CB2189                                                                                                   | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114591 | PA      | $106952.78     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 3.9% 03/15/2039                                                                                                       | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       86000 | PA      | $73008.36      | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                                                 | PENSKE AUTOMOTIVE GROUP INC 3.75% 06/15/2029                                                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      312000 | PA      | $292461.03     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2046#BC5795                                                                                                 | CUSIP: 3140F1NM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116620 | PA      | $112313.26     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD2680                                                                                                 | CUSIP: 3140F96S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      384869 | PA      | $370656.11     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD8305                                                                                                   | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      735949 | PA      | $675565.31     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 08/31/2064                                                                                             | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10558.31      | 0.00%             | 2064-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2015-H13 HA 2.5% 08/64                                                                                                       | CUSIP: 38376RCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        1372 | PA      | $1291.03       | 0.00%             | 2064-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.85% 04/27/2031 144A                                                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      834000 | PA      | $739206.21     | 0.00%             | 2031-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9626                                                                                                 | CUSIP: 3133KRVT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1825595 | PA      | $1818712.18    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 A3 2.196% 06/15/2054                                                                                                 | CUSIP: 61692CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6094289.60    | 0.01%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                                              | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                                                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $473079.36     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2041#FM8941                                                                                                   | CUSIP: 3140XC5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224624 | PA      | $207009.79     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                                          | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $278121.39     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.25% 11/21/2049                                                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      515000 | PA      | $412602.71     | 0.00%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 18 LTD                                                                                             | AMMC CLO 18 LTD AR TSFR3M+136.161 05/26/2031 144A                                                                                | CUSIP: 001746AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       39222 | PA      | $39259.25      | 0.00%             | 2031-05-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HORIZON 2018                                                                                                | HORIZON 2018-1 A 4.458% 12/15/2038 144A                                                                                          | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2337490 | PA      | $2232271.68    | 0.01%             | 2038-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.9% 04/15/2032                                                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1449215.89    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 5% 03/01/2030 144A                                                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      195000 | PA      | $188814.62     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6394000 | PA      | $6204123.20    | 0.01%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#QF5369                                                                                                   | CUSIP: 3133BS6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      486091 | PA      | $473881.49     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 08/15/2032                                                                                                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77578000 | PA      | $70671739.57   | 0.17%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD BR TSFR3M+180 10/20/2030 144A                                                                 | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360924.12     | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 4.65% 07/15/2032                                                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129154.80     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 5.15% 06/01/2052                                                                                  | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2509719.60    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2052#SD1393                                                                                                 | CUSIP: 3132DNRN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27148 | PA      | $24096.63      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A                                                                   | CUSIP: 95003YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4720277.21    | 0.01%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-10107.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3805000 | PA      | $3788855.46    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2017-B                                                                                 | SMB PRIVATE ED LN TR 2017-B 3.5% 12/16/2041 144A                                                                                 | CUSIP: 83189DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $483892.40     | 0.00%             | 2041-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                                        | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                                                      | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      512000 | PA      | $497598.92     | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051                                                                                    | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       43000 | PA      | $25084.52      | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                                                | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1468723 | PA      | $1468620.09    | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                                                   | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $41715.36      | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #772063                                                                                                          | CUSIP: 36176PQQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120716 | PA      | $115647.11     | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 5.625% 03/15/2026 144A                                                                             | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49066.05      | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      180000 | PA      | $187973.10     | 0.00%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3180959.19    | 0.01%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.6% 03/15/2055                                                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      570000 | PA      | $555773.15     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 2.9% 02/16/2028                                                                                               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      275000 | PA      | $254418.62     | 0.00%             | 2028-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 6.5% 05/15/2030 144A                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214482.66     | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HINNT 2024-A LLC                                                                                            | HINNT 2024-A LLC 8% 03/15/2043 144A                                                                                              | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1045648 | PA      | $996328.52     | 0.00%             | 2043-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14769430 | PA      | $12605102.95   | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                  | FIDELITY NATL INFORMN SVCS INC 4.5% 08/15/2046                                                                                   | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       58000 | PA      | $46197.58      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 6.033% 01/17/2035                                                                                             | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1038857.57    | 0.00%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 6.8%/VAR 09/14/2031                                                                                            | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $342827.21     | 0.00%             | 2031-09-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26088516 | PA      | $19296457.01   | 0.05%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027                                                                                 | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194050 | PA      | $190310.42     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09/12/2028 144A                                                                              | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     4113000 | PA      | $4173698.26    | 0.01%             | 2028-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.875% 12/01/2053                                                                                  | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $964796.83     | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST SERIES 2012-4                                                                      | KGS-ALPHA SBA COOF TRUST SERIES 2012-4 CSTR 09/25/2037 144A                                                                      | CUSIP: 48247QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       49913 | PA      | $823.57        | 0.00%             | 2037-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3% 01/01/2037#C91908                                                                                                   | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1034030 | PA      | $968988.32     | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.293%/VAR 01/14/2036 144A                                                                                               | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $467131.42     | 0.00%             | 2036-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                                           | GXO LOGISTICS INC 6.25% 05/06/2029                                                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      800000 | PA      | $819064.46     | 0.00%             | 2029-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 4.625% 12/15/2029                                                                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4838991.91    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AL7550                                                                                                 | CUSIP: 3138EQL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      731323 | PA      | $735269.61     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.78500 L 06/23/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3900000 | NC      | $-20574.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                                                       | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                                                              | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |      214865 | PA      | $178526.97     | 0.00%             | 2027-10-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                                                     | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      823000 | PA      | $820942.50     | 0.00%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-85449.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 5.75% 06/28/2054                                                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $327620.29     | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                                                  | EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A                                                                        | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6200000 | PA      | $6205505.60    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A                                                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129371.26     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2042#AJ2880                                                                                                 | CUSIP: 3138AUFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11723 | PA      | $11477.06      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2049#RA1293                                                                                                   | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23983 | PA      | $20910.68      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ2399                                                                                                 | CUSIP: 3138ATUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20099 | PA      | $19747.35      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                                                | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995120.07     | 0.00%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD B TSFR3M+198.161 05/20/2031 144A                                                                   | CUSIP: 77342JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1754032.00    | 0.00%             | 2031-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.93% 01/01/2032#BS4505                                                                                                | CUSIP: 3140LFAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5099919.60    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIV                                                                                            | APIDOS CLO XXXIV A1R TSFR3M+141.161 01/20/2035 144A                                                                              | CUSIP: 03768WAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250606.50     | 0.00%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.6% 02/15/2033 144A                                                                                                | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6229000 | PA      | $5258399.28    | 0.01%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2035#G60214                                                                                                   | CUSIP: 31335AGX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127754 | PA      | $128632.99     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2052#BQ7481                                                                                                   | CUSIP: 3140KTJ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1100289 | PA      | $1016974.46    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 7.50% 1/32 #B90491                                                                                                          | CUSIP: 313929RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1359 | PA      | $1404.53       | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2048#G61821                                                                                                 | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4176662 | PA      | $4008070.75    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                                                            | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      279000 | PA      | $271600.84     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.692%/VAR 09/13/2034                                                                                               | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3114793.49    | 0.01%             | 2034-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.99% 07/15/2060 144A                                                                                    | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6463082 | PA      | $5932172.53    | 0.01%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 3.6% 12/15/2026                                                                                                     | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46230.06      | 0.00%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                                                 | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1072661 | PA      | $1117351.69    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      704000 | PA      | $604013.72     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      480000 | PA      | $353510.40     | 0.00%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2048#BG3507                                                                                                     | CUSIP: 3617GM3Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      301793 | PA      | $279765.15     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                                                      | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      194000 | PA      | $173397.03     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      330000 | PA      | $352818.18     | 0.00%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P A TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177346 | PA      | $177345.68     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV TSFR1M+283.972 08/15/2029 144A                                                                                     | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562937 | PA      | $558778.75     | 0.00%             | 2029-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 7.3% 04/17/2034 144A                                                                    | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2644638.15    | 0.01%             | 2034-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: CAD/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $77423.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1433227.55    | 0.00%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-500252.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#QD1841                                                                                                   | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32538 | PA      | $25379.49      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                                                 | HOLOGIC INC 4.625% 02/01/2028 144A                                                                                               | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32602.15      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#FS4874                                                                                                 | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1736893 | PA      | $1727878.18    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.805% 05/01/2050                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1306320.27    | 0.00%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 2.95% 05/14/2030 144A                                                                                             | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      262000 | PA      | $240785.64     | 0.00%             | 2030-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                            | LPL HOLDINGS INC 4% 03/15/2029 144A                                                                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      445000 | PA      | $428047.10     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-RPL2                                                                         | CHASE HOME LENDING MTG TR 2024-RPL2 A1A VAR 08/25/2064 144A                                                                      | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3631149 | PA      | $3197724.93    | 0.01%             | 2064-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034                                                                             | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1848786.33    | 0.00%             | 2034-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE CSTR 01/25/2032                                                                                                       | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $7678251.90    | 0.02%             | 2032-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FDG TR 2023-NQM6 VAR 09/25/2063 144A                                                                           | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $231340.36     | 0.00%             | 2063-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2050#FS4617                                                                                                 | CUSIP: 3140XLDX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1212957 | PA      | $1164752.75    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.84% 10/01/2027#BL0497                                                                                                | CUSIP: 3140HRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132524 | PA      | $131225.67     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 07/15/2042                                                                                    | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       42441 | PA      | $39845.78      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1079971.12    | 0.00%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                                                 | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      572823 | PA      | $548405.26     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                                    | NORTHRIVER MIDSTREAM FIN 6.75% 07/15/2032 144A                                                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $272465.37     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#RA6808                                                                                                   | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6985574 | PA      | $5985914.29    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+109.513 06/20/2066                                                                          | CUSIP: 38376RWL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       85359 | PA      | $86264.83      | 0.00%             | 2066-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 02/15/2048                                                                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33151500 | PA      | $24077571.77   | 0.06%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#FM6540                                                                                                 | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4322570 | PA      | $3603237.90    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.25% 10/01/2049                                                                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $81762.78      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTUNA CONSUMER LOAN ABS 2024-2 DAC                                                                        | FORTUNA CONSUMER LOAN ABS 2024-2 DAC STEP 10/18/2034                                                                             | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115051.63     | 0.00%             | 2034-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#QA4692                                                                                                   | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7027191 | PA      | $6105023.26    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                                                   | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1571108.14    | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RPL1 TR                                                                                          | CSMCM 2022-RPL1 TR 4.23104% 04/25/2061 144A                                                                                      | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      323494 | PA      | $261761.35     | 0.00%             | 2061-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                                  | BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A                                                                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2906000 | PA      | $2915081.25    | 0.01%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD8256                                                                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8501485 | PA      | $7807272.84    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 4.125% 05/15/2029                                                                                   | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      189000 | PA      | $175982.45     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030                                                                                     | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      154335 | PA      | $54017.15      | 0.00%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/INR settle 2025-06-30                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5789.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0277                                                                                                 | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582117 | PA      | $604914.69     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2035#310165                                                                                                 | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      886966 | PA      | $891955.14     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                                                  | EATON CORP 4.15% 03/15/2033                                                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90933.37      | 0.00%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026                                                                                    | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2295540.04    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745138                                                                                                          | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43566 | PA      | $42826.21      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GSA1                                                                                    | GS MTG SECS TR 2019-GSA1 A4 3.0479% 11/10/2052                                                                                   | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1211605.46    | 0.00%             | 2052-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 A3 3.51% 09/01/2050                                                                                               | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11380000 | PA      | $11035718.58   | 0.03%             | 2050-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1884478.65    | 0.00%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93167                                                                                                 | CUSIP: 3132QDFG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15334 | PA      | $13887.49      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5% 10/01/2028 144A                                                                                                | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      382000 | PA      | $376753.57     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    21885000 | PA      | $21784202.29   | 0.05%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                                             | AASET 2019-2 B TR 4.458% 10/16/2039 144A                                                                                         | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365578 | PA      | $341828.56     | 0.00%             | 2039-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                                           | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                                                           | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $36188.67      | 0.00%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3638344 | PA      | $3609846.77    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   108113000 | PA      | $92031137.19   | 0.22%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 2.47%/VAR 12/13/2029 144A                                                                                       | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $922416.14     | 0.00%             | 2029-12-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5.15% 04/01/2035                                                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      179000 | PA      | $176922.60     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L                                  | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A                                | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6441604 | PA      | $5994012.05    | 0.01%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.691250 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2164000 | NC      | $-6292.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | FSWP: OIS 4.015800 05/15/2026 SOF                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     9668740 | NC      | $-4810.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.52%/VAR 11/03/2032                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      561000 | PA      | $482744.38     | 0.00%             | 2032-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 7.15% 07/17/2046 144A                                                                                         | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1223502 | PA      | $1213185.02    | 0.00%             | 2046-07-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2050#RA4142                                                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1267969 | PA      | $1053396.36    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |       20000 | NC      | $3409.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                                                | GOODMAN US FINANCE THREE LLC 3.7% 03/15/2028 144A                                                                                | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $55486.20      | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 VAR 12/25/2054 144A                                                                               | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171584 | PA      | $170161.16     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.6% 06/10/2029                                                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3080318.25    | 0.01%             | 2029-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#BQ4491                                                                                                   | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104239 | PA      | $81599.39      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                                             | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                                             | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     1411000 | PA      | $1414952.90    | 0.00%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                                                                 | TRUGREEN TERM B 1LN 11/2/2027                                                                                                    | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |      277131 | PA      | $265006.81     | 0.00%             | 2027-11-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT2645                                                                                                   | CUSIP: 36194A5E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26906 | PA      | $24205.03      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 09/01/2034#BS6427                                                                                                | CUSIP: 3140LHD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389300 | PA      | $358019.28     | 0.00%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM2518                                                                                                 | CUSIP: 3140X5YQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498939 | PA      | $466429.18     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552552                                                                                                         | CUSIP: 36213EZR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42357 | PA      | $40546.50      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                                                   | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $196555.74     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G08682                                                                                                   | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      255937 | PA      | $239727.60     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#QF0895                                                                                                   | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23944 | PA      | $23402.87      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                                                     | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050                                                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       58000 | PA      | $35864.98      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 3.6% 09/01/2027                                                                                           | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4907.14       | 0.00%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -685 | NC      | $-864141.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4680                                                                                                   | CUSIP: 3140J9FW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      858162 | PA      | $802232.71     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLII LTD                                                                                     | MADISON PK FDG XLII LTD AR TSFR3M+115 11/21/2030 144A                                                                            | CUSIP: 55822RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133589 | PA      | $133616.99     | 0.00%             | 2030-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2055#CC0116                                                                                                   | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1596080 | PA      | $1634508.34    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CWHL 2007-9 A11 5.75% 7/37                                                                                                       | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       29106 | PA      | $13552.41      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.8% 03/15/2036                                                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      820000 | PA      | $838447.85     | 0.00%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036                                                                                    | CUSIP: 225470RT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1905171 | PA      | $1018000.99    | 0.00%             | 2036-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOLDING CO LLC                                                                         | UFINET TERM B 1LN 12/29/2028                                                                                                     | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      103558 | PA      | $93720.31      | 0.00%             | 2028-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 02/01/2036#MA2523                                                                                                   | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54659 | PA      | $51602.29      | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.6% 04/01/2050                                                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $900299.29     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 08/01/2051#SD3092                                                                                                 | CUSIP: 3132DQNH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4976382 | PA      | $4120254.97    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 02/01/2035#QN1578                                                                                                 | CUSIP: 3133G7XF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      486432 | PA      | $453672.74     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     2196286 | PA      | $2216260.36    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 3.4% 06/01/2031                                                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     6373000 | PA      | $5477456.35    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      935000 | PA      | $908551.78     | 0.00%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 06/01/2041#Q01604                                                                                                 | CUSIP: 3132GEX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63104 | PA      | $63386.23      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.85%/VAR 10/21/2033                                                                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1813932.68    | 0.00%             | 2033-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   332494000 | PA      | $258449115.67  | 0.62%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL1                                                                                      | LHOME MORTGAGE TRUST 2023-RTL1 A1 VAR 01/25/2028 144A                                                                            | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1705987 | PA      | $1711049.35    | 0.00%             | 2028-01-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2024-1 DAC                                                                                     | UK LOGISTICS 2024-1X A DAC SONIO+ 05/15/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $134730.50     | 0.00%             | 2034-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                                            | TOWD POINT MORTGAGE TRUST 2024-3 5.1% 07/25/2065 144A                                                                            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3392324 | PA      | $3448988.59    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A                                                                      | CUSIP: 07325YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13742 | PA      | $14771.36      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                                              | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                                                                             | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |      350000 | PA      | $373313.77     | 0.00%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1333246 | PA      | $985306.46     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2052#SD2382                                                                                                 | CUSIP: 3132DPUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      338872 | PA      | $304706.74     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984                                                                                     | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30740 | PA      | $27319.66      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                                                 | PMHC II INC 9% 02/15/2030 144A                                                                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      125000 | PA      | $88125.00      | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 6C 0% 05/25/2052 144A                                                                                 | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3073731.78    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $760917.24     | 0.00%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                                            | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                                                   | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4512912 | PA      | $3687094.36    | 0.01%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038                                                                          | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1906077.40    | 0.00%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                                         | MFA 2022-NQM1 TRUST 4.26/VAR 12/25/2066 144A                                                                                     | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $140443.16     | 0.00%             | 2066-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                                                              | DIAMOND II LTD 7.95% 07/28/2026 REGS                                                                                             | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $904230.00     | 0.00%             | 2026-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.5% 12/01/2029                                                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4502000 | PA      | $4257229.10    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      700000 | PA      | $690206.90     | 0.00%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+59.448 10/20/2067                                                                            | CUSIP: 38375UR93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      277250 | PA      | $278200.13     | 0.00%             | 2067-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 4.25% 07/23/2032                                                                                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116954.76     | 0.00%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                                                | INTERNET BRANDS TERM B 1LN 05/03/2028                                                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      492388 | PA      | $472308.78     | 0.00%             | 2028-05-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |       45000 | PA      | $39306.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2015-R3 TR                                                                                    | BANC AMER FDG 2015-R3 TR CSTR 03/27/2036 144A                                                                                    | CUSIP: 05990QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303277 | PA      | $255458.07     | 0.00%             | 2036-03-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #733234                                                                                                          | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3713 | PA      | $3643.82       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 2.6% 10/01/2040                                                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      280000 | PA      | $195938.95     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2042#MA0463                                                                                                     | CUSIP: 36179MQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      235067 | PA      | $224433.76     | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.75% 10/01/2041                                                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      830000 | PA      | $807157.69     | 0.00%             | 2041-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 6.25% 01/15/2033 144A                                                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      365000 | PA      | $368428.08     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -94669000 | PA      | $-89372903.73  | -0.21%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A4 2.343% 04/15/2054                                                                | CUSIP: 95003CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4398084.50    | 0.01%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 04-T1 1A1 6 1/44                                                                                                            | CUSIP: 31393XFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3074 | PA      | $3118.89       | 0.00%             | 2044-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR0462                                                                                                 | CUSIP: 3140KXQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      613126 | PA      | $508794.52     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 04/01/2029#J27984                                                                                                 | CUSIP: 31307G2R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      257987 | PA      | $252534.66     | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2034#FM0046                                                                                                   | CUSIP: 3140X3BQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1622561 | PA      | $1544165.77    | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/45#AZ3341                                                                                                        | CUSIP: 3138YUWB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99479 | PA      | $93337.90      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#RA5288                                                                                                   | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580810 | PA      | $455570.06     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC                                                                 | DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC AR TSFR3M+115 10/19/2029 144A                                                        | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |      117194 | PA      | $117223.51     | 0.00%             | 2029-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST TSFR1M+77.15 04/15/2037 144A                                      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9518726 | PA      | $9352148.13    | 0.02%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.875% 11/01/2027 144A                                                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4604376.77    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/15/2027                                                                                   | CUSIP: 3137ARA30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       52337 | PA      | $51352.43      | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS 06 HE4                                                                                   | MORGAN STANLEY ABS 06 HE4 STEP 06/25/2036                                                                                        | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3236246 | PA      | $1618719.81    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2046#BC7248                                                                                                 | CUSIP: 3140F3BS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412412 | PA      | $373925.24     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#RA7311                                                                                                 | CUSIP: 3133KPDQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2559705 | PA      | $2291233.61    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 7.875%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      700000 | PA      | $895283.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/30#V60745                                                                                                   | CUSIP: 3132KEZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95009 | PA      | $91975.65      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 12/15/2042#AA8612                                                                                                 | CUSIP: 36178GR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44161 | PA      | $39685.38      | 0.00%             | 2042-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 4.6% 07/01/2027                                                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15015.69      | 0.00%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 3/41 #004977                                                                                                       | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      395066 | PA      | $378609.37     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AV2959                                                                                                 | CUSIP: 3138XEJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4720 | PA      | $4618.10       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPCO HOLDINGS LLC                                                                                          | PEPCO HOLDINGS LLC 7.45% 08/15/2032                                                                                              | CUSIP: 713291AH5<br>LEI: 0IYTXJPU5BH89F2Z1F31 | Long             | DBT              | CORP              | US        |       29000 | PA      | $32459.34      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028                                                                           | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2852245 | PA      | $2853143.40    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                                                | NEW FORTRESS 12% 11/15/2029 144A                                                                                                 | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88505 | PA      | $37971.19      | 0.00%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                                                  | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                                                        | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4001592.00    | 0.01%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 07/31/2025                                                                                                          | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      535000 | PA      | $531293.31     | 0.00%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2052#MA4686                                                                                                   | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9343898 | PA      | $9094600.55    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3A E 9.27% 08/15/2030 144A                                                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1072894.70    | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                                                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $817692.49     | 0.00%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LHOME 2024-RTL4 A1                                                                                          | LHOME 2024-RTL4 A1 STEP 07/25/2039 144A                                                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1651775.40    | 0.00%             | 2039-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $488433.00     | 0.00%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.55% 09/26/2029 144A                                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2646999.46    | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4.5% 10/01/2054#FA0658                                                                                            | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15730377 | PA      | $14858220.27   | 0.04%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 17-K68 MORTGAGE TRUST                                                                                 | FREMF 17-K68 MORTGAGE TRUST VAR 08/25/2027 144A                                                                                  | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275672 | PA      | $269418.44     | 0.00%             | 2049-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 5.25% 08/09/2034                                                                                                 | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      680000 | PA      | $673806.87     | 0.00%             | 2034-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                                            | ANGEL OAK MORTGAGE TRUST 2024-11 5.7% 08/25/2069 144A                                                                            | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-CBDO         | CORP              | US        |     1138980 | PA      | $1138809.75    | 0.00%             | 2069-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                                               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2764000 | PA      | $2881113.42    | 0.01%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2019-COR4                                                                            | JPMCC COML MTG SECS TR 2019-COR4 A3 3.7629% 03/10/2052                                                                           | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $5200493.76    | 0.01%             | 2052-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 07/10/2025                                                                                                          | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8695000 | PA      | $8656222.73    | 0.02%             | 2025-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                                                    | HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A                                                                                   | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $133802.50     | 0.00%             | 2027-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                                              | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                                                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $603735.24     | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#SD4622                                                                                                 | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1002055 | PA      | $1040280.94    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                                        | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $164413.43     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                              | CHL MTG PASS-THROUGH TR 2007-3 A17 6% 04/25/2037                                                                                 | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      963602 | PA      | $438782.89     | 0.00%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180674 | PA      | $180364.99     | 0.00%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-2                                                                                                | RENEW 2017-2 3.22% 09/22/2053 144A                                                                                               | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      253598 | PA      | $230157.39     | 0.00%             | 2053-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                                                | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1435358.75    | 0.00%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 02/25/2070                                                                                                 | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $353268.84     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $388125.00     | 0.00%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                                     | ENI SPA 5.75% 05/19/2035 144A                                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $700971.75     | 0.00%             | 2035-05-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 3.125% 09/01/2026                                                                                           | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3420438.71    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#BD5456                                                                                                 | CUSIP: 3140FDB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42295 | PA      | $38360.86      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2045#MA2753                                                                                                   | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66748 | PA      | $59716.91      | 0.00%             | 2045-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                                                | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2730985 | PA      | $2725207.69    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                                           | UPBOUND GROUP INC 6.375% 02/15/2029 144A                                                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $287047.21     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                                                     | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                                           | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     8569000 | PA      | $8585932.34    | 0.02%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                                                   | FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A                                                                 | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |      660000 | PA      | $631023.57     | 0.00%             | 2026-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS                                                                                     | COLLEGE AVE STUDENT LNS 6.5% 06/25/2054 144A                                                                                     | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274035 | PA      | $285325.37     | 0.00%             | 2054-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARSI TSFR1M+75.448 01/25/2036                                                                                                    | CUSIP: 040104QP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2166226 | PA      | $2006341.38    | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W8 3A 7.5% 6/44                                                                                                         | CUSIP: 31394ALN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1021 | PA      | $1054.19       | 0.00%             | 2044-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                                                                       | INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |      485000 | PA      | $618558.84     | 0.00%             | 2028-10-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773363                                                                                                          | CUSIP: 36176Q5Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15667 | PA      | $14533.88      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2053                                                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34730000 | PA      | $33701666.23   | 0.08%             | 2053-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 3.6139% 02/10/2032 144A                                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3652239 | PA      | $3451365.66    | 0.01%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD5845                                                                                                 | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2958249 | PA      | $2628563.02    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                                    | OHA CREDIT FUNDING 5 LTD B1R TSFR3M+170 10/18/2037 144A                                                                          | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250420.00     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#G61565                                                                                                 | CUSIP: 31335BW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      333015 | PA      | $321237.63     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AW1156                                                                                                   | CUSIP: 3138XQJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107818 | PA      | $103118.21     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                                         | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1389600 | PA      | $1331490.96    | 0.00%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD1082                                                                                                   | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2043805 | PA      | $1751329.22    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#RA5117                                                                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9320607 | PA      | $7334113.70    | 0.02%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A2 TSFR1M+76.448 10/25/2035                                                                                    | CUSIP: 12667G4T7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860260 | PA      | $482575.56     | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 5.227% 11/17/2034                                                                                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      445000 | PA      | $443085.58     | 0.00%             | 2034-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.125% 08/27/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $910376.17     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                                                 | HEXION TERM 1LN 03/15/2029                                                                                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |       54725 | PA      | $54324.41      | 0.00%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       90000 | PA      | $81737.05      | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                                       | JANE STREET TERM B 1LN 12/15/2031                                                                                                | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |       35795 | PA      | $35690.76      | 0.00%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AL0762                                                                                                 | CUSIP: 3138EGZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58215 | PA      | $57188.04      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                                                          | WYNN MACAU LIMITED 5.5% 01/15/2026 144A                                                                                          | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1125000 | PA      | $1119375.00    | 0.00%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 3.25% 11/15/2026 144A                                                                                               | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      245000 | PA      | $240315.49     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                                       | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      146000 | PA      | $138380.72     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 3.55% 05/01/2027                                                                                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14731.14      | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 03-64 SX INSF 7/33                                                                                                           | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         255 | PA      | $242.86        | 0.00%             | 2033-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5.35% 04/09/2027 144A                                                                         | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3288849.20    | 0.01%             | 2027-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                                             | BANK 2019-BNK19 A3 3.183% 08/15/2061                                                                                             | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $270810.11     | 0.00%             | 2061-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/20/2048#MA5266                                                                                                     | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2002139 | PA      | $1978241.86    | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/47#BE2975                                                                                                        | CUSIP: 3140FNJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132219 | PA      | $124097.78     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                                                 | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      810728 | PA      | $662891.18     | 0.00%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 6.4% 03/15/2054                                                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106675.95     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A                                                 | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4470000 | PA      | $4436743.65    | 0.01%             | 2031-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 2.379% 06/15/2028                                                                                               | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      815000 | PA      | $764562.11     | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.17% 10/01/2034#WN1167                                                                                                | CUSIP: 3132XFJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $555013.82     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      810000 | PA      | $629411.52     | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8867                                                                                                 | CUSIP: 3140QUZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7410876 | PA      | $7705740.62    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2048#BG7744                                                                                                     | CUSIP: 3617GSS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      328994 | PA      | $304980.66     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                                            | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1298000 | PA      | $1296377.50    | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                                                    | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |     1340000 | PA      | $1516605.60    | 0.00%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5133                                                                                                 | CUSIP: 3138WEV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1031305 | PA      | $936673.37     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 08/20/2062                                                                            | CUSIP: 38375BUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      108099 | PA      | $108455.05     | 0.00%             | 2062-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5128                                                                                                   | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1012793 | PA      | $994949.72     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2414000 | PA      | $5544.72       | 0.00%             | 2039-06-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      375000 | PA      | $353272.28     | 0.00%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.125% 04/10/2030 144A                                                                                | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10535827.28   | 0.03%             | 2030-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                                                 | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI A VAR 10/05/2039 144A                                                                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1122415.91    | 0.00%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 A5 3.4898% 07/15/2050                                                        | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4829881.00    | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                                                | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |      125000 | PA      | $169182.54     | 0.00%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.375% 02/01/2032                                                                                    | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      625000 | PA      | $562531.19     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.679% 02/01/2039#AL8741                                                                                               | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48107 | PA      | $49687.60      | 0.00%             | 2039-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                                             | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236014.56     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-25                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $7162.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 5% 07/15/2052                                                                                                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      270000 | PA      | $238995.48     | 0.00%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                                                | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $276308.09     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#CA5702                                                                                                 | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      637419 | PA      | $528555.31     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/30/2031                                                                                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33481000 | PA      | $33462689.91   | 0.08%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                               | ECHOSTAR CORP 10.75% 11/30/2029                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2769600 | PA      | $2783448.00    | 0.01%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC                                                                                           | ARBOUR CLO VI DAC AR 3MEUR+115 11/15/2037 144A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     9400000 | PA      | $10664051.01   | 0.03%             | 2037-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                                                  | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $106980.51     | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 03/15/2050                                                                               | CUSIP: 3137HCXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2218198 | PA      | $2233451.99    | 0.01%             | 2050-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 5.05% 05/15/2035                                                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      390000 | PA      | $387676.69     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2043#U92021                                                                                                   | CUSIP: 3132HCD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23497 | PA      | $23618.36      | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5500                                                                                                      | CUSIP: 31417CDE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3711 | PA      | $3438.30       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.1% 05/01/2026                                                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      553000 | PA      | $544772.29     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2047#ZM2486                                                                                                 | CUSIP: 3131XVXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1985320 | PA      | $1783296.71    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#                                                                                                         | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1812590 | PA      | $1415511.77    | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU YONETIMI AS                                                                             | TURKIYE VARLIK FONU YONETIMI AS 8.25% 02/14/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | CORP              | TR        |      200000 | PA      | $206875.00     | 0.00%             | 2029-02-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A                                                                    | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5888712 | PA      | $5565123.04    | 0.01%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SI2041                                                                                                   | CUSIP: 3133USHS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5820767 | PA      | $5027813.07    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 5.216% 07/25/2049 144A                                                                                  | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      942500 | PA      | $931460.40     | 0.00%             | 2049-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD7553                                                                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13427872 | PA      | $11609104.40   | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.75% 04/25/2034                                                                                        | CUSIP: 12669FPZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1575 | PA      | $1504.71       | 0.00%             | 2034-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2050#RA3206                                                                                                   | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16105 | PA      | $12732.91      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 5% 07/01/2042                                                                                     | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      350000 | PA      | $325566.62     | 0.00%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.705%/VAR 04/24/2028                                                                                | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28509.00      | 0.00%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A                                                                       | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-CBDO         | CORP              | US        |     9984947 | PA      | $10023693.81   | 0.02%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7507                                                                                                 | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7015792 | PA      | $5817578.01    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                                                 | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2859189 | PA      | $2595046.87    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    11500000 | NC      | $-8081.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                                             | BANK 2021-BNK31 1.771% 02/15/2054                                                                                                | CUSIP: 06541ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1716377.80    | 0.00%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9383                                                                                                   | CUSIP: 3133KRM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1643439 | PA      | $1675688.27    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                            | ESSENT GROUP LTD 6.25% 07/01/2029                                                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $3092485.47    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 0.75% 01/15/2029 REGS                                                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     1950000 | PA      | $2104665.46    | 0.01%             | 2029-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 1.888% 08/17/2038 144A                                                                                          | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1054242.97    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      432000 | PA      | $425270.17     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP TSFR1M+61.448 06/25/2035                                                                                        | CUSIP: 36242D7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         217 | PA      | $208.56        | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25265                                                                                                 | CUSIP: 3132M5QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39266 | PA      | $38195.92      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.75% 06/01/2028                                                                                    | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3928000 | PA      | $4000255.56    | 0.01%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BD1371                                                                                                 | CUSIP: 3140F8QZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5084 | PA      | $4614.63       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 03/15/2033                                                                                   | CUSIP: 31393MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3055 | PA      | $527.90        | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 5.875% 11/15/2033                                                                                        | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1537689.07    | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.6% 06/12/2034                                                                                    | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      836000 | PA      | $848545.43     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                                           | SMBC AVIATION CAPITAL FINANCE DAC 5.7% 07/25/2033 144A                                                                           | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     2365000 | PA      | $2389127.59    | 0.01%             | 2033-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.11% 04/01/2033#BS7740                                                                                                | CUSIP: 3140LJS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3436169 | PA      | $3300670.89    | 0.01%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 A1 TRUST VAR 11/25/2069 144A                                                                                      | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1654301 | PA      | $1659536.66    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 5.737% 10/02/2028 144A                                                                              | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208183.18     | 0.00%             | 2028-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B3 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129413 | PA      | $54818.78      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 5.3% 04/05/2029                                                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $817680.58     | 0.00%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/41 #783501                                                                                                          | CUSIP: 36241L3J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30928 | PA      | $31073.23      | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.4% 05/15/2044                                                                                                       | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      280000 | PA      | $238741.37     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7769300 | PA      | $5530163.50    | 0.01%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 09/15/2029                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      751000 | PA      | $725983.21     | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                              | CARDS II TRUST 2023-2A A SOFR+85 07/15/2028 144A                                                                                 | CUSIP: 14161GCF5<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-CBDO         | CORP              | CA        |     2450000 | PA      | $2451280.37    | 0.01%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      945000 | PA      | $955690.61     | 0.00%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6 VAR 07/25/2037                                                      | CUSIP: 86364CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290539 | PA      | $807037.65     | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BD2956                                                                                                 | CUSIP: 3140FAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123359 | PA      | $111885.82     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.835000 15-APR-2028 USC 2.83500 Apr 15, 2028                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2170000 | NC      | $-14746.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 4.5% 07/25/2048                                                                                                       | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2762785 | PA      | $2715388.79    | 0.01%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 06/01/2031 144A                                                                                                   | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      645000 | PA      | $667812.36     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2032#J38057                                                                                                   | CUSIP: 31307U5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      185691 | PA      | $179442.52     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE MLP                                                                               | PLAINS ALL AMERN PIPELINE MLP FRN TSFR3M+437.161 PERP                                                                            | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |      315000 | PA      | $312856.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 5.125% 02/15/2034                                                                                             | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113251.06     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047                                                                                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      410000 | PA      | $296597.87     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 4.725% 11/15/2028                                                                                          | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5681402.85    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNMA GTD MTG PASS THRU CTF VAR 06/25/2025                                                                                        | CUSIP: 3136AQHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9008 | PA      | $8979.81       | 0.00%             | 2025-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/47#BM1277                                                                                                        | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      511203 | PA      | $478205.48     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2048#Q54192                                                                                                   | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32460 | PA      | $30384.09      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2341724.57    | 0.01%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/51#BR6470                                                                                                      | CUSIP: 3140L5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      645319 | PA      | $535509.85     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3124                                                                                                   | CUSIP: 36192XPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50762 | PA      | $45717.04      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1A 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357000 | PA      | $325877.24     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 3% 04/15/2050                                                                                                        | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      150000 | PA      | $94793.14      | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      995000 | PA      | $996163.32     | 0.00%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2045#BA4584                                                                                                 | CUSIP: 3140E9CW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426032 | PA      | $398798.58     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0041                                                                                                   | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      302210 | PA      | $238744.94     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                                            | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                                                  | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $1351434.51    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.656%/VAR 04/18/2030                                                                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1391540.90    | 0.00%             | 2030-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.987% 11/01/2063                                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1388000 | PA      | $764159.28     | 0.00%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#MA2806                                                                                                   | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      959902 | PA      | $839934.82     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2046#BM4548                                                                                                 | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      871477 | PA      | $857059.20     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FDS TR II                                                                                          | Columbia Mortgage Opportunities A                                                                                                | CUSIP: 19764F813<br>LEI: N/A                  | Long             | EC               | RF                | US        |    50589867 | NS      | $420907696.30  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: INR/USD settle 2025-06-30                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $49502.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 2.95% 03/01/2026                                                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78715.42      | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.55% 06/25/2059 144A                                                                     | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $510067.20     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2031                                                                                    | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375930 | PA      | $48354.07      | 0.00%             | 2031-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                                                    | MOLSON COORS BEVERAGE CO 4.2% 07/15/2046                                                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       92000 | PA      | $71959.72      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2047#MA4838                                                                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104110 | PA      | $96966.22      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1949000 | PA      | $1378517.55    | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/41#AL1431                                                                                                      | CUSIP: 3138EHSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281993 | PA      | $276765.44     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#BK1653                                                                                                 | CUSIP: 3140HEZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67717 | PA      | $64941.59      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZA4942                                                                                                 | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159415 | PA      | $145086.36     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FNR 2010-35 SB SOFR30A+630.552 4/40                                                                                              | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4902 | PA      | $463.70        | 0.00%             | 2040-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A                                                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      245000 | PA      | $223325.44     | 0.00%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS SA                                                                                   | INTELSAT JACKSON HLDGS SA 9.75% 07/15/2025 144A                                                                                  | CUSIP: 45824TAY1<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     5500000 | PA      | $0.55          | 0.00%             | 2025-07-15      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| TESLA AUTO LEASE TRUST 23-A                                                                                 | TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A                                                                                | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      935013 | PA      | $936267.14     | 0.00%             | 2026-06-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 D TSFR1M+ 06/15/2041 144A                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $180112.50     | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                                         | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                                                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       95000 | PA      | $91094.19      | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM6564                                                                                                 | CUSIP: 3140XAJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      539095 | PA      | $444328.20     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                                           | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                                                         | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      955000 | PA      | $984664.28     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC7968                                                                                                 | CUSIP: 3133ASZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3952057 | PA      | $3261037.11    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL E MORTGAGE TRUST TSFR1M+465.43 02/15/2037 144A                                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98294 | PA      | $97465.02      | 0.00%             | 2037-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-I LTD                                                                                     | CIFC FUNDING 2019-I LTD A1R2 TSFR3M+136 10/20/2037 144A                                                                          | CUSIP: 12553DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      294000 | PA      | $294032.34     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA10                                                                            | ALTERNATIVE LOAN TRUST 2007-OA10 STEP TSFR1M+61.448 09/25/2047                                                                   | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4731716 | PA      | $690379.61     | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.9% 08/15/2044                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       43000 | PA      | $32105.94      | 0.00%             | 2044-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA E TSFR1M+450 06/15/2030 144A                                                                                    | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $345156.11     | 0.00%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2044#G08597                                                                                                 | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41478 | PA      | $38098.45      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $25812.93      | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 7.081% 08/02/2053                                                                                               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1795968.88    | 0.00%             | 2053-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                                                      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     7130000 | PA      | $7218396.88    | 0.02%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: MXN/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $304726.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+144.161 02/15/2039 144A                                                                            | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115109 | PA      | $115252.98     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $669465.55     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2062#BF0654                                                                                                   | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      606416 | PA      | $507507.40     | 0.00%             | 2062-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2034#C91764                                                                                                 | CUSIP: 3128P75Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80408 | PA      | $77967.39      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5831                                                                                                   | CUSIP: 36196HPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19805 | PA      | $18347.68      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 3.625% 04/15/2052                                                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $283399.10     | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      803000 | PA      | $804091.86     | 0.00%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029                                                                                        | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4982550.00    | 0.01%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/46#AS7248                                                                                                        | CUSIP: 3138WHBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196908 | PA      | $184074.44     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/EUR settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $66850.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2553000 | PA      | $1790490.69    | 0.00%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $419976.14     | 0.00%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A                                                          | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      998837 | PA      | $993218.92     | 0.00%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A                                                                                       | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       95000 | PA      | $85283.72      | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 5.1% 03/29/2026                                                                                     | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2989217.61    | 0.01%             | 2026-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE SEP25 RXU5 PUT 128.50 06/20/2025                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -32 | NC      | $-3270.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#QH3307                                                                                                 | CUSIP: 3133CFU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763828 | PA      | $757320.56     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2045#MA2462                                                                                                   | CUSIP: 31418BWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58222 | PA      | $54499.98      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY ABS I LLC                                                                                      | JONAH ENERGY ABS I LLC 7.2% 12/10/2037 144A                                                                                      | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-CBDO         | CORP              | US        |      320695 | PA      | $321690.19     | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 5/35 #003710                                                                                                          | CUSIP: 36202EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33685 | PA      | $33900.84      | 0.00%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LTD                                                                                  | THAMES WATER UTILITIES LTD 0% 10/10/2027 144A                                                                                    | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |       48251 | PA      | $60785.28      | 0.00%             | 2027-10-10      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                                                     | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3648600 | PA      | $3126251.61    | 0.01%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST                                                       | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST 4.5% 06/25/2052 144A                                                       | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      186586 | PA      | $185439.45     | 0.00%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CPI ACQUISITION INC                                                                                         | CPI ACQUISITION INC 10% 07/15/2029 144A                                                                                          | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63300.00      | 0.00%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-II LTD                                                                                    | CIFC FUNDING 2019-II LTD DR TSFR3M+326.161 04/17/2034 144A                                                                       | CUSIP: 12554AAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551889.25     | 0.00%             | 2034-04-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A                                    | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      644000 | PA      | $626451.90     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                                    | TSMC ARIZONA CORPORATION 2.5% 10/25/2031                                                                                         | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      702000 | PA      | $620694.36     | 0.00%             | 2031-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038                                                                                     | CUSIP: 3137FFWL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1798978 | PA      | $1701483.50    | 0.00%             | 2038-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 2.375% 10/15/2027 144A                                                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30163.16      | 0.00%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 6.875% 04/29/2030                                                                                                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1534000 | PA      | $1503320.00    | 0.00%             | 2030-04-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                                                                     | AMERIQUEST MTG SECS INC TSFR1M+131.448 11/25/2034                                                                                | CUSIP: 03072SVT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3108480 | PA      | $2893913.65    | 0.01%             | 2034-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 5.8% 10/01/2054 144A                                                                                                 | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      180000 | PA      | $157538.04     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026                                                                                 | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4554432 | PA      | $4499368.19    | 0.01%             | 2026-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.25% 12/01/2026 144A                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $485543.27     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                                                    | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                                                      | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $127727.75     | 0.00%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                                                 | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       93000 | PA      | $93117.83      | 0.00%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWALT 06-OA2 A5 TSFR1M+57.448 5/46                                                                                               | CUSIP: 126694S41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      567812 | PA      | $484051.80     | 0.00%             | 2046-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.35% 11/15/2045                                                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      415000 | PA      | $341532.48     | 0.00%             | 2045-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 2.875% 08/15/2030                                                                                                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $48746.48      | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.90 IG44 5Y V1 I 07/16/25 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -17800000 | NC      | $-4226.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUXL 30Y BND FUT SEP25 UBU5                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -2 | NC      | $-8221.17      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                                                                               | DR HORTON INC 5.5% 10/15/2035                                                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      232000 | PA      | $232021.86     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.939% 05/20/2071#CE5464                                                                                                 | CUSIP: 3617VUB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1358331 | PA      | $1209057.56    | 0.00%             | 2071-05-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2034#CA4232                                                                                                   | CUSIP: 3140QBV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      866020 | PA      | $825801.60     | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM3810                                                                                                 | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12916 | PA      | $11755.33      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS3536                                                                                                 | CUSIP: 3140XJ4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      579923 | PA      | $549265.25     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                                                                          | ARES XXVII CLO LTD BR3 TSFR3M+165 10/28/2034 144A                                                                                | CUSIP: 00190YBR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3900000 | PA      | $3901778.40    | 0.01%             | 2034-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS1402                                                                                                   | CUSIP: 3140XGRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      864908 | PA      | $673813.49     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2031                                                                                                      | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       46000 | PA      | $46131.17      | 0.00%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                                                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2260000 | PA      | $1648013.31    | 0.00%             | 2040-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                                             | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      725000 | PA      | $828357.42     | 0.00%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2040#MA4204                                                                                                   | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3904214 | PA      | $3322440.56    | 0.01%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F040461<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      464000 | PA      | $449318.62     | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 07/31/2030                                                                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $130030.47     | 0.00%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2053#SD8341                                                                                                   | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40666 | PA      | $39475.76      | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1781838.08    | 0.00%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      257000 | PA      | $145209.90     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08742                                                                                                 | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95989 | PA      | $87145.65      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2051#RA6010                                                                                                 | CUSIP: 3133KMVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2988405 | PA      | $2683374.58    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#CB2460                                                                                                   | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67035 | PA      | $62566.51      | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                                              | PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033                                                                                  | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2923705.15    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                                                            | KNIFE RIVER CORP 7.75% 05/01/2031 144A                                                                                           | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $305639.61     | 0.00%             | 2031-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/29 #MA0130                                                                                                          | CUSIP: 31417YEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28653 | PA      | $28783.89      | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6560                                                                                                   | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44427 | PA      | $34847.55      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 5% 06/06/2029 144A                                                                                      | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3556363.76    | 0.01%             | 2029-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2033#J38387                                                                                                   | CUSIP: 31307VJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      306433 | PA      | $295166.92     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 MTG TR                                                                                       | FREMF 2015-K51 B CSTR 10/48 144A                                                                                                 | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80452 | PA      | $80005.19      | 0.00%             | 2048-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745068                                                                                                          | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59326 | PA      | $58327.32      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2045#G61807                                                                                                   | CUSIP: 31335CAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137849 | PA      | $131453.85     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/35#BO9279                                                                                                      | CUSIP: 3140K5JZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199061 | PA      | $185654.74     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                                               | SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A                                                                             | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $95213.18      | 0.00%             | 2029-10-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      120000 | PA      | $106797.07     | 0.00%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                                                 | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2902346 | PA      | $2599841.76    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3432                                                                                                   | CUSIP: 3133B0Y56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250144 | PA      | $196440.21     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                                                 | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1321513 | PA      | $1358193.96    | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 3.5% 09/15/2056                                                                                                   | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      152000 | PA      | $102502.35     | 0.00%             | 2056-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 05/20/2052#MA8042                                                                                                   | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9416991 | PA      | $7900189.79    | 0.02%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K58 MORTGAGE TRUST                                                                               | FREMF 2016-K58 MORTGAGE TRUST 3.7387% 9/25/49 144A                                                                               | CUSIP: 35690AAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3090000 | PA      | $3027888.22    | 0.01%             | 2049-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                                        | PROGRESS RESIDENTIAL 2024-SFR2 E1 TRUST CSTR VAR 04/17/2041 144A                                                                 | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $91034.97      | 0.00%             | 2041-04-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO V DAC                                                                             | BLUEMOUNTAIN FUJI EUR CLO V DAC A 3MEUR+91 01/15/2033 144A                                                                       | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |      999175 | PA      | $1131120.20    | 0.00%             | 2033-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.15% 04/01/2034                                                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1984263.60    | 0.00%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 3.75% 05/15/2030                                                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $2804383.38    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL1 A                                                                                            | ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      165036 | PA      | $165036.43     | 0.00%             | 2037-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     8700000 | PA      | $8672590.91    | 0.02%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#CB4893                                                                                                   | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6031692 | PA      | $5908463.35    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                                           | MF1 2025-FL19 LLC A TSFR1M+148.81 05/18/2042 144A                                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      289000 | PA      | $288457.06     | 0.00%             | 2042-05-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2053#MA8799                                                                                                   | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8068268 | PA      | $7648861.01    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7325000 | PA      | $7329578.86    | 0.02%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+525 03/25/2042 144A                                                                           | CUSIP: 20753YAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      240000 | PA      | $255225.00     | 0.00%             | 2042-03-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                                                | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     5560000 | PA      | $5551176.72    | 0.01%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                                | BAY 2025-LIVN MORTGAGE TRUST TSFR1M+180 05/15/2035 144A                                                                          | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1123000 | PA      | $1123350.94    | 0.00%             | 2035-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 05/01/2041#SC0167                                                                                                 | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      584356 | PA      | $515397.59     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2027                                                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      600000 | PA      | $607738.42     | 0.00%             | 2027-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 5A3 CSTR 11/33                                                                                                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         535 | PA      | $522.14        | 0.00%             | 2033-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TRUST 2025-I1 5.798% 10/25/2069 144A                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5140358 | PA      | $5148960.09    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2301                                                                                                 | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      626446 | PA      | $558196.89     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2032#SB0030                                                                                                   | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262338 | PA      | $254221.86     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0957                                                                                                   | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      719165 | PA      | $613777.76     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 05/15/2028                                                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      873000 | PA      | $880897.85     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 FXD1                                                                              | OOMLT 2007-FXD1 3A4 CSTR 1/37                                                                                                    | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88521 | PA      | $86115.77      | 0.00%             | 2037-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANCE CORP                                                                        | PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      497000 | PA      | $479640.54     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3 4/43 #AB9025                                                                                                              | CUSIP: 31417GA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417340 | PA      | $373286.83     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE TERM B5 1LN 2/15/2032                                                                                                    | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      330486 | PA      | $330079.40     | 0.00%             | 2032-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                                             | MAREX GROUP PLC 6.404% 11/04/2029                                                                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6012478.54    | 0.01%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP4786                                                                                                 | CUSIP: 3138M8J87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148379 | PA      | $133455.93     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.875%/VAR PERP                                                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     4320000 | PA      | $4232218.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#CA9140                                                                                                   | CUSIP: 3140QHEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720075 | PA      | $656104.67     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2043#AU4405                                                                                                 | CUSIP: 3138X33P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      255731 | PA      | $228245.14     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 2/36 #003817                                                                                                       | CUSIP: 36202EG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21354 | PA      | $21496.00      | 0.00%             | 2036-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G05188                                                                                                          | CUSIP: 3128M7CZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32014 | PA      | $32225.24      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                                                                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      653000 | PA      | $663348.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A                                                                                  | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2059000 | PA      | $2022967.50    | 0.00%             | 2030-03-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                                                     | WESTERN GAS PARTNERS LP 4.75% 08/15/2028                                                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1454896.42    | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.3% 09/30/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $170300.00     | 0.00%             | 2033-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 5.65% 7/37 #942609                                                                                                      | CUSIP: 31413DVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5722 | PA      | $5938.15       | 0.00%             | 2037-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.85% 04/01/2060                                                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      669000 | PA      | $445125.47     | 0.00%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 3.875% 03/01/2031 144A                                                                                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       71000 | PA      | $64241.87      | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS C VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $479121.56     | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 5.88% 06/21/2032 144A                                                                                     | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $524769.23     | 0.00%             | 2032-06-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2030                                                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1382911.68    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.1% 04/02/2035                                                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1742460.28    | 0.00%             | 2035-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2022-8 MTG LN TR                                                                                       | COLT 2022-8 B1 MORTGAGE LOAN TRUST CSTR 08/25/2067 144A                                                                          | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $98998.00      | 0.00%             | 2067-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.625% 03/15/2052                                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $973627.77     | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      310000 | PA      | $311763.89     | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ILPT TRUST 2019-SURF                                                                                        | ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A                                                                                      | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2604960.81    | 0.01%             | 2041-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 06/20/2054#MA9726                                                                                                     | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      515381 | PA      | $521424.90     | 0.00%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2005-AR2 2A21 TSFR1M+77.448 1/45                                                                                            | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         371 | PA      | $361.30        | 0.00%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#BC8998                                                                                                   | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      827082 | PA      | $726299.38     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                                                          | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                                                                                     | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     3087940 | PA      | $3189907.03    | 0.01%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/42#AP8469                                                                                                        | CUSIP: 3138MCMT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      464691 | PA      | $418270.26     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC                                                                        | ROCKFORD TOWER EUROPE CLO 2018-1 DAC AR 3MEUR+137 04/24/2037 144A                                                                | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1136255.03    | 0.00%             | 2037-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.7% 12/09/2035                                                                                                   | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2770128.58    | 0.01%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.8% 09/15/2062                                                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      464000 | PA      | $444562.33     | 0.00%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029                                                                                      | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $9291903.80    | 0.02%             | 2029-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1609201.65    | 0.00%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                                                        | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $343803.58     | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 4.125% 01/15/2049                                                                                                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      836000 | PA      | $616491.49     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    10100000 | NC      | $415987.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                                      | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                                              | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4323000 | PA      | $4318335.48    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      425000 | PA      | $382404.93     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 7% 03/18/2027                                                                                         | CUSIP: 31359NTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          30 | PA      | $30.63         | 0.00%             | 2027-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD AR TSFR3M+125 10/17/2036 144A                                                                                | CUSIP: 670898AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      973664 | PA      | $972632.89     | 0.00%             | 2036-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE CAP MTG SVCS INC                                                                                         | GE CAP MTG SVCS INC 6.7% 04/25/2029                                                                                              | CUSIP: 36157RD77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2235 | PA      | $2223.69       | 0.00%             | 2029-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7.5% 02/20/2030                                                                                   | CUSIP: 31359XYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         855 | PA      | $884.25        | 0.00%             | 2030-02-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.532% 10/01/2029                                                                    | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2200804.22    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A                                                                                      | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $200875.45     | 0.00%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/40#004832                                                                                                        | CUSIP: 36202FLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107522 | PA      | $99858.58      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 09/20/2046#MA3940                                                                                                     | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      169154 | PA      | $170330.31     | 0.00%             | 2046-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#RA7183                                                                                                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      238563 | PA      | $218858.39     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV A TSFR1M+149.25 11/15/2029 144A                                                                       | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $210131.25     | 0.00%             | 2041-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TERWIN MORTGAGE TRUST STEP 06/25/2036                                                                                            | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173323 | PA      | $157685.74     | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B1 1LN 11/15/2029                                                                                                     | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      162981 | PA      | $161078.72     | 0.00%             | 2029-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PAC PPTYS LP 4.65% 04/01/2029                                                                                             | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    10503000 | PA      | $7600886.66    | 0.02%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#BP4416                                                                                                 | CUSIP: 3140KB4A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4639709 | PA      | $3825553.58    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 8/41 #430354                                                                                                          | CUSIP: 36207FBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      232885 | PA      | $223105.22     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 11/02/2028                                                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      620000 | PA      | $656063.84     | 0.00%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.55% 02/15/2032                                                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      194000 | PA      | $189956.95     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 7.375% 07/01/2028                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $326248.15     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 2.688% 05/17/2026 144A                                                                         | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281728 | PA      | $276225.51     | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043                                                                      | CUSIP: 3136AA4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      342338 | PA      | $317006.62     | 0.00%             | 2043-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                                       | CPI PROPERTY GROUP SA 1.5% 01/27/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      275000 | PA      | $250704.52     | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD BRR TSFR3M+155 01/20/2035 144A                                                                | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4800000 | PA      | $4776864.00    | 0.01%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE JUN25 RXM5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         136 | NC      | $109755.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#MA4159                                                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12548633 | PA      | $10327046.48   | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD8134                                                                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4299778 | PA      | $3365902.08    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2039                                                                                     | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       29041 | PA      | $29076.49      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.375% 04/01/2029 144A                                                                                                  | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1390527.62    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2055#CC0136                                                                                                 | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2453312 | PA      | $2554949.36    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 6.3% 10/09/2037                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113191.31     | 0.00%             | 2037-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 6 LTD                                                                                 | ANCHORAGE CAPITAL CLO 6 LTD AR3 TSFR3M+144 04/22/2034 144A                                                                       | CUSIP: 03328QBL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300586.80     | 0.00%             | 2034-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#SD8104                                                                                                 | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3165209 | PA      | $2341157.32    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#SD8151                                                                                                 | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      352796 | PA      | $288463.54     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC                                                                 | LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+256.448 06/15/2039 144A                                                       | CUSIP: 50203JAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      416500 | PA      | $403936.57     | 0.00%             | 2039-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.95% 06/25/2034                                                                                                  | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      750000 | PA      | $750340.08     | 0.00%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #737311                                                                                                          | CUSIP: 3620ARDQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49385 | PA      | $49610.92      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#MA4737                                                                                                   | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1154990 | PA      | $1122730.58    | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                                                        | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.3% 01/15/2029 144A                                                                        | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2711344.96    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                                                | SANDISK TERM B 1LN 2/20/2032                                                                                                     | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      185000 | PA      | $182225.00     | 0.00%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      180000 | NC      | $30689.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.56400 L 06/09/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -8000000 | NC      | $-1237.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -48651000 | PA      | $-39087507.52  | -0.09%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 3.875% 06/01/2029 144A                                                                                         | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1666997.33    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054                                                                                  | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      488000 | PA      | $451888.00     | 0.00%             | 2054-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 3.12% 09/01/2027                                                                                                  | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20407.11      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $90823.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJAX MTG LN TR 2021-E                                                                                       | AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A                                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1314658 | PA      | $1134105.56    | 0.00%             | 2060-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                                                         | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                                           | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138653.36     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 2.69% 5/1/2033                                                                                                     | CUSIP: 64972JRV2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     1485000 | PA      | $1266824.10    | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#MA4465                                                                                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6297406 | PA      | $4911949.98    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS 7.05%/VAR PERP                                                                                                     | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1335000 | PA      | $1335120.80    | 0.00%             | 2199-12-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      370000 | NC      | $63084.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-42017.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 12/25/2041                                                                                    | CUSIP: 31392B6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      389280 | PA      | $2566.60       | 0.00%             | 2041-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2054                                                                                                 | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      700000 | PA      | $662543.49     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 3.1% 07/15/2031 144A                                                                                                 | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     7295000 | PA      | $6356019.99    | 0.02%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT SEP25 WNU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-30177.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| E3 2019-1                                                                                                   | E3 2019-1 3.1% 09/20/2055 144A                                                                                                   | CUSIP: 269330AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      121057 | PA      | $103769.40     | 0.00%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                                                                      | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     3400000 | PA      | $3464253.91    | 0.01%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 4.854% 04/27/2035                                                                                      | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      221000 | PA      | $212229.77     | 0.00%             | 2035-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                                                   | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                                                                 | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3435702 | PA      | $3419579.15    | 0.01%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                                                    | NOTA DO TESOURO NACIONAL 10% 01/01/2029                                                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     6500000 | PA      | $1026368.13    | 0.00%             | 2029-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 12/20/2054#MB0092                                                                                                   | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2578771 | PA      | $2562506.07    | 0.01%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A                                                                                   | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1060000 | PA      | $1060662.50    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 3.504% 4/1/2052                                                                                                   | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1080000 | PA      | $760390.42     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF TSFR1M+185 02/15/2040 144A                                                                                 | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      746000 | PA      | $745994.70     | 0.00%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                                         | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                                                       | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      255000 | PA      | $75862.50      | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/39 #930610                                                                                                          | CUSIP: 31412N3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210871 | PA      | $207629.51     | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                                                      | MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051                                                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3837000 | PA      | $3770904.61    | 0.01%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN MTN                                                                                   | FEDERAL NATL MTG ASSN MTN 0% 03/17/2031                                                                                          | CUSIP: 3136F1EQ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      515000 | PA      | $401282.47     | 0.00%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.95 04/29/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     4640000 | NC      | $198144.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: MXN/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $140251.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A                                                            | SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A 4.1% 10/01/2029                                                                 | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490805 | PA      | $447222.49     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052                                                                    | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6094778 | PA      | $5909684.17    | 0.01%             | 2052-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2022-P1 3.52% 02/10/2028                                                                          | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2477001.00    | 0.01%             | 2028-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                                                          | WYNN MACAU LIMITED 5.625% 08/26/2028 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $867597.84     | 0.00%             | 2028-08-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.723500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $-23576.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#BL8377                                                                                                    | CUSIP: 3617JMJW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      600230 | PA      | $630894.94     | 0.00%             | 2072-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.6% 07/01/2111                                                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      400000 | PA      | $387964.54     | 0.00%             | 2111-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.95% 11/01/2031                                                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5805482.45    | 0.01%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.95% 03/03/2035                                                                                                  | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1552975.01    | 0.00%             | 2035-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.35% 06/01/2034                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $66437.92      | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A                                                                              | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4003926.36    | 0.01%             | 2031-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                                             | CONSOLIDATED COMMUNICATIONS INC 6.5% 10/01/2028 144A                                                                             | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      540000 | PA      | $550970.64     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.332% 10/01/2032#BM6466                                                                                               | CUSIP: 3140JBFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3517882 | PA      | $2814495.86    | 0.01%             | 2032-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#CB1901                                                                                                 | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      546037 | PA      | $454486.89     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6302                                                                                                   | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2498804 | PA      | $1963893.56    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                                           | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1057839 | PA      | $1101664.10    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2048#BA7568                                                                                                   | CUSIP: 3617ALMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119668 | PA      | $114756.10     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2048#FM3248                                                                                                   | CUSIP: 3140X6TE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2472241 | PA      | $2306481.87    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      638700 | PA      | $430174.43     | 0.00%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                                              | OHIO EDISON CO 4.95% 12/15/2029 144A                                                                                             | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      453000 | PA      | $456624.02     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 03/01/2030                                                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147175.68     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2039#AA9716                                                                                                 | CUSIP: 31416TYN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9276 | PA      | $9323.47       | 0.00%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE BV                                                                                | LYB INTL FIN BV 5.25% 07/15/2043                                                                                                 | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |      450000 | PA      | $390254.68     | 0.00%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2038#AU4761                                                                                                   | CUSIP: 3138X4JF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329955 | PA      | $317128.04     | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5% 01/15/2029                                                                                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2228000 | PA      | $2229259.42    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE B CSTR 10/06/2038 144A                                            | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $289229.04     | 0.00%             | 2038-09-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SOFR30A+190 12/25/2041 144A                                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1109845.99    | 0.00%             | 2041-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $3968531.44    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3911000 | PA      | $3967741.92    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      640000 | PA      | $678616.29     | 0.00%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                                                  | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1707000 | PA      | $1568895.17    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 07/01/2043#Q20358                                                                                                 | CUSIP: 3132JMMF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28028 | PA      | $26493.44      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                                                              | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1441000 | PA      | $1461210.44    | 0.00%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#BQ1010                                                                                                        | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392814 | PA      | $308971.32     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.5% 06/15/2051                                                                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       97000 | PA      | $63845.10      | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A                                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2952000 | PA      | $2900340.00    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 5.6% 10/15/2033                                                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50698.93      | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                                                                       | SYCAMORE TREE CLO LTD B TSFR3M+225 04/20/2036 144A                                                                               | CUSIP: 87122YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250374.50     | 0.00%             | 2036-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54664000 | PA      | $55142315.47   | 0.13%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 05/31/2029                                                                                                       | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64460000 | PA      | $61697788.44   | 0.15%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                                               | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                                                  | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60010.60      | 0.00%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                                                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                                                              | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      572753 | PA      | $572829.55     | 0.00%             | 2031-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#MA5106                                                                                                   | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7649931 | PA      | $7421325.55    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 08/15/2028                                                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245967.54     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297193.97     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2047#BM4754                                                                                                 | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2340493 | PA      | $2122807.03    | 0.01%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                                                                       | TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A                                                                       | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197000.00     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $975560.02     | 0.00%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 4.8% 09/15/2029                                                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3992117.04    | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                                              | GULFPORT ENERGY OPERATING CORP 6.75% 09/01/2029 144A                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      345000 | PA      | $349987.16     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                                           | WASTE PRO USA INC 7% 02/01/2033 144A                                                                                             | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112786.19     | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F060675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -18425000 | PA      | $-18586220.59  | -0.04%            | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 08/31/2027                                                                                                        | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23311000 | PA      | $21626416.13   | 0.05%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 03/15/2032                                                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7003568.90    | 0.02%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AB4590                                                                                                 | CUSIP: 31417BC47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      659948 | PA      | $610276.26     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                                              | AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028                                                                                  | CUSIP: 02582JJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7680000 | PA      | $7712635.39    | 0.02%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 10/01/2027#AN6905                                                                                                | CUSIP: 3138LKU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595000 | PA      | $569213.30     | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.4% 04/01/2053                                                                                                      | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33107.95      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 1.573% 10/15/2026 144A                                                                                           | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2619536.59    | 0.01%             | 2026-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A                                                                                | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $312572.33     | 0.00%             | 2041-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                                                                    | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      233000 | PA      | $235661.68     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                                    | LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A                                                                                  | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     9380000 | PA      | $9297466.13    | 0.02%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49435.50      | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS2559                                                                                                   | CUSIP: 3140XHZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3074578 | PA      | $2650448.93    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                                                   | DH EUROPE FINANCE II SARL 3.25% 11/15/2039                                                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      305000 | PA      | $238478.64     | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CRM1 5.799% 01/25/2065 144A                                                                       | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3786732 | PA      | $3807794.68    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.2% 03/15/2035                                                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2601495.95    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 8% 02/15/2031 144A                                                                                | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $121444.80     | 0.00%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM E10 VAR 06/10/2027 144A                                                                                       | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514000 | PA      | $514872.26     | 0.00%             | 2039-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD3107                                                                                                   | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239168 | PA      | $220908.93     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#BC3688                                                                                                 | CUSIP: 3140EYC25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106739 | PA      | $97178.14      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/20/2049#MA5931                                                                                                     | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1552345 | PA      | $1439038.00    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX2179                                                                                                 | CUSIP: 3138Y3M57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4641 | PA      | $4500.09       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                                                     | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8730000 | PA      | $6082695.68    | 0.01%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.65% 11/01/2029                                                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2315700.20    | 0.01%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.127% 05/29/2050                                                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      347000 | PA      | $222465.27     | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 3.35% 06/01/2050                                                                                         | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       83000 | PA      | $53490.65      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3568169 | PA      | $3592758.10    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC CO                                                                                   | MASS ELECTRIC CO 5.9% 11/15/2039 144A                                                                                            | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28064.44      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                                                        | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3509493.65    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -62316000 | PA      | $-53046463.84  | -0.13%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                                                | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2627000 | PA      | $2624423.96    | 0.01%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A                                                          | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607000 | PA      | $1595951.88    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 02/01/2041#                                                                                                         | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7461784 | PA      | $6335810.85    | 0.02%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                                           | PRM5 TR 2025-PRM5 D VAR 02/10/2028 144A                                                                                          | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $34620.08      | 0.00%             | 2033-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2% 08/12/2031                                                                                                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $885047.60     | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 09/15/2027                                                                                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9780000 | PA      | $9673031.25    | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2039#935275                                                                                                 | CUSIP: 31412UQ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8812 | PA      | $8666.77       | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+1346.38 07/15/2033                                                                        | CUSIP: 31394TW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         338 | PA      | $310.98        | 0.00%             | 2033-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.061% 05/25/2027                                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209392 | PA      | $204440.08     | 0.00%             | 2027-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                                                            | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1515389.06    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 05/01/2051#MA4343                                                                                                 | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      796621 | PA      | $588725.63     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                                             | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     2985000 | PA      | $2820578.62    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                                               | HONO 2021-LULU MORTGAGE TRUST TSFR1M+126.448 10/15/2036 144A                                                                     | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1562409 | PA      | $1542878.89    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                                                           | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1054337 | PA      | $903388.54     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.2% 01/25/2037 144A                                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      434000 | PA      | $443546.64     | 0.00%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2045#Q34156                                                                                                 | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      589319 | PA      | $520212.72     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1616                                                                                                 | CUSIP: 3138ASYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306486 | PA      | $284601.60     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7569000 | PA      | $7574062.60    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                                           | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     6295000 | PA      | $6393615.52    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | COUNTRYWIDE HOME LOANS TSFR1M+47.448 03/25/2035 144A                                                                             | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      983160 | PA      | $944030.71     | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#MA4467                                                                                                   | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1493043 | PA      | $1281949.24    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      545000 | PA      | $483077.53     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                                                     | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1925604.88    | 0.00%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 07/25/2032                                                                                  | CUSIP: 3137H7ZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380318 | PA      | $341257.40     | 0.00%             | 2032-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#MA4895                                                                                                 | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3703750 | PA      | $3823047.28    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                                                      | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                                                      | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $33743.12      | 0.00%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC                                                                                                                  | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        9092 | NS      | $114831.96     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MASTR ADJ RATE MTGS TR                                                                                      | MARM 2004-13 2A1 CSTR 4/34                                                                                                       | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         375 | PA      | $368.31        | 0.00%             | 2034-04-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2042#RB5142                                                                                                 | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1962266 | PA      | $1712296.49    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/45#G08672                                                                                                      | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53624 | PA      | $50261.06      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES LXVII CLO LTD                                                                                          | ARES LXVII CLO LTD A1R TSFR3M+119 01/25/2038 144A                                                                                | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249625.00     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 04/20/2037                                                                                   | CUSIP: 38375JYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11775 | PA      | $12075.94      | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.037%/VAR 10/28/2033                                                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      815000 | PA      | $852797.72     | 0.00%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2022-ONL                                                                            | WELLS FARGO COML MTG TR 2022-ONL 3.862% 12/15/2039 144A                                                                          | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $855685.26     | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3366.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                                                       | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1292304.54    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      670000 | PA      | $562592.30     | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                                         | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      773000 | PA      | $753379.64     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                                              | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      405000 | PA      | $421084.74     | 0.00%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9733                                                                                                 | CUSIP: 3140XDY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1818543 | PA      | $1503979.03    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 07/01/2050#RA3078                                                                                                   | CUSIP: 3133KJM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1733591 | PA      | $1499593.18    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.1% 04/01/2031                                                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $844771.52     | 0.00%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 02/34#G30703                                                                                                      | CUSIP: 3132J4AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1776667 | PA      | $1728158.29    | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      280000 | PA      | $281656.20     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5109                                                                                                   | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400597 | PA      | $388204.29     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#FS1999                                                                                                 | CUSIP: 3140XHGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4135665 | PA      | $3857146.04    | 0.01%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR C 6.47127% 11/13/2041 144A                                                                                        | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2010000 | PA      | $2078387.84    | 0.00%             | 2041-11-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                                           | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     5193000 | PA      | $5357675.22    | 0.01%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 06/15/2027                                                                                                      | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3477000 | PA      | $3525487.84    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 11 LTD                                                                            | GOLDENTREE LN MGMT US CLO 11 LTD AR TSFR3M+108 10/20/2034 144A                                                                   | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249325.75     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.6% 03/15/2051                                                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      418000 | PA      | $285605.68     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2043#G60065                                                                                                   | CUSIP: 31335ACA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103156 | PA      | $98694.93      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 3/41#AH8925                                                                                                       | CUSIP: 3138AA4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      857540 | PA      | $842223.76     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.79608 06/02/25 7Y* LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2600000 | NC      | $-15630.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 12/01/2050#MA4209                                                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10728802 | PA      | $7931762.35    | 0.02%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97717                                                                                                 | CUSIP: 312946SE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8447 | PA      | $8459.19       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1949000 | PA      | $1710078.19    | 0.00%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1330000 | PA      | $1330190.19    | 0.00%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                                                                     | UBSCM 2017-C7 XA CSTR 12/50                                                                                                      | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13286499 | PA      | $278487.67     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 B1 3.172% 02/25/2049 144A                                                              | CUSIP: 10569TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      491388 | PA      | $433909.22     | 0.00%             | 2049-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A                                                             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      919000 | PA      | $700937.01     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                                                      | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5226000 | PA      | $5317033.37    | 0.01%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/47#MA4720                                                                                                          | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2403557 | PA      | $2238635.77    | 0.01%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2052#SD4717                                                                                                   | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110470 | PA      | $86166.13      | 0.00%             | 2052-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8393                                                                                                   | CUSIP: 3140XCKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      914914 | PA      | $772252.92     | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUST                                                                             | COLT 2022-5 MORTGAGE LOAN TRUST VAR 03/25/2067 144A                                                                              | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116000 | PA      | $104155.40     | 0.00%             | 2067-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#SD8146                                                                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24051669 | PA      | $18812814.01   | 0.05%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 MTG TR                                                                                     | COMM 2015-CCRE24 MTG TR 3.696% 08/10/2055                                                                                        | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162387 | PA      | $161996.67     | 0.00%             | 2048-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2054#SD8402                                                                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      398170 | PA      | $402499.88     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 4.95% 02/24/2032                                                                                               | CUSIP: 17275RBY7<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      850000 | PA      | $861728.61     | 0.00%             | 2032-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 10/37#004037                                                                                                          | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6676 | PA      | $6721.75       | 0.00%             | 2037-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                                                       | FREEDOM MTG CORP 12% 10/01/2028 144A                                                                                             | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      400000 | PA      | $429073.26     | 0.00%             | 2028-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | MSCR 2021-MN3 M1 SOFR30A+400 11/25/2051 144A                                                                                     | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2605728 | PA      | $2687034.53    | 0.01%             | 2051-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                                                 | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $6942385.36    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-1745                                                                           | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745 CSTR 06/15/2036 144A                                                             | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $4877711.46    | 0.01%             | 2036-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.85% 07/15/2036                                                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       51000 | PA      | $43993.99      | 0.00%             | 2036-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MTG TR                                                                                       | COMM 2016-COR1 MTG TR 2.826% 10/10/2049                                                                                          | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7520414 | PA      | $7369713.63    | 0.02%             | 2049-10-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $147954.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 06/20/2049#BM9677                                                                                                   | CUSIP: 3617K1XE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      133564 | PA      | $127956.75     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   130900000 | NC      | $-104770.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.85 IG44 5Y V1 I 06/18/25 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -17800000 | NC      | $-2389.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | VOYAGER PARENT LLC 9.25% 07/01/2032 144A                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     1533000 | PA      | $1583763.76    | 0.00%             | 2032-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#CA6361                                                                                                 | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      615252 | PA      | $511712.36     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34669                                                                                                   | CUSIP: 31307RFJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13066 | PA      | $12674.24      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53265 | PA      | $46912.63      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5263                                                                                                 | CUSIP: 3138WEZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      616248 | PA      | $559702.14     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 04/01/2036#BR0968                                                                                                   | CUSIP: 3140KYCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1415015 | PA      | $1280463.24    | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2041#AH5574                                                                                                 | CUSIP: 3138A7FQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155992 | PA      | $148791.25     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                                                 | HOLOGIC INC 3.25% 02/15/2029 144A                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      511000 | PA      | $488200.36     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.95% 07/13/2047                                                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      705000 | PA      | $572914.99     | 0.00%             | 2047-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                                           | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      280000 | PA      | $271258.01     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC                                                            | MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A                                                   | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4173000 | PA      | $4163389.58    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2765                                                                                                   | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3508115 | PA      | $2747277.92    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 02-56 PE 6% 9/32                                                                                                             | CUSIP: 31392ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        6810 | PA      | $6999.94       | 0.00%             | 2032-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      580000 | NC      | $98889.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-28CB                                                                            | ALTERNATIVE LOAN TRUST 2006-28CB 6.25% 10/25/2036                                                                                | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45972 | PA      | $21735.18      | 0.00%             | 2036-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS0898                                                                                                   | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11024783 | PA      | $9472938.17    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2052#786362                                                                                                     | CUSIP: 3622AB5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      305841 | PA      | $261999.00     | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2046#MA3872                                                                                                   | CUSIP: 36179SJR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107834 | PA      | $92850.09      | 0.00%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 05/15/2033                                                                                                      | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41033000 | PA      | $38627119.91   | 0.09%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR4-II TR                                                                                     | BCAP LLC 2010-RR4-II TR CSTR 01/26/2037 144A                                                                                     | CUSIP: 05532XCY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2555978 | PA      | $1894520.73    | 0.00%             | 2037-01-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3665                                                                                                   | CUSIP: 3140J8CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356416 | PA      | $333855.08     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3363316.13    | 0.01%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                                     | SSE PLC 3.74%/VAR PERP REGS                                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |      635000 | PA      | $843228.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-232.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                                             | NCL FINANCE LTD 6.125% 03/15/2028 144A                                                                                           | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       40000 | PA      | $40254.44      | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6% 04/25/2033                                                                                         | CUSIP: 31393APN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3725 | PA      | $3790.94       | 0.00%             | 2033-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR 2006-0C7                                                                            | CWALT ALTERNATIVE LN TR 2006-0C7 2A3 STEP 07/25/2046                                                                             | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621598 | PA      | $567134.30     | 0.00%             | 2046-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                                               | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                                               | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $308037.97     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 1.4% 03/15/2026 144A                                                                                  | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2238181.93    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 3.81% 02/15/2050 144A                                                                                                | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136212 | PA      | $125717.26     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1105786.00    | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                                             | SANDS CHINA LTD STEP 08/08/2028                                                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1379000 | PA      | $1373397.81    | 0.00%             | 2028-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-2A A2                                                                                            | CLDCD 2024-2A A2 5.781% 11/22/2049 144A                                                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5270000 | PA      | $5281371.08    | 0.01%             | 2049-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2048#BM3877                                                                                                   | CUSIP: 3140J8JX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197990 | PA      | $184962.60     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2514056 | PA      | $2514460.96    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4122968 | PA      | $4091962.98    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 7.1% 11/15/2027                                                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     6180000 | PA      | $6481244.66    | 0.02%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.375% 09/30/2027                                                                                                      | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4571000 | PA      | $4217997.39    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6.625% 11/15/2030                                                                                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1290000 | PA      | $1449844.55    | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MUNICIPALITY                                                                          | ISTANBUL METROPOLITAN MUNICIPALITY 10.5% 12/06/2028 144A                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $638400.00     | 0.00%             | 2028-12-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1230000 | PA      | $1215714.72    | 0.00%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                                               | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6795155.40    | 0.02%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 04/01/2030#AM8426                                                                                                | CUSIP: 3138L9LG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      636814 | PA      | $594874.40     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2048#Q59935                                                                                                   | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1060784 | PA      | $996253.70     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 5.75% 08/15/2029 144A                                                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     2439000 | PA      | $1864231.85    | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 4.3% 08/25/2029 144A                                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1977383.86    | 0.00%             | 2029-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#RA3913                                                                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      236476 | PA      | $196680.05     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                                   | ROGERS COMMUNICATIONS INC 5.3% 02/15/2034                                                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2725000 | PA      | $2681395.15    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#RA7192                                                                                                 | CUSIP: 3133KN7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      641054 | PA      | $569009.59     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#MA4378                                                                                                        | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3251138 | PA      | $2538922.16    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2030#ZS8591                                                                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77711 | PA      | $75480.65      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 3.4% 06/01/2030                                                                                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61044.83      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 5.9% 01/25/2033 144A                                                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      775000 | PA      | $790921.16     | 0.00%             | 2033-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 1-5 Year invmt Grd Corp Bd ETF                                                                                           | CUSIP: 464288646<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     1917751 | NS      | $100586039.95  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/INR settle 2025-06-30                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $4241.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                                | DNB BANK ASA 4.853%/VAR 11/05/2030 144A                                                                                          | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $903982.58     | 0.00%             | 2030-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#MA4357                                                                                                   | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      797046 | PA      | $685227.49     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC                                     | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $162822.08     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9114                                                                                                 | CUSIP: 31418XDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22717 | PA      | $22832.26      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2046#MA3802                                                                                                     | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      676101 | PA      | $597987.59     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                                                   | FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A                                                                          | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8080000 | PA      | $8094026.88    | 0.02%             | 2036-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M4 VAR 02/25/2055 144A                                                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $160531.15     | 0.00%             | 2055-02-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2043#BM5466                                                                                                 | CUSIP: 3140JACC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      517003 | PA      | $449495.36     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 12/15/2040#734089                                                                                                 | CUSIP: 3620AMRJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1607280 | PA      | $1541322.24    | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/40 #A94662                                                                                                         | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10491 | PA      | $10310.95      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2036#SB0475                                                                                                   | CUSIP: 3132CWQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394309 | PA      | $375011.02     | 0.00%             | 2036-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2023-2                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2023-2 5.69% 03/15/2029 144A                                                                      | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      341000 | PA      | $342853.10     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.85% 05/17/2027                                                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1697618.62    | 0.00%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      150000 | PA      | $154512.23     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      845000 | PA      | $858770.97     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2603000 | PA      | $2619738.33    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.33% 01/01/2033#BS7496                                                                                                | CUSIP: 3140LJKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      731382 | PA      | $715169.31     | 0.00%             | 2033-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1 LLC                                                               | GRACIE POINT INTERNATIONAL FUNDING 2024-1A A LLC SOFR90A+170 03/01/2028 144A                                                     | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318000 | PA      | $316700.24     | 0.00%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2049#                                                                                                         | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6394103 | PA      | $5965388.98    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      886000 | PA      | $819226.61     | 0.00%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      350000 | PA      | $314234.38     | 0.00%             | 2032-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 11/20/2052#MA8428                                                                                                     | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      109325 | PA      | $106593.86     | 0.00%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                                                          | BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.35% 12/15/2030 144A                                                         | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |       21412 | PA      | $20427.53      | 0.00%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 06/26/2025                                                                                                          | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4787000 | PA      | $4773504.63    | 0.01%             | 2025-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST                                                                              | ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A                                                                               | CUSIP: 67115DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6985450 | PA      | $5883891.35    | 0.01%             | 2061-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 1.026500 03/12/2027 FTO                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -4330130334 | NC      | $-61986.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                                                                                | DS SMITH PLC 2.875% 07/26/2029 REGS                                                                                              | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2103224.12    | 0.01%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 6.401%/VAR 03/06/2035                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3384313.00    | 0.01%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $16546.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                                                   | DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A                                                                                 | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1752000 | PA      | $1788958.44    | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1709843.98    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A                                                                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      379000 | PA      | $373937.47     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                                                  | LEIDOS INC 5.4% 03/15/2032                                                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      987000 | PA      | $994154.12     | 0.00%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                                                                      | BEECHWOOD PARK CLO LTD A1R TSFR3M+130 01/17/2035 144A                                                                            | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8054000 | PA      | $8072781.93    | 0.02%             | 2035-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.375% 01/19/2036                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      140000 | PA      | $133145.60     | 0.00%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6642                                                                                                 | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      373236 | PA      | $373811.50     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#BU7091                                                                                                   | CUSIP: 3140M82Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763405 | PA      | $642782.77     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#G67716                                                                                                 | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9622 | PA      | $9278.84       | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN MISSOURI SECURITIZATION FUNDING I LLC                                                                | AMEREN MISSOURI SECURITIZATION FUNDING I LLC 4.85% 10/01/2041                                                                    | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5186334.82    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      189000 | PA      | $175063.56     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 4.25% 08/09/2042                                                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      490000 | PA      | $388245.15     | 0.00%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                                                                      | STUBHUB TERM B 1LN 3/15/2030                                                                                                     | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |       78778 | PA      | $76709.82      | 0.00%             | 2030-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                                                | GRIFFON CORP 5.75% 03/01/2028                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      431000 | PA      | $428400.73     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 2.875% 11/26/2041                                                                                             | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      165000 | PA      | $115438.86     | 0.00%             | 2041-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                                                    | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      125000 | PA      | $116989.95     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      560000 | PA      | $528104.42     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2034#FS1799                                                                                                   | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192961 | PA      | $187486.70     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1394979.81    | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 VAR 05/25/2062 144A                                                                | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       68362 | PA      | $61152.19      | 0.00%             | 2062-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                                                          | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3 A1A 3.25% 09/25/2064 144A                                                     | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1973215 | PA      | $1732594.70    | 0.00%             | 2064-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD                                                                                 | NEUBERGER BERMAN CLO XX LTD A1R3 TSFR3M+115 04/15/2039 144A                                                                      | CUSIP: 64130TBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249601.00     | 0.00%             | 2039-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232130.18     | 0.00%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 7.375%/VAR 03/15/2055                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3052000 | PA      | $2988564.49    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | CDX IG44 5Y ICE SWAP 06/20/2030                                                                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   556900000 | NC      | $2238630.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.125% 11/16/2028                                                                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      490000 | PA      | $484945.02     | 0.00%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.65% 03/16/2052                                                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1761007.59    | 0.00%             | 2052-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.17% 08/01/2028#BS9255                                                                                                | CUSIP: 3140LLH95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2347706 | PA      | $2397931.60    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 01/20/2055#MB0148                                                                                                     | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4839671 | PA      | $4890380.07    | 0.01%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.12750 L 06/16/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -6300000 | NC      | $-4305.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 06/15/2031                                                                                   | CUSIP: 3133TTTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1318 | PA      | $1359.47       | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.490000 19-FEB-2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1666170 | NC      | $40965.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#FS1044                                                                                                   | CUSIP: 3140XGES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93263 | PA      | $87068.10      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39092                                                                                                   | CUSIP: 3132QWC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59361 | PA      | $55601.15      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM6 TRUST                                                                                        | CSMC 2022-NQM6 TRUST VAR 12/25/2067 144A                                                                                         | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      449602 | PA      | $451727.51     | 0.00%             | 2067-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                                    | DANA INC 5.625% 06/15/2028                                                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      637000 | PA      | $633982.72     | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7567                                                                                                 | CUSIP: 31417EMR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214327 | PA      | $193313.39     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.15% 02/27/2033                                                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      186000 | PA      | $187272.89     | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.375% 02/19/2030                                                                                                | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5621000 | PA      | $5663157.50    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2024-CES3                                                                  | VISTA POINT SECURITIZATION TRUST 2024-CES3 A1 5.679% 01/25/2055 144A                                                             | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5533318 | PA      | $5491472.59    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.875% 11/07/2029                                                                                             | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12575000 | PA      | $12417373.26   | 0.03%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                                                     | RAIZEN FUELS FINANCE SA 5.7% 01/17/2035 144A                                                                                     | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      394000 | PA      | $364873.05     | 0.00%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-150 ZC 4.75% 01/41                                                                                                      | CUSIP: 31397QAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      490786 | PA      | $482450.30     | 0.00%             | 2041-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-609M                                                                 | J P MORGAN CHASE COML MTG SECS TR 2020-609M TSFR1M+ 10/15/2033 144A                                                              | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99510.40      | 0.00%             | 2033-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#MA4329                                                                                                   | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9102475 | PA      | $8236936.06    | 0.02%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3035084 | PA      | $2506294.64    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2019-PRES                                                                               | SG COML MTG SECS TR 2019-PREZ E CSTR 09/15/2039 144A                                                                             | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $59740.29      | 0.00%             | 2039-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 5.39% 01/16/2035 144A                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3018678.60    | 0.01%             | 2035-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH1274                                                                                                          | CUSIP: 3138A2MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91666 | PA      | $90072.60      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVIII LTD / BLUEMOUNTAIN CLO XXVIII LLC                                                   | BLUEMOUNTAIN CLO XXVIII LTD / BLUEMOUNTAIN CLO XXVIII LLC A TSFR3M+152.161 04/15/2034 144A                                       | CUSIP: 09630PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3001446.00    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034                                                                                   | CUSIP: 3137B9ED3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         204 | PA      | $1.27          | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT1323                                                                                                   | CUSIP: 36193YPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50507 | PA      | $45487.58      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.45% 06/01/2028                                                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2633987.56    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.679%/VAR 07/17/2026                                                                                             | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3999462.00    | 0.01%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                                            | OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A                                                                                  | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1940000 | PA      | $1940000.01    | 0.00%             | 2040-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.71000 L 06/16/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3900000 | NC      | $-8813.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069                                                                  | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      762844 | PA      | $765874.90     | 0.00%             | 2069-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 5/40 #004696                                                                                                       | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18811 | PA      | $18510.81      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40797                                                                                                 | CUSIP: 3132WD3F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85540 | PA      | $77686.19      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT JUN25 XMM5                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          16 | NC      | $-8089.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2017-KL1P MORTGAGE TRUST                                                                              | FREMF 2017-KL1P BP MORTGAGE TRUST VAR 10/25/2025 144A                                                                            | CUSIP: 35708RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388576 | PA      | $381610.27     | 0.00%             | 2025-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 04/30/2029                                                                                                      | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4072000 | PA      | $3919618.10    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE TERM B10 1LN 01/31/2031                                                                                                  | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      362353 | PA      | $361784.36     | 0.00%             | 2031-01-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2046#MA4005                                                                                                     | CUSIP: 36179SNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      138515 | PA      | $129357.46     | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2023-PL1                                                                               | NELNET STUDENT LN TR 2023-PL1 A1A SOFR30A+ 11/25/2053 144A                                                                       | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110784 | PA      | $110783.37     | 0.00%             | 2053-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40647                                                                                                 | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316327 | PA      | $287481.71     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 4.1455% 02/10/2032 144A                                                                         | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $88603.57      | 0.00%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      385000 | PA      | $380198.03     | 0.00%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.705% 05/01/2040                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2132641.40    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.035% 05/15/2033                                                                                             | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787643.32     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BE9507                                                                                                   | CUSIP: 3617G4R46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48729 | PA      | $46728.87      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/48#FM1001                                                                                                      | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258692 | PA      | $233822.55     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027                                                                                  | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      478000 | PA      | $467780.98     | 0.00%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 3.106% 11/15/2039                                                                                               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $466205.68     | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                                                 | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      819046 | PA      | $794478.82     | 0.00%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 06 4                                                                                  | BAYVIEW COML ASSET TR 06 4 TSFR1M+51.948 12/25/2036 144A                                                                         | CUSIP: 07325BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $51448.33      | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2046#CB0573                                                                                                 | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4631366 | PA      | $3847620.64    | 0.01%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                                           | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $602553.78     | 0.00%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1417548.45    | 0.00%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -44146000 | PA      | $-35977259.48  | -0.09%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#                                                                                                       | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11383089 | PA      | $10164288.38   | 0.02%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 TR                                                                                           | AMSR 2020-SFR2 G TR 4% 07/17/2037 144A                                                                                           | CUSIP: 00178UAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160904 | PA      | $160237.41     | 0.00%             | 2037-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TR 2024-7IND D TSFR1M+264.1 10/15/2041 144A                                                                                  | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199000 | PA      | $198751.25     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 4.625% 03/15/2028                                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      256000 | PA      | $248177.55     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 3.75% 03/04/2051                                                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      695000 | PA      | $466627.91     | 0.00%             | 2051-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.84% 01/23/2030                                                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2867000 | PA      | $2680501.65    | 0.01%             | 2030-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                                              | OMAN SULTANATE 7% 01/25/2051 144A                                                                                                | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      500000 | PA      | $514690.00     | 0.00%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2045#Q37045                                                                                                   | CUSIP: 3132QTZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76205 | PA      | $71425.98      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A                                                                                   | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $250303.43     | 0.00%             | 2027-03-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+162.115 06/15/2039 144A                                                            | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1338000 | PA      | $1336327.50    | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                                                           | AMSPEC PARENT TERM B 1LN 12/22/2031                                                                                              | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       67821 | PA      | $68160.00      | 0.00%             | 2031-12-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | STATE ST BK and TR CO BOSTON 4.782% 11/23/2029                                                                                   | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4604897.98    | 0.01%             | 2029-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                                                   | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                                                        | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10990.50      | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1748028.66    | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 12/25/2033                                                                                        | CUSIP: 86359BBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10534 | PA      | $9999.77       | 0.00%             | 2033-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2018-II LTD                                                                                    | CIFC FUNDING 2018-II LTD A1R TSFR3M+137 10/20/2037 144A                                                                          | CUSIP: 17180WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    28750000 | PA      | $28812416.25   | 0.07%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A                                                                                    | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12945000 | PA      | $13340965.54   | 0.03%             | 2042-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                                          | PEACE PARK CLO LTD A TSFR3M+139.161 10/20/2034 144A                                                                              | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5651000 | PA      | $5655181.74    | 0.01%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#CB2610                                                                                                   | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198486 | PA      | $155438.27     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                                         | OBX 2022-NQM7 TRUST STEP 08/25/2062 144A                                                                                         | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3915057 | PA      | $3882305.92    | 0.01%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2                                                                   | GRACIE POINT INTERNATIONAL FUNDING 2023-2 SOFR90A+ 03/01/2027 144A                                                               | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      167886 | PA      | $167573.32     | 0.00%             | 2027-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QA10 TRUST                                                                                 | RALI SERIES 2006-QA10 A2 TRUST STEP 12/25/2036                                                                                   | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96807 | PA      | $84011.73      | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1367567.83    | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2046#MA2631                                                                                                   | CUSIP: 31418B4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160714 | PA      | $150239.86     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 07/01/2036#MA4382                                                                                                 | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44876 | PA      | $39454.12      | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                             | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      575000 | PA      | $581384.23     | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC EUSA5+NA PERP REGS                                                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EP               | CORP              | IE        |      690000 | PA      | $784886.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                                            | KBC GROUPE SA/NV 3.5%/VAR 01/21/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      700000 | PA      | $804022.93     | 0.00%             | 2032-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 6.608%/VAR 09/13/2029 144A                                                                                         | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $420743.16     | 0.00%             | 2029-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.969% 11/01/2047                                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       32000 | PA      | $23992.66      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                                           | CIM TRUST 2024-R1 4.75% 06/25/2064 144A                                                                                          | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7928937 | PA      | $7652959.41    | 0.02%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2075                                                                                                   | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22181 | PA      | $17377.64      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                                                         | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC B TSFR3M+205 04/25/2037 144A                                                 | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270450.09     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1621872.36    | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2052#MA7989                                                                                                   | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2134590 | PA      | $1910431.06    | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2053#FS6953                                                                                                   | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6978377 | PA      | $6410719.88    | 0.02%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/42#AP5393                                                                                                      | CUSIP: 3138M87F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47318 | PA      | $43734.56      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1852                                                                                                 | CUSIP: 31418BBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81577 | PA      | $81510.17      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.72750 L 06/16/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -6300000 | NC      | $-16452.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-7                                                                                    | J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A                                                                        | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242656 | PA      | $243616.52     | 0.00%             | 2054-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2052#MA8347                                                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9974543 | PA      | $9500461.04    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET US BUYER LLC                                                                                         | WOOD MACKENZIE TERM B 1LN 2/7/2031                                                                                               | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |      149719 | PA      | $150093.77     | 0.00%             | 2031-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                                                       | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1938668.45    | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                                                            | NORINCHUKIN BANK 5.094% 10/16/2029 144A                                                                                          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10032026.80   | 0.02%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.281% 05/30/2029 144A                                                                                                   | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2040382.20    | 0.00%             | 2029-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97047                                                                                                          | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108582 | PA      | $106892.92     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.75% 11/13/2047                                                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22345.22      | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.5% 01/11/2028                                                                                            | CUSIP: 455780CD6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     6300000 | PA      | $6163920.00    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      834000 | PA      | $826185.92     | 0.00%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 5.862%/VAR 01/09/2036 144A                                                                                    | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      945000 | PA      | $960045.77     | 0.00%             | 2036-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 0.375% 04/23/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      188000 | PA      | $194191.31     | 0.00%             | 2030-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                                                            | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     2175000 | PA      | $2209598.36    | 0.01%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 144A                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1790000 | PA      | $1824962.12    | 0.00%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | FX Forward: CAD/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $102366.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                                               | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4600000 | PA      | $4002553.56    | 0.01%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 BMW B                                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     2400000 | NC      | $-55816.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                                                         | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                                                           | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4904782 | PA      | $4860124.28    | 0.01%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 6.25% 08/15/2055                                                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68006.34      | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 5.8% 06/15/2054                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $1766111.40    | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/40 #AD0732                                                                                                          | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29053 | PA      | $30479.13      | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188434.16     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2024-HE2                                                                                  | J P MORGAN MTG TR 2024-HE2 SOFR30A+120 10/25/2054 144A                                                                           | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638262 | PA      | $636152.53     | 0.00%             | 2054-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ5806                                                                                                 | CUSIP: 3140KRNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2740132 | PA      | $2416783.53    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 3.7% 10/15/2046                                                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3665.68       | 0.00%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                                                                            | VIPER ENERGY INC 5.375% 11/01/2027 144A                                                                                          | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     2034000 | PA      | $2023938.01    | 0.00%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                                                                                    | MADISON PARK FUNDING LTD A1R TSFR3M+128 07/27/2034 144A                                                                          | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250050.50     | 0.00%             | 2034-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.5% 04/01/2056                                                                                               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      680000 | PA      | $415820.00     | 0.00%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      392000 | PA      | $414274.59     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 3.625% 03/15/2031                                                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      395000 | PA      | $359027.23     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC                                                                   | AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC A TSFR1M+168.645 05/17/2041 144A                                                       | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      910000 | PA      | $911421.78     | 0.00%             | 2041-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                                                     | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $268807.42     | 0.00%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Us Treasury Bond Index Fund                                                                                         | CUSIP: 31635V786<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    28447273 | NS      | $249198112.36  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC 9.8% 01/20/2040 144A                                                             | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      732546 | PA      | $753701.59     | 0.00%             | 2040-01-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      255000 | PA      | $240915.36     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                                           | OWENS CORNING NEW 3.95% 08/15/2029                                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1263641.33    | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                                               | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3005000 | PA      | $3026232.13    | 0.01%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.937% 11/01/2056                                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1152175.61    | 0.00%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 6% 06/15/2029                                                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2079000 | PA      | $2119760.87    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025 CES1                                                                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3609062 | PA      | $3609237.54    | 0.01%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 8.75% 12/15/2028 144A                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87477.50      | 0.00%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 3.25% 09/13/2049                                                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      168000 | PA      | $109996.72     | 0.00%             | 2049-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2684000 | PA      | $2631868.80    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#MA4475                                                                                                 | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1310888 | PA      | $1145522.69    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3504                                                                                                 | CUSIP: 3140QN3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8054550 | PA      | $7189622.53    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS8772                                                                                                 | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2327335 | PA      | $1915308.35    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                                          | FIRST HORIZON CORP 5.514%/VAR 03/07/2031                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1372845.26    | 0.00%             | 2031-03-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD0803                                                                                                   | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      370335 | PA      | $318206.78     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.84% 11/01/2031#BL3368                                                                                                | CUSIP: 3140HUW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130917 | PA      | $117695.13     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.75% 02/15/2028                                                                                       | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2717000 | PA      | $2496388.84    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     1370000 | PA      | $1203199.58    | 0.00%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 11/15/2042#AB9201                                                                                                   | CUSIP: 36178WGJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16969 | PA      | $16212.31      | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC                                                     | EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC A13R TSFR3M+151.161 01/15/2034 144A                                      | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7240000 | PA      | $7246639.08    | 0.02%             | 2034-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1237039.83    | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE C17 CLO LTD / CARLYLE C17 CLO CORP                                                                  | CARLYLE C17 CLO LTD / CARLYLE C17 CLO CORP A1AR TSFR3M+129.161 04/30/2031 144A                                                   | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       57768 | PA      | $57813.04      | 0.00%             | 2031-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB1074                                                                                                 | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198998 | PA      | $175231.91     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2051#MA7588                                                                                                     | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4699983 | PA      | $3779196.55    | 0.01%             | 2051-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#BC2462                                                                                                   | CUSIP: 3140EWWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305413 | PA      | $296643.92     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2024-1 SOFR30A+135 07/25/2054 144A                                                                 | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5023689 | PA      | $5004358.27    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                                  | PHINIA INC 6.75% 04/15/2029 144A                                                                                                 | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      625000 | PA      | $638820.00     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.8% 12/15/2042                                                                                            | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1020577.59    | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A                                                                         | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      713145 | PA      | $715150.50     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2047#BH7565                                                                                                   | CUSIP: 3140GWMP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253857 | PA      | $236836.14     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VIII DAC                                                                                         | AURIUM CLO VIII DAC A 3MEUR+85 06/23/2034 144A                                                                                   | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |     2800000 | PA      | $3169197.64    | 0.01%             | 2034-06-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SILK FINANCE                                                                                                | SILK FINANCE 3MEUR+170 08/31/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $113590.76     | 0.00%             | 2039-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                                                          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1449203.59    | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                                                          | SENTARA HEALTHCARE 2.927% 11/01/2051                                                                                             | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |      565000 | PA      | $346164.09     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                                                       | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      831000 | PA      | $843478.54     | 0.00%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.40000 04/09/25 5Y LCH                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4500000 | NC      | $-47619.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      926000 | PA      | $933318.68     | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 11/01/2030#AE6799                                                                                                 | CUSIP: 31419HRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1645 | PA      | $1638.47       | 0.00%             | 2030-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      568415 | PA      | $490269.73     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                                                | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      182000 | PA      | $181594.25     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2046#BE1671                                                                                                 | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70404 | PA      | $67671.86      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                                                        | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      334000 | PA      | $344357.01     | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#CB3114                                                                                                   | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3839987 | PA      | $3318071.44    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.2% 04/01/2033                                                                                                      | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $709748.64     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                             | UNITED GROUP BV 5.25% 02/01/2030 144A                                                                                            | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2900000 | PA      | $3277559.31    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/46#MA3662                                                                                                          | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      522173 | PA      | $461844.01     | 0.00%             | 2046-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 M2 CSTR 02/25/2063 144A                                                                             | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304204 | PA      | $237319.09     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                                                 | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1271321 | PA      | $1325082.57    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 4.5% 05/14/2027                                                                                         | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10834084.69   | 0.03%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                                              | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      245000 | PA      | $229043.15     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 6.684%/VAR 09/13/2027 144A                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      265000 | PA      | $271112.30     | 0.00%             | 2027-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                                                | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11347000 | PA      | $10533553.20   | 0.03%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     1199542 | PA      | $1214056.70    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/41 #005259                                                                                                      | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      443355 | PA      | $424066.07     | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2030                                                                                     | CUSIP: 3137GAU39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          56 | PA      | $55.92         | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.75% 06/15/2028 144A                                                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144640.56     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $1024.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032                                                                                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      440000 | PA      | $381477.19     | 0.00%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                                            | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      220933 | PA      | $180688.18     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.14% 08/01/2036#BS2829                                                                                                | CUSIP: 3140LDEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358394 | PA      | $278633.73     | 0.00%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#QF0409                                                                                                   | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7728 | PA      | $7553.43       | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2942231 | PA      | $2722711.22    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.264% 08/01/2041#AL6552                                                                                               | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139550 | PA      | $140026.93     | 0.00%             | 2041-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                                                     | TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A                                                                                   | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       63000 | PA      | $63072.01      | 0.00%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#RA5931                                                                                                   | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42124 | PA      | $33264.64      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873245 04/17/65 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $-3694.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                                                     | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5267530 | PA      | $5363393.78    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048                                                                                   | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2005408 | PA      | $1740839.33    | 0.00%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC9148                                                                                                 | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1350340 | PA      | $1111278.74    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                                   | FNA 8 LLC 2025-1 A VAR 03/15/2045 144A                                                                                           | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      644338 | PA      | $643998.70     | 0.00%             | 2045-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                                              | BLACKHAWK NETWORK TERM B 1LN 03/12/2029                                                                                          | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      225100 | PA      | $225627.23     | 0.00%             | 2029-03-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 1.75% 08/09/2026                                                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     6930000 | PA      | $6668988.76    | 0.02%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD                                                                                          | MYERS PARK CLO LTD A2 TSFR3M+166.161 10/20/2030 144A                                                                             | CUSIP: 62848FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $290190.24     | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                                                 | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      586331 | PA      | $482884.88     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: JPY/USD settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $17100.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1777801.77    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79456 | PA      | $69781.56      | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/45#MA3174                                                                                                        | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7337 | PA      | $6874.88       | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 6/38 #004168                                                                                                       | CUSIP: 36202ETZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55124 | PA      | $55503.65      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2054#FS8620                                                                                                 | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751331 | PA      | $780896.33     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3702                                                                                                   | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84043 | PA      | $78460.90      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                                                     | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      348000 | PA      | $331882.52     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                                             | BANK 2021-BNK34 CSTR 06/15/2063                                                                                                  | CUSIP: 06541JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   171794000 | PA      | $4415758.62    | 0.01%             | 2063-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2054#FS8456                                                                                                 | CUSIP: 3140XQME4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      568587 | PA      | $567331.57     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                                                         | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                                                       | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2129336 | PA      | $2132933.58    | 0.01%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST 5.45% 08/15/2038                                                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610639 | PA      | $606554.86     | 0.00%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2028#AU9683                                                                                                 | CUSIP: 3138X9XM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18463 | PA      | $18061.33      | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2031#V61246                                                                                                 | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      273413 | PA      | $262645.48     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4% 04/01/2038#SB8227                                                                                                   | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111414 | PA      | $107937.60     | 0.00%             | 2038-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO DAC                                                                                              | ARBOUR CLO DAC AR 3MEUR+133 05/15/2038 144A                                                                                      | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1136718.30    | 0.00%             | 2038-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                                        | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      919000 | PA      | $959253.12     | 0.00%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AL6223                                                                                                 | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127918 | PA      | $125102.47     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD8182                                                                                                   | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4090224 | PA      | $3190357.38    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                                           | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      236000 | PA      | $231435.25     | 0.00%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 04/48#784805                                                                                                          | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2439238 | PA      | $2429180.07    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN TR                                                                               | SARM 04-14 1A CSTR 10/34                                                                                                         | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         528 | PA      | $517.20        | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                                                 | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1055848 | PA      | $1100580.25    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 02/01/2034#G60154                                                                                                   | CUSIP: 31335AE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127768 | PA      | $128612.81     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                                                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205301.51     | 0.00%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#FS0106                                                                                                   | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2751032 | PA      | $2321289.51    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                                              | WEIR GROUP INC 5.35% 05/06/2030 144A                                                                                             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5321741.55    | 0.01%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#SB8512                                                                                                   | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      211070 | PA      | $192319.06     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                           | SOUTHERN POWER CO 5.15% 09/15/2041                                                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $137004.15     | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC 9.75% 10/01/2027 144A                                                                                     | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4660 | PA      | $4648.35       | 0.00%             | 2027-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 3.7% 01/30/2027 144A                                                                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2845739.14    | 0.01%             | 2027-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2023-1                                                                                            | GOODGREEN 2023-1 5.9% 01/17/2061 144A                                                                                            | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      577261 | PA      | $541776.00     | 0.00%             | 2061-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#FS5025                                                                                                   | CUSIP: 3140XLSP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1160943 | PA      | $1072945.77    | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 11/15/2033                                                                                   | CUSIP: 31394LX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2439 | PA      | $2486.53       | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                                            | LPL HOLDINGS INC 5.2% 03/15/2030                                                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10245392.14   | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 5.5% 11/15/2054                                                                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      575000 | PA      | $549711.70     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1A B 5.75% 09/20/2052 144A                                                                                            | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6312 | PA      | $6243.48       | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8                                                       | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8 STEP 10/25/2036                                                            | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      238109 | PA      | $82645.09      | 0.00%             | 2036-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                                                                    | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10685380.77   | 0.03%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 1                                                                                | BAYVIEW COML ASSET TR 2007 1 TSFR1M+51.948 03/25/2037 144A                                                                       | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13600 | PA      | $12814.44      | 0.00%             | 2037-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/31                                                                                                                  | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9460000 | PA      | $7374925.66    | 0.02%             | 2031-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                                           | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       46792 | PA      | $46780.21      | 0.00%             | 2028-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 8/1/41 #AI8194                                                                                                    | CUSIP: 3138ANC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155799 | PA      | $153012.20     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-INV1                                                                                            | CIM TRUST 2021-INV1 2.5% 07/01/2051 144A                                                                                         | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4371653 | PA      | $3858004.96    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                                                 | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      330000 | PA      | $393864.33     | 0.00%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0349                                                                                            | CUSIP: 3140W0L78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1278820 | PA      | $1060413.08    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                                               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     6724000 | PA      | $6542054.01    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD A1R TSFR3M+123 07/16/2034 144A                                                                | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13800000 | PA      | $13795901.40   | 0.03%             | 2034-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 5.125% 05/15/2052                                                                                               | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      354000 | PA      | $321260.88     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/41 #005202                                                                                                      | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      348536 | PA      | $322862.12     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F050668<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -385241436 | PA      | $-373006899.95 | -0.90%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2049#MA6338                                                                                                     | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      903228 | PA      | $790687.64     | 0.00%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2044#G07922                                                                                                 | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1411357 | PA      | $1308019.83    | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 7.12% 05/15/2029 144A                                                                                    | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3936000 | PA      | $4075459.96    | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4% 10/01/2027                                                                                                 | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      835000 | PA      | $824155.75     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 10/01/2028#V60298                                                                                                 | CUSIP: 3132KEKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96350 | PA      | $94411.35      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                                                | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                                                             | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      827000 | PA      | $509996.76     | 0.00%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2857596 | PA      | $2551629.58    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HHWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4614419 | PA      | $4586247.79    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD6619                                                                                                   | CUSIP: 3133B4K87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17519 | PA      | $16351.50      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                                                    | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8434906 | PA      | $8120993.02    | 0.02%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#FM8066                                                                                                   | CUSIP: 3140XB6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      483612 | PA      | $408219.57     | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056                                                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      190000 | PA      | $124837.47     | 0.00%             | 2056-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.03% 03/15/2052                                                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $124306.34     | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9149                                                                                                   | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1729748 | PA      | $1773421.68    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2053#MA8721                                                                                                     | CUSIP: 36179XVN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      356069 | PA      | $312260.11     | 0.00%             | 2053-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                                                    | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16578699 | PA      | $16455851.15   | 0.04%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 01/20/2048#BD6195                                                                                                     | CUSIP: 3617BM3C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       92510 | PA      | $85613.39      | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CTFS WAMU SER 2007-HE1 TR                                                                 | WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37                                                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1559560 | PA      | $700897.15     | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                                                     | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      800000 | PA      | $914834.79     | 0.00%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                                          | VIKING CRUISES LTD 5.875% 09/15/2027 144A                                                                                        | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1199401.44    | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                                                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      114000 | PA      | $113820.15     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2051#SD8184                                                                                                   | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5014156 | PA      | $4302097.60    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.5% 06/01/2034                                                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6506048.01    | 0.02%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                                          | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      115000 | PA      | $55487.50      | 0.00%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO7760                                                                                                 | CUSIP: 3138LYTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113059 | PA      | $110789.98     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 12/01/2036#MA2832                                                                                                   | CUSIP: 31418CEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1414048 | PA      | $1323491.27    | 0.00%             | 2036-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                                                  | VOLT C LLC 1.9918% 05/25/2051 144A                                                                                               | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      218622 | PA      | $218147.00     | 0.00%             | 2051-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.45% 02/01/2050                                                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      123000 | PA      | $82497.58      | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                                                      | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39347000 | PA      | $39114019.72   | 0.09%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TR                                                                                           | GCAT 2024-NQM2 A1 TR 6.085% 06/25/2059 144A                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1040641 | PA      | $1045979.69    | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A                                                                                    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249750.00     | 0.00%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.07% 05/01/2032#BL6302                                                                                                | CUSIP: 3140HYAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443451 | PA      | $374187.46     | 0.00%             | 2032-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      370000 | NC      | $63084.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -5156000 | PA      | $-4725404.91   | -0.01%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                                            | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      671000 | PA      | $693226.88     | 0.00%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $3018346.43    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6186                                                                                                   | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119177 | PA      | $108589.40     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2050#MA6930                                                                                                     | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25936584 | PA      | $20847169.93   | 0.05%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7747000 | PA      | $6524318.65    | 0.02%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 08/15/2051                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14268000 | PA      | $8016832.50    | 0.02%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 2.896%/VAR 03/15/2032                                                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      204000 | PA      | $179529.47     | 0.00%             | 2032-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064                                                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $954973.73     | 0.00%             | 2064-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM E 9.52014% 11/10/2029 144A                                                                   | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $84789.61      | 0.00%             | 2029-11-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.41% 05/17/2029 144A                                                                                        | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1794564.61    | 0.00%             | 2029-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2020-2                                                                         | HOMEWARD OPPORTUNITIES FD TR 2020-2 B1 5.45% 05/25/2065 144A                                                                     | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545000 | PA      | $1520568.14    | 0.00%             | 2065-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.5% 07/15/2028 144A                                                                                                    | CUSIP: 26884LAU3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      101000 | PA      | $102932.74     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                                                 | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202608.00     | 0.00%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH RE                                                                                        | MICHIGAN FIN AU 3.384% 12/1/2040                                                                                                 | CUSIP: 59447TXX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      545000 | PA      | $437262.77     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13079000 | PA      | $12980907.50   | 0.03%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      155000 | PA      | $149931.09     | 0.00%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED NTS TR 2007-SEA2                                                                         | CWABS ASSET BACKED NOTES TRUST 2007-SEA2 STEP 06/25/2047 144A                                                                    | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74853 | PA      | $59566.23      | 0.00%             | 2047-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AS0214                                                                                                 | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126677 | PA      | $117074.40     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.35% 03/27/2030 144A                                                                              | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6923000 | PA      | $6938888.29    | 0.02%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2052#MA4656                                                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4939718 | PA      | $4678574.99    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 5.35% 01/15/2053                                                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1337349.32    | 0.00%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2046#Q43241                                                                                                 | CUSIP: 3132WGS73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112586 | PA      | $102213.89     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 2/41 #AE6390                                                                                                          | CUSIP: 31419HC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574812 | PA      | $548552.08     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                                                        | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |     2750000 | PA      | $165000.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TR 2024-A                                                                             | VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027                                                                                       | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2840000 | PA      | $2863200.53    | 0.01%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                                             | iShares Broad USD High Yield Corp Bd ETF                                                                                         | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |     2838504 | NS      | $105109803.12  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.3% 01/15/2033                                                                                   | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1605 | PA      | $1624.06       | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7570                                                                                                    | CUSIP: 31417EMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      149040 | PA      | $134262.22     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                        | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $7507528.92    | 0.02%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                                | COMERICA INC 5.982%/VAR 01/30/2030                                                                                               | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $5178371.57    | 0.01%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3.875% 05/06/2045                                                                                                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227328.90     | 0.00%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                                           | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                                                                             | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     2135000 | PA      | $2278977.02    | 0.01%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10140461.86   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051                                                                                     | CUSIP: 3136BHV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      355426 | PA      | $308342.52     | 0.00%             | 2051-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2052#FS3457                                                                                                 | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      719698 | PA      | $682268.84     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.65% 05/09/2034 144A                                                                                             | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1243046.54    | 0.00%             | 2034-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 06/20/2063#CU1092                                                                                                   | CUSIP: 3618BJF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      703472 | PA      | $709578.59     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS TRUST 2024-A                                                                      | COLLEGE AVE STUDENT LOANS TRUST 2024-A SOFR30A+175 06/25/2054 144A                                                               | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345859 | PA      | $351799.75     | 0.00%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.25% 07/15/2029                                  | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      271000 | PA      | $263107.59     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2185000 | PA      | $33413.02      | 0.00%             | 2039-06-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA                                                                                              | FIEMEX ENERGIA 7.25% 01/31/2041 144A                                                                                             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      355942 | PA      | $351225.40     | 0.00%             | 2041-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.86% 11/20/2037 144A                                                                     | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $210800.75     | 0.00%             | 2037-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2043#G07388                                                                                                 | CUSIP: 3128M9RH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      148416 | PA      | $136977.06     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 3.2829% 07/15/2050                                                           | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75432 | PA      | $74498.96      | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 3 LTD / DIAMETER CAP CLO 3 LLC                                                             | DIAMETER CAP CLO 3 LTD / DIAMETER CAP CLO 3 LLC A1R TSFR3M+133 01/15/2038 144A                                                   | CUSIP: 25255JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249596.50     | 0.00%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                                          | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                                               | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4815500 | PA      | $4660194.15    | 0.01%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 LTD                                                                                              | KKR CLO 35 LTD AR TSFR3M+120 01/20/2038 144A                                                                                     | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249250.00     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3295                                                                                                   | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1619326 | PA      | $1585736.86    | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.55% 05/01/2035                                                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2602742.76    | 0.01%             | 2035-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2049#CA3084                                                                                                   | CUSIP: 3140QANA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1269185 | PA      | $1179328.92    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                                  | TRONOX INC 4.625% 03/15/2029 144A                                                                                                | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      130000 | PA      | $108687.42     | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21731823 | PA      | $18516660.92   | 0.04%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    10100000 | NC      | $371469.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3% 10/15/2030                                                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1471698.12    | 0.00%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.47% 09/25/2027                                                                                  | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $2914053.94    | 0.01%             | 2027-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                                                      | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2846482 | PA      | $2848261.17    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#CB1872                                                                                                   | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4434741 | PA      | $3810508.00    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2048#Q54740                                                                                                 | CUSIP: 3132XXHS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70129 | PA      | $63383.18      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3855                                                                                                   | CUSIP: 3140J8H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317284 | PA      | $297200.07     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | AT+T INC SNR S* ICE 12/20/2025                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    11000000 | NC      | $-31574.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 3% 06/01/2034                                                                                               | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $158205.98     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.738%/VAR 02/20/2035 144A                                                                                           | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $916449.41     | 0.00%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: JPY/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-15755.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.6% 03/13/2048 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      400000 | PA      | $346000.00     | 0.00%             | 2048-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                                     | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.875% 11/19/2027 144A                                                                   | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8454231.58    | 0.02%             | 2027-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                                              | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      650000 | PA      | $573209.00     | 0.00%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/51#QD2129                                                                                                        | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93283 | PA      | $72760.56      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A                                                           | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $241168.67     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+135 01/25/2055                                                                            | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4011817 | PA      | $3998930.85    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5% 04/01/2032                                                                                                       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3706535.24    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                            | BENCHMARK 2023-V2 MORTGAGE TRUST 5.8118% 05/15/2055                                                                              | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $13327893.80   | 0.03%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2032#BJ1634                                                                                                   | CUSIP: 3140H2Y85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49467 | PA      | $47803.50      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1792                                                                                                 | CUSIP: 3138WA7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7853 | PA      | $7665.50       | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MTG TR                                                                                        | CROSS 2024-H3 MORTGAGE TRUST 6.272% 06/25/2069 144A                                                                              | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      975887 | PA      | $982371.58     | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $235760.12     | 0.00%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6% 08/03/2055                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2176593.55    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4% 03/01/2048                                                                                             | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6102.01       | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/42#AK5551                                                                                                        | CUSIP: 3138EAEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264720 | PA      | $251435.40     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 3.9% 07/15/2026                                                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      955000 | PA      | $946983.08     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 LLC                                                                                          | PRET 2024-NPL5 A1 VAR 09/25/2054 144A                                                                                            | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-CBDO         | CORP              | US        |     1196652 | PA      | $1194906.59    | 0.00%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      723742 | PA      | $598552.33     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                                                 | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       88221 | PA      | $88220.41      | 0.00%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN 2020-2 TR                                                                                | COREVEST AMERICAN FINANCE 2020-2 TRUST 4.244% 05/15/2052 144A                                                                    | CUSIP: 21872VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3444135 | PA      | $3406094.87    | 0.01%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      285000 | PA      | $257834.83     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.6% 04/01/2036                                                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      775000 | PA      | $800275.50     | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#U90230                                                                                                 | CUSIP: 3132H3HF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21116 | PA      | $20798.13      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                                                      | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5386000 | PA      | $4904000.61    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 05/01/2051#SD8145                                                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1255479 | PA      | $927834.50     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2051#BU1913                                                                                                   | CUSIP: 3140M3DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136428 | PA      | $125244.59     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.125% 05/15/2032                                                                                               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2330069.83    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4310000 | PA      | $4325369.59    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                                                            | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     2300000 | PA      | $2546514.00    | 0.01%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                     | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255428.06     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4850771.27    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2961414.76    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG VAR 11/05/2041 144A                                               | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2410000 | PA      | $2419446.96    | 0.01%             | 2039-11-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5% 01/15/2035                                                                                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1824000 | PA      | $1778495.91    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.25% MAC 06/18/28                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -164931000 | NC      | $-205061.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC                                                                | CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC A TSFR3M+160 01/20/2037 144A                                                        | CUSIP: 12598YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250314.00     | 0.00%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.375% 05/15/2055                                                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18959.71      | 0.00%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AR1458                                                                                                 | CUSIP: 3138NXTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120728 | PA      | $109062.44     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                                                              | SITIOS LATINOAMERICA SAB DE CV 6% 11/25/2029 144A                                                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |      125000 | PA      | $126312.50     | 0.00%             | 2029-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12770600 | PA      | $11476080.16   | 0.03%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2042#FS0795                                                                                                   | CUSIP: 3140XF3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310352 | PA      | $280778.37     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #G05898                                                                                                          | CUSIP: 3128M73F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51481 | PA      | $51814.40      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.875% 01/13/2033                                                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1200000 | PA      | $1221240.00    | 0.00%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 6.2% 07/01/2037                                                                                    | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5380.81       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2048                                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3389000 | PA      | $2449346.81    | 0.01%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHR 2091 PG 6% 11/28                                                                                                             | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1518 | PA      | $1544.11       | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2043#Q15107                                                                                                 | CUSIP: 3132J6DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27200 | PA      | $25743.35      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                                       | GENERAL DYNAMICS CORP 4.95% 08/15/2035                                                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      171000 | PA      | $168232.30     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 11/15/2028                                                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       94000 | PA      | $92605.67      | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                                            | THAMES WATER UTILITY FIN PLC 4.375% 01/18/2033 REGS                                                                              | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $317556.00     | 0.00%             | 2033-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.11000 L 06/16/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3900000 | NC      | $-3162.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91782                                                                                                 | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134464 | PA      | $130317.77     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                                                    | WORLDPAY TERM B 1LN 01/31/2031                                                                                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      213245 | PA      | $213379.58     | 0.00%             | 2031-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.85 IG44 5Y V1 I 07/16/25 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |    -8600000 | NC      | $-2359.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6134144.99    | 0.01%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                                                       | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1904512.56    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4310000 | PA      | $4439300.00    | 0.01%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TR                                                                                           | PRPM 2024-NQM2 A1 TR VAR 06/25/2069 144A                                                                                         | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2442841 | PA      | $2464167.68    | 0.01%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1865772 | PA      | $1529045.43    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                                          | STEEL DYNAMICS INC 3.45% 04/15/2030                                                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $7894559.06    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 A3 3.05% 04/10/2049                                                                | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2190826 | PA      | $2173466.89    | 0.01%             | 2049-04-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#AL9515                                                                                                 | CUSIP: 3138ERSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439243 | PA      | $398663.89     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 06/30/2030                                                                                                       | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81200000 | PA      | $80324562.50   | 0.19%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#CB1411                                                                                                   | CUSIP: 3140QLR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      665800 | PA      | $573954.71     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM4959                                                                                                   | CUSIP: 3140X8QM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1456634 | PA      | $1141175.86    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q33724                                                                                                 | CUSIP: 3132QQD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146869 | PA      | $134118.86     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $14274.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-1                                                                           | NAVIENT STUDENT LOAN TRUST 2015-1 A2 SOFR30A+71.448 04/25/2040                                                                   | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1613791 | PA      | $1536261.26    | 0.00%             | 2040-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.75% 10/15/2052                                                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75588.16      | 0.00%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SE 2021                                                                            | JP MORGAN CHASE COML MTG SE 2021 1.97387% 01/05/2040 144A                                                                        | CUSIP: 46592FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5725000 | PA      | $5136807.20    | 0.01%             | 2040-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1685411.28    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A                                                                       | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      598000 | PA      | $583647.34     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                 | PHILLIPS 66 2.15% 12/15/2030                                                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      385000 | PA      | $334353.62     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AS3482                                                                                                   | CUSIP: 3138WC2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      360810 | PA      | $344754.50     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5Q5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      284902 | PA      | $16030.49      | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM6733                                                                                                 | CUSIP: 3140XAPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      320817 | PA      | $307271.96     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.65% 05/01/2045 144A                                                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2399000 | PA      | $2353496.54    | 0.01%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 09/30/2031                                                                                                      | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67794000 | PA      | $65942905.85   | 0.16%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 6.343% 08/02/2030                                                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1354419.03    | 0.00%             | 2030-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2035#MA4013                                                                                                 | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1318445 | PA      | $1229653.98    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #A92350                                                                                                          | CUSIP: 312940TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7221 | PA      | $7267.37       | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2043#AD7475                                                                                                   | CUSIP: 36180KJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10885 | PA      | $10446.81      | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD8264                                                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5247580 | PA      | $4659477.55    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                                                | FIBERCOP SPA 6.375% 11/15/2033 144A                                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $265375.00     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2041#738107                                                                                                   | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17467 | PA      | $16769.58      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.05% 09/25/2028                                                                                  | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1489611.00    | 0.00%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8715                                                                                                   | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      789484 | PA      | $797673.44     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 4.45% 01/25/2026 144A                                                                                         | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      438000 | PA      | $423928.86     | 0.00%             | 2026-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                                       | GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A                                                                                      | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      158529 | PA      | $157942.37     | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                                              | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         517 | PA      | $476.26        | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+838.552 11/25/2030                                                                        | CUSIP: 313920LZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1097 | PA      | $108.89        | 0.00%             | 2030-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                                            | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      913000 | PA      | $827916.80     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                                                                                 | VOLT CI LLC 1.9918% 05/25/2051 144A                                                                                              | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368243 | PA      | $367336.48     | 0.00%             | 2051-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                                              | SUMITOMO MITSUI TRUST BANK LTD 5.65% 03/09/2026 144A                                                                             | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1820000 | PA      | $1835717.50    | 0.00%             | 2026-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 3.337%/VAR 01/21/2033 144A                                                                               | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1105000 | PA      | $965277.81     | 0.00%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                                                        | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                                                      | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      305000 | PA      | $298820.27     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/GBP settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-151507.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A                                                                    | CUSIP: 92858TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8700000 | PA      | $167943.06     | 0.00%             | 2042-10-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 03/01/2041#SC0136                                                                                                   | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399423 | PA      | $341138.51     | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B2 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1418031.13    | 0.00%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053                                                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      145000 | PA      | $133884.17     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 3.4% 03/22/2041                                                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       85000 | PA      | $64253.29      | 0.00%             | 2041-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 5.25% 07/01/2030                                                                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2361000 | PA      | $2290787.40    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.839%/VAR 02/01/2034                                                                                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1125036.02    | 0.00%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                                          | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $278157.00     | 0.00%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201789.00     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 6.25% 07/15/2033                                                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      617000 | PA      | $617830.73     | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR 2005-AA12 2A1 CSTR 02/25/2036                                                                      | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         903 | PA      | $568.14        | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7346                                                                                                 | CUSIP: 3138WHEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559330 | PA      | $536947.56     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $88360.22      | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ9317                                                                                                 | CUSIP: 3138E2K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      362072 | PA      | $344066.74     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      180000 | PA      | $172385.94     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5857                                                                                                   | CUSIP: 36196HQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22811 | PA      | $21131.96      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#FS2473                                                                                                   | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71178 | PA      | $69590.67      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4 5.816% 05/25/2065 144A                                                                 | CUSIP: 10570QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7888090 | PA      | $7888521.13    | 0.02%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                                                 | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2480189 | PA      | $2214631.85    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 5.5% 11/25/2035                                                                                    | CUSIP: 225470FA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5007 | PA      | $1720.11       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.3% 08/15/2031                                                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $2256937.60    | 0.01%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#AL9776                                                                                                 | CUSIP: 3138ER2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1584516 | PA      | $1436646.81    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      645000 | PA      | $586026.81     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                                                           | AG TRUST 2024-NLP TSFR1M+201.564 07/15/2041 144A                                                                                 | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850994 | PA      | $2850994.10    | 0.01%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      260000 | PA      | $265838.82     | 0.00%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2047#BH4576                                                                                                 | CUSIP: 3140GTCN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61521 | PA      | $58999.52      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $25504.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                                                    | ENCINO ACQUISITION PARTNERS HOLDINGS LLC 8.5% 05/01/2028 144A                                                                    | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      304000 | PA      | $311815.81     | 0.00%             | 2028-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SCG COML MTG TR 2025-DLFN                                                                                   | SCG COML MTG TR 2025-DLFN TSFR1M+295 03/15/2035 144A                                                                             | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199000 | PA      | $193898.97     | 0.00%             | 2035-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: JPY/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-4624.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOLP TR 2021-NYC                                                                                            | DOLP TR 2021-NYC 2.956% 05/10/2041 144A                                                                                          | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8810000 | PA      | $7711729.54    | 0.02%             | 2041-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED LLC TR 2006 CB5                                                                    | SECURITIZED AB LLC TR 06 CB5 TSFR1M+39.448 06/25/2036                                                                            | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1923028 | PA      | $1287469.76    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      759279 | PA      | $702925.16     | 0.00%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#FM8205                                                                                                 | CUSIP: 3140XCDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2952223 | PA      | $2439715.25    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AI1360                                                                                                 | CUSIP: 3138AEQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75945 | PA      | $76324.70      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.875%/VAR 02/01/2055                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      280000 | PA      | $290058.02     | 0.00%             | 2055-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.5% 12/01/2049                                                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $732469.94     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/GBP settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $25173.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                                                    | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      770000 | PA      | $770702.24     | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 03/01/2040#FM6134                                                                                                   | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44419 | PA      | $41352.04      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032                                                                                       | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29936.90      | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                                                         | STUDIO CITY FIN LTD 5% 01/15/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      900000 | PA      | $813082.50     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                                                     | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $468500.06     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5% 02/21/2030                                                                                           | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     1330000 | PA      | $1350589.34    | 0.00%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                                            | KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A                                                                                      | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      440000 | PA      | $464728.66     | 0.00%             | 2034-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 10/01/2045#AL7413                                                                                                 | CUSIP: 3138EQGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1274844 | PA      | $1198929.16    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                                                    | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10210608.90   | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                                                 | ROBLOX CORP 3.875% 05/01/2030 144A                                                                                               | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $260426.35     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TR                                                                                   | MARS 2005-PO 3PO PO 0% 5/35                                                                                                      | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         231 | PA      | $175.30        | 0.00%             | 2035-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 1.841% 09/21/2028 REGS                                                                                    | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     2400000 | PA      | $2576018.12    | 0.01%             | 2028-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                                                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9800000 | PA      | $8772894.44    | 0.02%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD7533                                                                                                   | CUSIP: 3133B5LN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13851 | PA      | $12928.11      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.25% 06/01/2031                                                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $487844.28     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3742000 | PA      | $2389957.70    | 0.01%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                                                  | GREAT CDN GAMING CORP 8.75% 11/15/2029 144A                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |      285000 | PA      | $276737.57     | 0.00%             | 2029-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX                                                                            | BENEFIT STREET PARTNERS CLO XXIX AR TSFR3M+118 01/25/2038 144A                                                                   | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $499750.00     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-3 TR                                                                                     | BANC AMER FDG 2007-3 TA8 TSFR1M+29.448 04/25/2037                                                                                | CUSIP: 059515AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1242771 | PA      | $1008507.39    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.441300 06/24/54 EUR                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      269000 | NC      | $-9332.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     1460000 | PA      | $1700878.57    | 0.00%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHACP 2024-17A                                                                                              | OHACP 2024-17A A TSFR3M+132 01/18/2038 144A                                                                                      | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9030000 | PA      | $9047030.58    | 0.02%             | 2038-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                                                              | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     5270000 | PA      | $3655543.88    | 0.01%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2052#MA7938                                                                                                   | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7840846 | PA      | $7017459.43    | 0.02%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      584901 | PA      | $587006.24     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     7030000 | NC      | $12799.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2554020.51    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC                                                                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.21% 09/01/2031                                                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $479222.91     | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 5.127% 07/29/2029 144A                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $301744.07     | 0.00%             | 2029-07-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS4269                                                                                                   | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70878 | PA      | $56015.79      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                                           | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1512111.00    | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#RA2976                                                                                                 | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2933674 | PA      | $2431720.44    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A2                                                                                | CHASE 2007-A2 2A1 CSTR 7/37                                                                                                      | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6434 | PA      | $6197.86       | 0.00%             | 2035-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS4393                                                                                                   | CUSIP: 3140XK3B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1211691 | PA      | $1042648.23    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      447000 | PA      | $441736.98     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 4.858%/VAR 09/11/2030                                                                            | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     9595000 | PA      | $9501295.42    | 0.02%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.4% 03/15/2030                                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1351630.93    | 0.00%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.572%/VAR 06/03/2031                                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5801000 | PA      | $5196500.65    | 0.01%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                                                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6888014.28    | 0.02%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 3.93% 02/17/2041 144A                                                                          | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $446879.36     | 0.00%             | 2041-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.85% 08/01/2029                                                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       52000 | PA      | $47808.85      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#MA4564                                                                                                   | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11346703 | PA      | $9683945.60    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA PTE LTD                                                                               | CONTINUUM ENERGY AURA PTE LTD 9.5% 02/24/2027 REGS                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      900000 | PA      | $922833.42     | 0.00%             | 2027-02-24      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   198200000 | NC      | $-87524.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/36 #888342                                                                                                          | CUSIP: 31410F5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81576 | PA      | $84727.99      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2052#SD4958                                                                                                   | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74675 | PA      | $58316.35      | 0.00%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                                             | YALE UNIVERSITY 2.402% 04/15/2050                                                                                                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1217516.83    | 0.00%             | 2050-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 7/42 #MA1125                                                                                                          | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23485 | PA      | $22369.37      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                                                                 | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150993 | PA      | $149897.16     | 0.00%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BE2789                                                                                                   | CUSIP: 3140FNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24644 | PA      | $22968.84      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 8 LTD                                                                                  | DIAMETER CAPITAL CLO 8 LTD A1A TSFR3M+140 10/20/2037 144A                                                                        | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1102633.40    | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN TERM 2LN 11/22/2032                                                                                                     | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       60000 | PA      | $60675.00      | 0.00%             | 2032-11-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2046#BA1210                                                                                                 | CUSIP: 3140E5KY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16299 | PA      | $14793.13      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.447%/VAR 01/12/2027 144A                                                                               | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201651.49     | 0.00%             | 2027-01-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#BX0098                                                                                                   | CUSIP: 3140N4DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361140 | PA      | $352633.31     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      243775 | PA      | $242509.81     | 0.00%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                                                   | JETBLUE 2020-1 CLASS A PASS THROUGH TRUST 4% 05/15/2034                                                                          | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141107 | PA      | $129648.85     | 0.00%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                                                  | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                                                    | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      245000 | PA      | $243818.56     | 0.00%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A                                                                                | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2986464 | PA      | $3012228.03    | 0.01%             | 2036-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $25060.51      | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2013-133 IB 3% 04/32                                                                                                         | CUSIP: 3136AHQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4367 | PA      | $14.40         | 0.00%             | 2032-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                                               | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                                                       | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3484000 | PA      | $3473182.18    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.8% 03/08/2029                                                                                               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1267264.56    | 0.00%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                                           | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60907.92      | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                                                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                                                               | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14663857 | PA      | $14799880.46   | 0.04%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F062671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5900000 | PA      | $-6053028.30   | -0.01%            | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.282% 01/09/2028 144A                                                                                              | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      430000 | PA      | $425487.90     | 0.00%             | 2028-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8733000 | PA      | $8845217.22    | 0.02%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 5.85% 09/01/2043                                                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      153000 | PA      | $131079.60     | 0.00%             | 2043-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.89 04/21/26                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -2400000 | NC      | $-77033.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2061#BF0584                                                                                                 | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205335 | PA      | $194736.63     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR 3.77782% 04/25/2061 144A                                                                                       | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7630529 | PA      | $6463936.11    | 0.02%             | 2061-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.85% 02/15/2034                                                                                             | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      460000 | PA      | $453712.32     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #778681                                                                                                         | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       81315 | PA      | $77809.20      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2037#SB8136                                                                                                 | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1032642 | PA      | $906913.18     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2348                                                                                                   | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1645827 | PA      | $1299682.27    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/42                                                                                                                  | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28655000 | PA      | $11884091.59   | 0.03%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 4.75% 01/14/2050                                                                                   | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      400000 | PA      | $275468.00     | 0.00%             | 2050-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AT0162                                                                                                 | CUSIP: 3138WMFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492184 | PA      | $427749.11     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                                                                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 B2 CSTR 09/25/2067 144A                                                                | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $106500.55     | 0.00%             | 2067-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3.0% 07/01/2035#MA2320                                                                                                 | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14982 | PA      | $14181.57      | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC                                                                   | OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC A TSFR3M+133 01/21/2038 144A                                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250320.25     | 0.00%             | 2038-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                                                 | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $813160.82     | 0.00%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 5.5% 07/01/2030                                                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1494040.29    | 0.00%             | 2030-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ6318                                                                                                 | CUSIP: 3140KSAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2890295 | PA      | $2549227.25    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 1D 0% 11/29/2050 144A                                                                               | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3398024.00    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+38.448 07/25/2037 144A                                                                        | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45689 | PA      | $41957.34      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                                           | BDS 2025-FL14 LLC AS TSFR1M+157.139 10/21/2042 144A                                                                              | CUSIP: 072921AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3122414.51    | 0.01%             | 2042-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.96% 09/01/2033#BS3020                                                                                                | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248670 | PA      | $200078.12     | 0.00%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                             | FOUNDATION FINANCE TRUST 2024-2 B 4.93% 03/15/2050 144A                                                                          | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99204.30      | 0.00%             | 2050-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 6/41 #005082                                                                                                       | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      729717 | PA      | $717443.65     | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 3.65% 04/15/2029                                                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19503.59      | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.25% 06/01/2030                                                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      351000 | PA      | $305737.76     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773365                                                                                                          | CUSIP: 36176Q6A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8380 | PA      | $7773.91       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.436%/VAR 02/24/2043                                                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       42000 | PA      | $31047.41      | 0.00%             | 2043-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.7% 04/01/2028                                                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $1722664.39    | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XI LTD / MIDOCEAN CR CLO XI LLC                                                             | MIDOCEAN CR CLO XI LTD / MIDOCEAN CR CLO XI LLC A1R2 TSFR3M+121 01/18/2036 144A                                                  | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250053.00     | 0.00%             | 2036-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A                                                               | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3983000 | PA      | $3969621.10    | 0.01%             | 2033-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 08/45#AL8626                                                                                                        | CUSIP: 36184FSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      329307 | PA      | $290598.01     | 0.00%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                                        | AREIT 2025-CRE10 LTD A TSFR1M+138.794 12/17/2029 144A                                                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133000 | PA      | $132210.72     | 0.00%             | 2029-12-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2045#MA3104                                                                                                   | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      254346 | PA      | $225119.17     | 0.00%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 10/20/2038#004930                                                                                                     | CUSIP: 36202FPP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3458 | PA      | $3627.86       | 0.00%             | 2038-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2051#MA7766                                                                                                     | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8744090 | PA      | $7028278.24    | 0.02%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      750000 | PA      | $764678.25     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $828520.56     | 0.00%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1626                                                                                                 | CUSIP: 3138WAYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      650020 | PA      | $635511.55     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 7.5% 10/14/2032 144A                                                                                        | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      217000 | PA      | $244191.61     | 0.00%             | 2032-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#RA6025                                                                                                   | CUSIP: 3133KMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2414936 | PA      | $1891941.05    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7008                                                                                                        | CUSIP: 36193SYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49405 | PA      | $44494.78      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                                                     | NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034                                                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10810000 | PA      | $10916385.64   | 0.03%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH5581                                                                                                          | CUSIP: 3138A7FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      355312 | PA      | $349222.37     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                                                  | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      470000 | PA      | $410612.31     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TR 2022-MH1                                                                                | CASCADE MH ASSET TRUST 2022-MH1 STEP 08/25/2054 144A                                                                             | CUSIP: 14732KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      414723 | PA      | $334059.51     | 0.00%             | 2054-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP                                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1750000 | PA      | $1692781.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-1                                                                             | ANGEL OAK MORTGAGE TRUST 2025-1 5.691% 01/25/2070 144A                                                                           | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-CBDO         | CORP              | US        |      617684 | PA      | $618735.25     | 0.00%             | 2070-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.022% 03/21/2030 144A                                                                                       | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $945748.82     | 0.00%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2037#FS7773                                                                                                   | CUSIP: 3140XPT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189227 | PA      | $172120.82     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 8.5% 07/15/2031                                                                                               | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       12000 | PA      | $12812.59      | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 6.875% 07/15/2033 144A                                                                                           | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      210000 | PA      | $219979.60     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 5.55% 03/15/2054                                                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      311000 | PA      | $291418.64     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/42 #Q12052                                                                                                  | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140405 | PA      | $129976.77     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                                              | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                                                            | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65483 | PA      | $64616.62      | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 6.17072% 12/10/2041 144A                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4302000 | PA      | $4400020.21    | 0.01%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI TSFR1M+335 01/15/2039 144A                                                                                        | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2430009.25    | 0.01%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.65% 03/01/2052                                                                                                     | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       45000 | PA      | $32221.61      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AI5633                                                                                                 | CUSIP: 3138AKHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18680 | PA      | $18736.38      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2048#MA5079                                                                                                   | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32495 | PA      | $31363.96      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 2.893% 09/15/2051                                                                                         | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       38000 | PA      | $22763.12      | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC A TSFR1M+91.544 096 04/15/2026 144A                                                                     | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160041 | PA      | $159940.73     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.9025 04/14/26                                                                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5100000 | NC      | $165071.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                                              | NEW YORK and PRESBYTERIAN HOSP 4.063% 08/01/2056                                                                                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      390000 | PA      | $291384.83     | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3                                                           | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028                                                               | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2701900 | PA      | $2718554.03    | 0.01%             | 2028-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2696                                                                                                 | CUSIP: 3138X17J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39426 | PA      | $38430.51      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                                            | LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A                                                                                   | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99000 | PA      | $98591.42      | 0.00%             | 2039-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD8288                                                                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41524 | PA      | $40350.97      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3164296 | PA      | $3150388.74    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0454                                                                                                 | CUSIP: 3140QKQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15319585 | PA      | $12621797.08   | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                                                      | PT PERTAMINA (PERSERO) 3.1% 08/27/2030 144A                                                                                      | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $182000.00     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3 3.19% 09/20/2048 144A                                                                                            | CUSIP: 42771AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       51280 | PA      | $44494.88      | 0.00%             | 2048-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.875% 10/01/2031 144A                                                                                                   | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1186172.42    | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A                                                                                 | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      390312 | PA      | $362323.00     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                                                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                                                     | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4738878 | PA      | $4738659.77    | 0.01%             | 2032-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                                              | OMAN SULTANATE 5.625% 01/17/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      575000 | PA      | $580139.06     | 0.00%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 2.8% 06/15/2050                                                                                              | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       21000 | PA      | $12721.20      | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VII DAC                                                                                          | AURIUM CLO VII DAC A 3MEUR+83 05/15/2034 144A                                                                                    | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |     1400000 | PA      | $1578855.49    | 0.00%             | 2034-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.9025 04/14/26                                                                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5100000 | NC      | $153253.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      265000 | PA      | $267547.18     | 0.00%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-1A PASS THRU TR                                                                       | UNITED AIRLS INC 2019-1A PASS THRU TR 4.55% 02/25/2033                                                                           | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38208 | PA      | $35162.55      | 0.00%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2045#AY9334                                                                                                 | CUSIP: 3138YPLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83443 | PA      | $80622.79      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                                            | GENUINE PARTS CO 4.95% 08/15/2029                                                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2471901.46    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.65% 03/15/2033                                                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      808000 | PA      | $830161.72     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       23000 | PA      | $15534.81      | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.25% 11/25/2061                                                               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      791026 | PA      | $666780.42     | 0.00%             | 2061-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 06/20/30 ISPIM B                                                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1050000 | NC      | $1400.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1280                                                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3824307 | PA      | $3148454.12    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040                                                                                   | CUSIP: 3137BJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       84009 | PA      | $82967.42      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 3/35 #735288                                                                                                          | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      460418 | PA      | $463046.32     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 3.25% 12/01/2049                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      315000 | PA      | $217822.16     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $12752.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24546                                                                                                 | CUSIP: 3132M4WF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49725 | PA      | $47056.41      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.2% 06/01/2028                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3256018.53    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 01/20/2045                                                                                     | CUSIP: 38379FBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6609 | PA      | $6336.90       | 0.00%             | 2045-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#BQ6913                                                                                                   | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18442738 | PA      | $14385258.28   | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047                                | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25913000 | PA      | $21767719.68   | 0.05%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 4.75% 06/15/2033                                                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      165000 | PA      | $161822.72     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2048#BD0532                                                                                                     | CUSIP: 3617BFSV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80345 | PA      | $79185.55      | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2035#SB8078                                                                                                 | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2979451 | PA      | $2627861.99    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 12/33 #745944                                                                                                         | CUSIP: 31403DWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20023 | PA      | $20129.09      | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST                                                                                         | CSMC 2021-RPL2TRUST 2% 01/25/2060 144A                                                                                           | CUSIP: 12656TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5879666 | PA      | $5096752.86    | 0.01%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                                           | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984878 | PA      | $1027219.55    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                                                         | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                                                      | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150491 | PA      | $133372.65     | 0.00%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2047#MA3073                                                                                                 | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239104 | PA      | $229601.76     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 04/01/2031                                                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2353000 | PA      | $2395503.58    | 0.01%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2254077.17    | 0.01%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                                                  | CHUBB CORP 6% 05/11/2037                                                                                                         | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $138428.96     | 0.00%             | 2037-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.25% 06/01/2030                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      970000 | PA      | $862627.80     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #737111                                                                                                          | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19280 | PA      | $18954.42      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-2                                                                               | SEQUOIA MORTGAGE TRUST 2025-2 A5 VAR 03/25/2055 144A                                                                             | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2289117 | PA      | $2285531.85    | 0.01%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#MA1711                                                                                                 | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33102 | PA      | $32485.40      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                                                 | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1568191 | PA      | $1159917.64    | 0.00%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5% 01/15/2035                                                                                                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $996140.45     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 4.625% 06/01/2030 144A                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      822000 | PA      | $768110.42     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.716% 09/14/2028                                                                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      405000 | PA      | $419229.09     | 0.00%             | 2028-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #783281                                                                                                          | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9244 | PA      | $9085.63       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                                      | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      455000 | PA      | $467478.83     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.75% 01/15/2054                                                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      650000 | PA      | $623238.95     | 0.00%             | 2054-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#CB1801                                                                                                   | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4694537 | PA      | $3707197.26    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                                           | SERVICE EXPERTS ISSUER 2024-1 LLC 6.39% 11/20/2035 144A                                                                          | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      168648 | PA      | $170885.76     | 0.00%             | 2035-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#BM2002                                                                                                   | CUSIP: 3140J6GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2931533 | PA      | $2736810.55    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.4% 06/15/2033                                                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      812000 | PA      | $835475.62     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLT XCIII LLC                                                                                              | VOLT XCIII LLC 21 NPL2 A1 1.8925% 02/27/2051 144A                                                                                | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106109 | PA      | $105991.19     | 0.00%             | 2051-02-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                                                      | MONGOLIA GOVERNMENT OF 8.65% 01/19/2028 REGS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $208050.00     | 0.00%             | 2028-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9382                                                                                                   | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1855799 | PA      | $1894535.51    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AB3419                                                                                                 | CUSIP: 31416YYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49453 | PA      | $48582.31      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS4758                                                                                                   | CUSIP: 36193PJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40838 | PA      | $36779.61      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT C TSFR1M+443.9 03/15/2026 144A                                                                                    | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321000 | PA      | $324347.42     | 0.00%             | 2041-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.167% 09/25/2064 144A                                                                       | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4318472 | PA      | $4286426.83    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                                            | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1380578 | PA      | $1253996.84    | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 09/15/2059                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9237000 | PA      | $6069451.19    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 9/41 #G06719                                                                                                          | CUSIP: 3128M8YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      862013 | PA      | $848054.46     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                                                       | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $279525.40     | 0.00%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 TR 2.358% 09/17/2038 144A                                                                               | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1763000 | PA      | $1684696.71    | 0.00%             | 2038-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36729                                                                                                   | CUSIP: 31307TPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28314 | PA      | $27474.64      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 4.5% 08/15/2028 144A                                                                                                  | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      297000 | PA      | $291586.61     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2045#G61462                                                                                                   | CUSIP: 31335BTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229028 | PA      | $217653.86     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 08/01/2043#G08540                                                                                                 | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      247684 | PA      | $221768.72     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      320000 | NC      | $54559.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 5.6% 06/01/2029                                                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      636000 | PA      | $653493.56     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE1526                                                                                                 | CUSIP: 3140FLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159418 | PA      | $144391.40     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 05/31/2028                                                                                                       | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6857000 | PA      | $6353171.23    | 0.02%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA MTG TR                                                                                       | DBSG 2024-ALTA A MTG TR VAR 06/10/2037 144A                                                                                      | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121211 | PA      | $122987.86     | 0.00%             | 2037-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.474%/VAR 10/25/2034                                                                                  | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      610000 | PA      | $663642.14     | 0.00%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                             | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $359665.55     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6506                                                                                                   | CUSIP: 3133KNGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159718 | PA      | $125128.07     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.0% 12/20/2042#AA5872                                                                                                   | CUSIP: 36178DQZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      392005 | PA      | $355556.69     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 2.4% 01/11/2032 144A                                                                                | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1670601.35    | 0.00%             | 2032-01-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                                    | BEAR STEARNS ALT-A TRUST 2004-8 M2 STEP 09/25/2034                                                                               | CUSIP: 07386HKV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020933 | PA      | $981346.19     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.75% 03/31/2028 144A                                                                    | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10009644.60   | 0.02%             | 2028-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                                            | ASMODEE GROUP AB FRN 3MEUR+375 12/15/2029 144A                                                                                   | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |      470588 | PA      | $538435.75     | 0.00%             | 2029-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.25% 06/30/2029                                                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1914487.73    | 0.00%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.835500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2169000 | NC      | $-14770.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4026                                                                                                   | CUSIP: 3133BDPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93592 | PA      | $85861.95      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2053#BY0439                                                                                                 | CUSIP: 3140NGPZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2168274 | PA      | $2160098.91    | 0.01%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1694427.38    | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                                                  | CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031                                                                                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      387589 | PA      | $387251.97     | 0.00%             | 2031-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.9% 08/05/2052                                                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      215000 | PA      | $171683.90     | 0.00%             | 2052-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 11/20/2044#MA2372                                                                                                   | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      800293 | PA      | $759254.04     | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.25% 03/15/2030                                                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4498207.57    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 3.625% 03/27/2032 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      814000 | PA      | $681220.32     | 0.00%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A                                                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      851000 | PA      | $896142.15     | 0.00%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2042#G07239                                                                                                   | CUSIP: 3128M9LU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61155 | PA      | $55365.05      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 6.5% 05/15/2027 144A                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      403000 | PA      | $407776.36     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9275                                                                                                   | CUSIP: 3133AGJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3645228 | PA      | $2853514.96    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                                         | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $312427.02     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        9165 | NC      | $6240805.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#CA7323                                                                                                   | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3165550 | PA      | $2516599.07    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 3% 03/04/2053 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     9943973 | PA      | $9828266.39    | 0.02%             | 2053-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 5.16% 05/28/2031 144A                                                                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      280000 | PA      | $285392.67     | 0.00%             | 2031-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -231135000 | PA      | $-179662298.72 | -0.43%            | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                                    | ENEL SPA 3.375%/VAR PERP REGS                                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      335000 | PA      | $380356.19     | 0.00%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      840000 | PA      | $862719.17     | 0.00%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.542%/VAR 09/19/2030                                                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15438000 | PA      | $15247952.35   | 0.04%             | 2030-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1462550.74    | 0.00%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                                                 | PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030                                                                                    | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $272321.29     | 0.00%             | 2030-04-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                                               | NORDSTROM INC 4.375% 04/01/2030                                                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      718000 | PA      | $647807.89     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FDG I                                                                                         | PRICOA GLOBAL FDG I 4.4% 08/27/2027 144A                                                                                         | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6189710.73    | 0.01%             | 2027-08-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8713868 | PA      | $8724760.71    | 0.02%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                                                 | KEDRION SPA 6.5% 09/01/2029 144A                                                                                                 | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      989000 | PA      | $951255.17     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2002-T16 A2 7 7/42                                                                                                          | CUSIP: 31392FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        8375 | PA      | $8707.81       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552554                                                                                                         | CUSIP: 36213EZT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119403 | PA      | $114502.95     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2074000 | PA      | $1609561.05    | 0.00%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#FS7820                                                                                                   | CUSIP: 3140XPVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13356617 | PA      | $10509932.17   | 0.03%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-112 ST INVF 1/40                                                                                                        | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        5045 | PA      | $448.82        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC                                                                                          | PROVIDUS CLO V DAC A 3MEUR+80 02/15/2035 144A                                                                                    | CUSIP: N/A<br>LEI: 6354008C72YCMAEWD258       | Long             | ABS-CBDO         | CORP              | IE        |     7500000 | PA      | $8474590.03    | 0.02%             | 2035-02-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 04/01/2042#MA1028                                                                                                 | CUSIP: 31418AEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19414 | PA      | $18440.87      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BM5261                                                                                                   | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      962509 | PA      | $897974.86     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                                         | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                                                       | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      254000 | PA      | $202773.00     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                              | HALLIBURTON CO 4.75% 08/01/2043                                                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5903.45       | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD B1R TSFR3M+170 10/19/2037 144A                                                                          | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250717.25     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X D SONIO+390 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      105000 | PA      | $141541.50     | 0.00%             | 2037-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.2% 07/01/2029                                                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3117652.27    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD6419                                                                                                   | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16605233 | PA      | $17024487.21   | 0.04%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#RA6926                                                                                                   | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      624760 | PA      | $535354.23     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1730158.00    | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 M1 6.083 10/40                                                                                                       | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18146 | PA      | $18172.48      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 04/01/2038#FM7607                                                                                                   | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21118 | PA      | $20239.46      | 0.00%             | 2038-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5% 03/01/2032 144A                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    14950000 | PA      | $15000274.31   | 0.04%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                                                     | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                                                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250060.75     | 0.00%             | 2034-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR 2025-1 A1 3% 05/25/2035 144                                                              | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4439999 | PA      | $4016238.39    | 0.01%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                                  | PROGRESS RESIDENTIAL TRUST 21-SFR11 E1 3.378% 01/17/2039 144A                                                                    | CUSIP: 74333XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3727911.60    | 0.01%             | 2039-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-A                                                                                 | NELNET STUDENT LN TR 2025-AA A1B SOFR30A+110 03/15/2057 144A                                                                     | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      993289 | PA      | $986021.35     | 0.00%             | 2057-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6562                                                                                                 | CUSIP: 3140HLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34478 | PA      | $33010.92      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2021-1                                                                        | ECMC GROUP STUDENT LOAN TRUST 2021-1 SOFR30A+68.448 11/25/2070 144A                                                              | CUSIP: 26833RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      511313 | PA      | $504153.81     | 0.00%             | 2070-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                                                      | GENESYS TERM B 1LN 01/30/2032                                                                                                    | CUSIP: 39479UAY9<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      122516 | PA      | $122078.25     | 0.00%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+106.448 01/15/2026 144A                                                                | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $301864.38     | 0.00%             | 2036-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B4 2LN 01/20/2029                                                                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      145017 | PA      | $137132.56     | 0.00%             | 2029-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    13100000 | NC      | $-3331.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2041#MA4312                                                                                                 | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      322729 | PA      | $283763.93     | 0.00%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2045#BA2343                                                                                                   | CUSIP: 3140E6S94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58122 | PA      | $54406.94      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TR                                                                                           | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 1.841% 10/25/2066 144A                                                               | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8010738 | PA      | $7239606.02    | 0.02%             | 2066-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 3.55% 03/10/2051                                                                                                | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1000000 | PA      | $672000.00     | 0.00%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                                           | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5670000 | PA      | $5662317.15    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                                                         | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      278000 | PA      | $174239.35     | 0.00%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HPS LN MGMT 2024-20 LTD/LLC                                                                                 | HPS LN MGMT 2024-20 LTD/LLC B1 TSFR3M+185 07/25/2037 144A                                                                        | CUSIP: 40443WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001500.00    | 0.00%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                                         | OBX 2024-HYB2 TRUST VAR 04/25/2053 144A                                                                                          | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      399259 | PA      | $389473.47     | 0.00%             | 2053-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.972%/VAR 05/16/2029                                                                                               | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15067525.20   | 0.04%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 04/30/2027                                                                                                       | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   138537000 | PA      | $138109483.13  | 0.33%             | 2027-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 16 LTD                                                                                         | GENERATE CLO 16 LTD B TSFR3M+185 07/20/2037 144A                                                                                 | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500938.00     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7566000 | PA      | $7617483.98    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                                | ACRISURE TERM B1 1LN 02/16/2027                                                                                                  | CUSIP: 00488PAT2<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      407488 | PA      | $406616.33     | 0.00%             | 2027-02-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2079                                                                                                          | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      693270 | PA      | $661481.96     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2054#RJ2412                                                                                                 | CUSIP: 3142GSVE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      576467 | PA      | $576815.72     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q41602                                                                                                 | CUSIP: 3132WEX80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10719 | PA      | $9741.49       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2044#AL5426                                                                                                   | CUSIP: 3138ENA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575112 | PA      | $515558.93     | 0.00%             | 2044-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4.687% 06/09/2025                                                                                             | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179981.31     | 0.00%             | 2025-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONT INC                                                                               | OWENS BROCKWAY GLASS CONT INC 6.625% 05/13/2027 144A                                                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      236000 | PA      | $236118.71     | 0.00%             | 2027-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AE6394                                                                                                          | CUSIP: 31419HC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      279419 | PA      | $274754.26     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MTG TR                                                                                       | BBCMS 2016-ETC E CSTR 08/14/36                                                                                                   | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4012448.85    | 0.01%             | 2036-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2024-8                                                                                     | ANGEL OAK MORTGAGE TRUST 2024-8 5.338% 05/27/2069 144A                                                                           | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100395 | PA      | $2092361.79    | 0.01%             | 2069-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 01/01/2037#932030                                                                                                 | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134674 | PA      | $140807.39     | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      398943 | PA      | $326486.69     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.7% 10/04/2026                                                                                                 | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      273000 | PA      | $265705.18     | 0.00%             | 2026-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      680000 | PA      | $610844.00     | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 04/20/2053#MA8796                                                                                                     | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2009528 | PA      | $1764012.53    | 0.00%             | 2053-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.556000 04/02/2054                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1838000 | NC      | $10973.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#CB7099                                                                                                   | CUSIP: 3140QS3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2603723 | PA      | $2551138.96    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36893                                                                                                      | CUSIP: 3132QTUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      188554 | PA      | $171536.80     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2043#AT5907                                                                                                   | CUSIP: 3138WTR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109066 | PA      | $103886.02     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -107090000 | PA      | $-108130143.75 | -0.26%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5438000 | PA      | $5501523.78    | 0.01%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2023-B                                                                              | NISSAN AUTO LEASE TRUST 2023-B 5.61% 11/15/2027                                                                                  | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $270976.75     | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3456318.93    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2254541 | PA      | $2256740.15    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.35% 09/08/2026                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2061584.58    | 0.00%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      496000 | PA      | $334133.43     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.4% 06/01/2041                                                                                   | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $145303.95     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                                               | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                                                              | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142322 | PA      | $142543.77     | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                                                          | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1128768.49    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2049#MA6038                                                                                                     | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      593247 | PA      | $521184.09     | 0.00%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                                               | PARKLAND CORP 6.625% 08/15/2032 144A                                                                                             | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      905000 | PA      | $907008.20     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716358 | PA      | $647491.45     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 20 LTD                                                                                            | AIMCO CLO 20 LTD B1 TSFR3M+220 10/16/2036 144A                                                                                   | CUSIP: 00901QAC6<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $501282.00     | 0.00%             | 2036-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                                             | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                                                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4233000 | PA      | $4218967.61    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A                                                                        | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134000 | PA      | $133691.72     | 0.00%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK and WHARF FAC REV                                                            | PORT BEAUMONT T 10% 7/1/2026                                                                                                     | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      475000 | PA      | $486003.38     | 0.00%             | 2026-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 4/45#Q32729                                                                                                            | CUSIP: 3132QPA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      609241 | PA      | $542589.27     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                         | EMERA US FINANCE LP 2.639% 06/15/2031                                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1149510.24    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                                              | EG GROUP TERM B2 1LN 02/07/2028                                                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |        4975 | PA      | $4985.90       | 0.00%             | 2028-02-07      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#U93155                                                                                                 | CUSIP: 3132QDE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15661 | PA      | $14183.91      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8600000 | PA      | $6777875.00    | 0.02%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                                                                        | GRIFOLS WORLDWIDE OPERATIONS TERM B 1LN 11/15/2027                                                                               | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242745 | PA      | $241805.52     | 0.00%             | 2027-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                                              | JPMCC 2021-MHC VAR 04/15/2038 144A                                                                                               | CUSIP: 466330AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   164060500 | PA      | $164.06        | 0.00%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 06/01/2041#MA4366                                                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2269324 | PA      | $1989767.29    | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 11% 11/15/2029 144A                                                                                        | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2704243 | PA      | $3067735.55    | 0.01%             | 2029-11-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO VII-R LTD                                                                                   | SOUND POINT CLO VII-R LTD A1R TSFR3M+133.161 10/23/2031 144A                                                                     | CUSIP: 83610HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4925074 | PA      | $4927438.44    | 0.01%             | 2031-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                             | UNITED GROUP BV 3.625% 02/15/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2221235.42    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R08                                                                            | CONNECTICUT AVE SECS TR 2022-R08 1B1 SOFR30A+560 07/25/2042 144A                                                                 | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1611174.30    | 0.00%             | 2042-07-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $7643.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 5.75% 01/30/2040                                                                                           | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       93000 | PA      | $90420.01      | 0.00%             | 2040-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 10/01/2034#CA4265                                                                                                   | CUSIP: 3140QBW38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2151404 | PA      | $2051491.43    | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                                                          | BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.3% 06/15/2034 144A                                                          | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |       12225 | PA      | $11287.10      | 0.00%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.25% 04/01/2046                                                                                                  | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      140000 | PA      | $114436.19     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 CHG MTG TR 4.37% 02/25/2029 144A                                                                                 | CUSIP: 30311NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339771 | PA      | $300037.67     | 0.00%             | 2029-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: IFS 1.514000 15/05/2027 CPT                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3635458 | NC      | $-22752.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.75% 02/01/2030                                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      366000 | PA      | $356809.56     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON 75 LTD                                                                                              | OCTAGON 75 LTD A1 TSFR3M+120 01/22/2038 144A                                                                                     | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250059.00     | 0.00%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#CA2045                                                                                                 | CUSIP: 3140Q9HX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1660444 | PA      | $1599126.42    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.875% 08/08/2054                                                                                               | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2600000 | PA      | $2453100.00    | 0.01%             | 2054-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M4 A2 3.042% 03/25/28                                                                                                   | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234118 | PA      | $226644.83     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 04/30/2032                                                                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114019000 | PA      | $112896625.47  | 0.27%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2047#BE8498                                                                                                 | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55575 | PA      | $53453.34      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2043#AL7855                                                                                                   | CUSIP: 3138EQWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366963 | PA      | $328331.67     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2086                                                                                                          | CUSIP: 31416XJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273978 | PA      | $261668.82     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2040#AD4085                                                                                                 | CUSIP: 31418RRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26908 | PA      | $27045.05      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                                                 | MSBAM 2016-C28 3.272% 01/15/49                                                                                                   | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3302603 | PA      | $3274061.53    | 0.01%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      460000 | PA      | $542180.78     | 0.00%             | 2033-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 2.35% 09/15/2031                                                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $214508.36     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 3.436% 05/17/2026 144A                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1475957.55    | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                            | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                                                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1104172.56    | 0.00%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#CA0257                                                                                                 | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125190 | PA      | $113937.40     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2042#AL5788                                                                                                 | CUSIP: 3138ENNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335288 | PA      | $336996.47     | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054                                                              | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $6363471.32    | 0.02%             | 2054-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                                                          | DOMINION ENERGY SOUTH CAROLINA INC 5.45% 02/01/2041                                                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      285000 | PA      | $274172.00     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37406                                                                                                   | CUSIP: 31307UGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62547 | PA      | $60566.33      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                                                | NEW GOLD INC 6.875% 04/01/2032 144A                                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      405000 | PA      | $413714.39     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 02/20/2051#MA7192                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6380743 | PA      | $5128680.07    | 0.01%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                                                | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025                                                                                      | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113545.00     | 0.00%             | 2025-06-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE SEP25 G U5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         -12 | NC      | $-20144.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 03/01/2036#CA9439                                                                                                 | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2977572 | PA      | $2764018.39    | 0.01%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                           | CI FINL CORP 7.5% 05/30/2029 144A                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2097342.54    | 0.01%             | 2029-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                                           | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309854 | PA      | $324942.19     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                                                                 | TRIMAS CORP 4.125% 04/15/2029 144A                                                                                               | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      266000 | PA      | $250362.55     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                                                               | HEIMSTADEN AB 4.375% 03/06/2027 REGS                                                                                             | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      800000 | PA      | $872686.89     | 0.00%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MTG TR                                                                                       | BWAY 2013-1515 MTG TR VAR 03/10/2033 144A                                                                                        | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $125941.46     | 0.00%             | 2033-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                         | XEROX HOLDINGS CORP 8.875% 11/30/2029 144A                                                                                       | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      180000 | PA      | $121289.90     | 0.00%             | 2029-11-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                                    | PMT LOAN TRUST 2024-INV1 A3 5.5% 10/25/2059 144A                                                                                 | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4748900 | PA      | $4675440.05    | 0.01%             | 2059-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                                                | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22866000 | PA      | $20241001.26   | 0.05%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2053#FS5088                                                                                                 | CUSIP: 3140XLUN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      353351 | PA      | $316953.15     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7% 06/15/2038                                                                                                | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      161000 | PA      | $178394.16     | 0.00%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RFMSI SERIES 2006-SA4 TRUST                                                                                 | RFMSI SERIES 2006-SA4 2A1 TRUST VAR 11/25/2036                                                                                   | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64485 | PA      | $51646.33      | 0.00%             | 2036-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/EUR settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $256949.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2042#Q06232                                                                                                 | CUSIP: 3132GRHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154494 | PA      | $146945.93     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#MA1328                                                                                                 | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59096 | PA      | $54517.10      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                                               | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.35% 06/21/2027 144A                                                              | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67073 | PA      | $67121.19      | 0.00%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2051                                                                                     | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1602615 | PA      | $274523.48     | 0.00%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q12215                                                                                                 | CUSIP: 3132HNN88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11516 | PA      | $10909.32      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A2 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621000 | PA      | $574137.60     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A                                                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $204146.05     | 0.00%             | 2028-02-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22847000 | PA      | $17668049.12   | 0.04%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9183                                                                                                   | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19239 | PA      | $17327.20      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/44#G60201                                                                                                      | CUSIP: 31335AGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59339 | PA      | $57611.56      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.85% 12/15/2027                                                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      970000 | PA      | $998401.18     | 0.00%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR 2007-NCW                                                                         | MABS 2007-NCW A1 TSFR1M+41.448 5/37                                                                                              | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1030496 | PA      | $893196.80     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                                                                                  | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     8400000 | PA      | $8424696.00    | 0.02%             | 2028-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X B TSFR1M+ 12/15/2034 144A                                                                                          | CUSIP: 55284DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $396766.76     | 0.00%             | 2034-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD0861                                                                                                   | CUSIP: 3132DM5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      269384 | PA      | $231465.38     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2044#G08587                                                                                                 | CUSIP: 3128MJUM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62882 | PA      | $61169.32      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#Q25157                                                                                                 | CUSIP: 3132M5ME9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65065 | PA      | $63292.60      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      915000 | PA      | $830183.71     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 2.75% 11/18/2030                                                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1957000 | PA      | $1703177.51    | 0.00%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XI LTD                                                                                  | OHA CREDIT PARTNERS XI LTD A1R2 TSFR3M+146 04/20/2037 144A                                                                       | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752020.50     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 10/25/2054                                                                            | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1148053 | PA      | $1141469.07    | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2910.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 08/15/2041                                                                                                               | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5739205 | PA      | $2528766.21    | 0.01%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2411                                                                                                 | CUSIP: 3140QMVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16066544 | PA      | $13187007.66   | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE TRUST SERIES 2008-CIM2                                                                         | PHH MORTGAGE TRUST SERIES 2008-CIM2 6% 07/25/2038                                                                                | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1140 | PA      | $1026.20       | 0.00%             | 2038-07-25      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      635000 | PA      | $590403.51     | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                                                 | PIMCO Income Instl                                                                                                               | CUSIP: 72201F490<br>LEI: Y52315K7L96R2YWLTM72 | Long             | EC               | RF                | US        |   107135311 | NS      | $1137777005.43 | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN CO LTD                                                                                                  | NBN CO LTD 4% 10/01/2027 144A                                                                                                    | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     7200000 | PA      | $7118682.62    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 TR                                                    | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 3A1 TR STEP 05/25/2036                                                     | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      151972 | PA      | $132771.56     | 0.00%             | 2036-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                                     | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      415000 | PA      | $422858.03     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2028#FS3865                                                                                                   | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1096682 | PA      | $1068078.45    | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031                                                                                      | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $288243.52     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2054#FS7274                                                                                                   | CUSIP: 3140XPCL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3939148 | PA      | $3825126.16    | 0.01%             | 2054-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                                                     | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1402127.84    | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053                                 | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $519316.25     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026                                                                                     | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94855.68      | 0.00%             | 2026-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 6.05% 08/15/2056                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      600000 | PA      | $601223.93     | 0.00%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2792                                                                                                    | CUSIP: 3617XXC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      861562 | PA      | $904269.39     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.898% 06/25/2027                                                                                 | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2879136 | PA      | $2787577.56    | 0.01%             | 2027-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.505%/VAR 10/22/2028                                                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3333140.11    | 0.01%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                                                   | BSPDF 2025-FL2 ISSUER LLC FL2 A TSFR1M+152.4 12/15/2042 144A                                                                     | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      105000 | PA      | $104803.16     | 0.00%             | 2042-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.375% 06/15/2035                                                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      650000 | PA      | $653029.01     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 12/15/2026                                                                                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3153800 | PA      | $3170800.94    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7111                                                                                                 | CUSIP: 3138WG3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      708910 | PA      | $679896.48     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2A MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3746900 | PA      | $7286.22       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.75% 03/12/2054                                                                                                 | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      983000 | PA      | $871645.76     | 0.00%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HOME MORTGAGE TRUST                                                                               | COMM 2018-HOME MORTGAGE TRUST 3.815% 04/10/2033 144A                                                                             | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      699201 | PA      | $673694.43     | 0.00%             | 2033-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.831%/VAR 04/19/2035                                                                                             | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1853883.78    | 0.00%             | 2035-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                                              | WALT DISNEY CO 3.6% 01/13/2051                                                                                                   | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      800000 | PA      | $574470.77     | 0.00%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                                         | HILTON GRAND VACATIONS TRUST 2020-A 6.42% 02/25/2039 144A                                                                        | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       53839 | PA      | $54120.11      | 0.00%             | 2039-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.5% 04/15/2028                                                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4900333.72    | 0.01%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                               | RCKT MORTGAGE TRUST 2024-CES3 VAR 05/25/2044 144A                                                                                | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      776844 | PA      | $785767.91     | 0.00%             | 2044-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 4.375% 02/02/2052                                                          | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1620000 | PA      | $1219283.12    | 0.00%             | 2052-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 4% 10/15/2033 144A                                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $14685.60      | 0.00%             | 2033-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.05630 11/18/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -6100000 | NC      | $-38109.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 2.125% 01/15/2035                                                                                                       | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19340000 | PA      | $19739947.47   | 0.05%             | 2035-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                                                     | AMER WATER CAP CORP 3.45% 06/01/2029                                                                                             | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17283.53      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9701                                                                                                          | CUSIP: 3138EEX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41952 | PA      | $39840.93      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2052#SD8278                                                                                                   | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1493908 | PA      | $1517621.71    | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 3.95% 07/15/2030 144A                                                                                                   | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     9327000 | PA      | $8704446.72    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGICEL MIDCO LTD / DIFL US II LLC                                                                          | DIGICEL MIDCO LTD / DIFL US II LLC PIK VAR 11/25/2028                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LC        |     2259992 | PA      | $2189367.25    | 0.01%             | 2028-11-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                                    | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A                                                             | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3001248.36    | 0.01%             | 2027-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1378614.03    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-11 LTD                                                                                         | OCP CLO 2016-11 LTD A1R2 TSFR3M+142 04/26/2036 144A                                                                              | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250100.25     | 0.00%             | 2036-04-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#BU5834                                                                                                   | CUSIP: 3140M7PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      628993 | PA      | $492773.73     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      195000 | PA      | $167602.67     | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      155000 | PA      | $138426.73     | 0.00%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A1 TSFR1M+79.448 10/25/2035                                                                                    | CUSIP: 12667G4S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1136117 | PA      | $639360.40     | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 4.05% 09/15/2049                                                                                         | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       77000 | PA      | $57222.75      | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16673                                                                                                 | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      381148 | PA      | $342353.52     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6.65% 04/01/2036                                                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1683217.00    | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2 A 1.9% 08/15/2033 144A                                                                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $491959.47     | 0.00%             | 2033-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 5.5% 02/04/2035                                                                                          | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2790000 | PA      | $2868120.00    | 0.01%             | 2035-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAP I TR 2017-ASHF G TSFR1M+7.19700 11/15/2034 144A                                                               | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14000 | PA      | $13159.86      | 0.00%             | 2034-11-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2031#AS8511                                                                                                 | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1042259 | PA      | $996938.08     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS8 TR                                                                                        | RALI SERIES 2007-QS8 TRUST 6% 06/25/2037                                                                                         | CUSIP: 74922UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      715353 | PA      | $562751.90     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 07/25/2070                                                                                                 | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286000 | PA      | $268904.98     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2042#AO2993                                                                                                 | CUSIP: 3138LTKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      656385 | PA      | $608513.12     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 10/01/2041#AL4242                                                                                                 | CUSIP: 3138ELWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201165 | PA      | $202176.31     | 0.00%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.25% 03/01/2052                                                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      398000 | PA      | $324033.29     | 0.00%             | 2052-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LTD                                                                                  | THAMES WATER UTILITIES LTD 0% 03/22/2027 144A                                                                                    | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |        4026 | PA      | $4627.16       | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TA CA 6.263% 4/1/49                                                                                                     | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3265000 | PA      | $3357245.39    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 10/41 #AJ4047                                                                                                         | CUSIP: 3138AVP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229943 | PA      | $218973.63     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02189                                                                                                 | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25424 | PA      | $25576.68      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                                    | UNITED STATES STEEL CORP 6.875% 03/01/2029                                                                                       | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      167000 | PA      | $168455.74     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 X VAR 02/25/2063 144A                                                                               | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9143243 | PA      | $5485.95       | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16802093 | PA      | $16812594.15   | 0.04%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                                                 | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                                                     | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      645615 | PA      | $647097.55     | 0.00%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      465000 | PA      | $471515.12     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WTR SERVICES FIN LTD                                                                               | SOUTHERN WTR SERVICES FIN LTD 2.375% 05/28/2028 REGS                                                                             | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |      490000 | PA      | $574721.56     | 0.00%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 4.697% 06/15/2042                                                                                       | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28599 | PA      | $27278.09      | 0.00%             | 2042-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                                                  | HERTZ CORP 4.625% 12/01/2026 144A                                                                                                | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      372000 | PA      | $328510.48     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                                          | CROSS 2024-H6 MORTGAGE TRUST 5.129% 09/25/2069 144A                                                                              | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7366711 | PA      | $7303910.00    | 0.02%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK98 TR 0% 08/29/2029 144A                                                                                        | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2368616 | PA      | $1750603.82    | 0.00%             | 2029-08-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                                           | DARKTRACE TERM 1LN 10/09/2031                                                                                                    | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      230000 | PA      | $229816.00     | 0.00%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                                                 | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2361243 | PA      | $1952805.24    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7.5% 05/20/2032#005020                                                                                                   | CUSIP: 36202FSH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1207 | PA      | $1256.69       | 0.00%             | 2032-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST                                                                                        | AMSR 2021-SFR1 TRUST 2.153% 06/17/2038 144A                                                                                      | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3692998.00    | 0.01%             | 2038-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/01/2041#BR1090                                                                                                 | CUSIP: 3140KYF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      398788 | PA      | $350884.68     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.75% 11/01/2031                                                                                          | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2992502.55    | 0.01%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-7A                                                                                                | CIFC 2021-7A B TSFR3M+186.161 01/23/2035 144A                                                                                    | CUSIP: 12567HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3800000 | PA      | $3803446.60    | 0.01%             | 2035-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2 6.97% 06/15/2049 144A                                                                            | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1959689 | PA      | $2023905.40    | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2046#AT7652                                                                                                   | CUSIP: 36194GQD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57738 | PA      | $53668.64      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2043#AR4159                                                                                                 | CUSIP: 3138W1TR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      508072 | PA      | $482626.85     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2040#MA4045                                                                                                   | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900197 | PA      | $770091.98     | 0.00%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                                             | BANK 2023-BNK45 5.203% 02/15/2056                                                                                                | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1299511.46    | 0.00%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: IFS 1.528500 5/15/2027 CPT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -11512739 | NC      | $-75635.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                                           | IRB INFRASTRUCTURE DEVELOP LTD 7.11% 03/11/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $890855.64     | 0.00%             | 2032-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                                               | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3028 | PA      | $3108.63       | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                                                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7455000 | PA      | $7615339.38    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                                                            | NEW YORK MORTGAGE TRUST 2021-SP1 4.6696% 08/25/2061 144A                                                                         | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3372854 | PA      | $3356194.16    | 0.01%             | 2061-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.467% 12/08/2028 144A                                                                            | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      333000 | PA      | $342645.66     | 0.00%             | 2028-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2933 ZM 5.75% 02/15/2035                                                                                                     | CUSIP: 31395MT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      256924 | PA      | $254338.29     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034 144A                                                                                 | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4100000 | PA      | $3983119.37    | 0.01%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 2.4% 12/15/2031                                                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $878422.73     | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2035#SB8504                                                                                                 | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3747203 | PA      | $3493674.61    | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2048#BK9556                                                                                                   | CUSIP: 3140HPTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71552 | PA      | $66575.49      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.449%/VAR 06/11/2035                                                                                              | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      725000 | PA      | $726455.76     | 0.00%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                                            | AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050                                                                                 | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       83000 | PA      | $67081.16      | 0.00%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $822483.11     | 0.00%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE6344                                                                                                         | CUSIP: 31419HBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44467 | PA      | $43699.26      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.458% 10/01/2062                                                                                                     | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      515000 | PA      | $416606.31     | 0.00%             | 2062-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                                   | BELLIS ACQUISITION CO PLC 8.125% 05/14/2030 REGS                                                                                 | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      190000 | PA      | $238716.74     | 0.00%             | 2030-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.3% 10/22/2027 144A                                                                                    | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10960642.77   | 0.03%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD7512                                                                                                   | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12096622 | PA      | $10509200.80   | 0.03%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST                                                                                        | PRPM 2022-INV1 A2 TRUST CSTR 04/25/2067 144A                                                                                     | CUSIP: 69377EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638336 | PA      | $610569.55     | 0.00%             | 2067-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041                                                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      620000 | PA      | $432664.84     | 0.00%             | 2041-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   111203000 | PA      | $110440325.34  | 0.27%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | NY *PORT AUTH-TXB-165TH 5.647% 11/01/40                                                                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      240000 | PA      | $247089.77     | 0.00%             | 2040-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      808000 | PA      | $803609.97     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9056                                                                                                   | CUSIP: 3133KRBZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      607498 | PA      | $590673.26     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    24510000 | PA      | $18049164.00   | 0.04%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC                                                                         | OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A                                                               | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4087000 | PA      | $4084731.72    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2031                                                                                     | CUSIP: 3133TSBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         515 | PA      | $526.53        | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.875% 08/04/2026                                                                                            | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      176000 | PA      | $174398.40     | 0.00%             | 2026-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2A MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3133863 | PA      | $6866.61       | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 2.5% 05/15/2031                                                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $1589741.81    | 0.00%             | 2031-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 6.5% 12/15/2032                                                                                                      | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       20000 | PA      | $22198.82      | 0.00%             | 2032-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD8267                                                                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34951 | PA      | $34018.28      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $951891.60     | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                | NEWMONT CORP 2.8% 10/01/2029                                                                                                     | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     6665000 | PA      | $6261037.22    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/46#BC1354                                                                                                      | CUSIP: 3140EVQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168447 | PA      | $153358.83     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC8512                                                                                                         | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215262 | PA      | $211806.90     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      300000 | PA      | $260279.91     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                                             | CGCMT 2015-GC33 XA CSTR 09/58                                                                                                    | CUSIP: 29425AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11383083 | PA      | $5708.62       | 0.00%             | 2058-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F052664<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -625849098 | PA      | $-619786622.96 | -1.49%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                                       | AECOM 5.125% 03/15/2027                                                                                                          | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1173969.53    | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD                                                                                     | REGATTA XVI FUNDING LTD A1R TSFR3M+120 01/15/2033 144A                                                                           | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12656489 | PA      | $12664664.96   | 0.03%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                                                                             | DAA FINANCE PLC 1.554% 06/07/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 635400KLDJPEGQCL6H42       | Long             | DBT              | CORP              | IE        |     3200000 | PA      | $3530068.63    | 0.01%             | 2028-06-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | VENDE 1996-2 1Z 6.75 6/26                                                                                                        | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         682 | PA      | $687.45        | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.2% 06/15/2028                                                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      791000 | PA      | $740567.03     | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XVIII LTD                                                                                      | SYMPHONY CLO XVIII LTD A1R3 TSFR3M+110 07/23/2033 144A                                                                           | CUSIP: 87154GEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4177664 | PA      | $4170165.43    | 0.01%             | 2033-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-7                                                                              | VERUS SECURITIZATION TRUST 2024-7 B1 6.496% 09/25/2069 144A                                                                      | CUSIP: 924925AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      299000 | PA      | $293996.03     | 0.00%             | 2069-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                                          | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                                                        | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $136163.66     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 2025-1A A2 5.036% 03/25/2055 144A                                                                          | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3470000 | PA      | $3379845.93    | 0.01%             | 2055-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $183117.40     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 8% 07/18/2027                                                                                         | CUSIP: 31359PW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         192 | PA      | $196.26        | 0.00%             | 2027-07-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4127389.14    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                                            | UNIV CA MED CTR 4.563% 5/15/2053                                                                                                 | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      875000 | PA      | $720696.20     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.746% 10/01/2026                                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $175627.86     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                                    | ENGIE SA 4.25% 09/06/2034 REGS                                                                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $476458.54     | 0.00%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                                                    | ORLEN SA 6% 01/30/2035 144A                                                                                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      352000 | PA      | $355744.93     | 0.00%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-3 LTD                                                                                   | INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A                                                                           | CUSIP: 46148HAB4<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |     4204000 | PA      | $4197576.29    | 0.01%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7325                                                                                                 | CUSIP: 3138WHD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575153 | PA      | $551363.65     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2035#QN2586                                                                                                   | CUSIP: 3133G82T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20063851 | PA      | $18293952.10   | 0.04%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                                          | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                                                              | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      310000 | PA      | $277669.73     | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2052#MA4738                                                                                                 | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1927924 | PA      | $1919451.06    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                                      | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                                          | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $5084841.45    | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.025 04/23/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    13900000 | NC      | $574438.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028                                                                                     | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501828.72     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 B3 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $160050.09     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                                                    | TURNING POINT BRANDS INC 7.625% 03/15/2032 144A                                                                                  | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      125000 | PA      | $131439.50     | 0.00%             | 2032-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044                                                            | CUSIP: 3136AHTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       65312 | PA      | $7082.22       | 0.00%             | 2044-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN                                                                                          | COREVEST AMERICAN FINANCE 2018-1 E TRUST VAR 06/15/2051 144A                                                                     | CUSIP: 21872BAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034000 | PA      | $2984991.49    | 0.01%             | 2051-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.71% 09/01/2030#AN9293                                                                                                | CUSIP: 3138LNKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      733284 | PA      | $704950.71     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS1836                                                                                                 | CUSIP: 3140XHBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5896633 | PA      | $4876659.65    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 10/01/2036#BU1080                                                                                                   | CUSIP: 3140M2FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1149119 | PA      | $1045955.72    | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.9% 05/01/2049                                                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      985000 | PA      | $690358.15     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 5.705%/VAR 03/01/2030 144A                                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $412176.63     | 0.00%             | 2030-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/43#MA0784                                                                                                          | CUSIP: 36179M2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      103291 | PA      | $98615.19      | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2009-12                                                                                 | CITIGROUP MTG LN TR 2009-12 11.151088% 07/25/2037 144A                                                                           | CUSIP: 173097AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355799 | PA      | $162992.50     | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2042#MA1283                                                                                                 | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17339 | PA      | $16009.37      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#RA8208                                                                                                   | CUSIP: 3133KQDM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35734 | PA      | $34780.20      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2022-2                                                                                | THEOREM FUNDING TRUST 2022-2 6.06% 12/15/2028 144A                                                                               | CUSIP: 88339FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       20530 | PA      | $20547.07      | 0.00%             | 2028-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                                   | CARPENTER TECHNOLOGY CORP 6.375% 07/15/2028                                                                                      | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      209000 | PA      | $209847.08     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/48#CA1199                                                                                                        | CUSIP: 3140Q8KM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5306 | PA      | $4960.61       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                                             | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                                            | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $100586.99     | 0.00%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNW 2003-W4 2A 5.805% 10/42                                                                                                      | CUSIP: 31393AP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1335 | PA      | $1342.07       | 0.00%             | 2042-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1453160.85    | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.5% 06/15/2041                                                                                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       57000 | PA      | $56053.84      | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                             | ANGEL OAK MORTGAGE TRUST 2024-1 5.21% 08/25/2068 144A                                                                            | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-CBDO         | CORP              | US        |       68094 | PA      | $67604.95      | 0.00%             | 2068-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 1.35% 07/15/2027                                                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188427.06     | 0.00%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) | CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) 3.1% 12/15/2050 144A | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165933 | PA      | $155300.09     | 0.00%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2045#Q33871                                                                                                 | CUSIP: 3132QQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225426 | PA      | $198216.29     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                              | CSMC 2021-BHAR TSFR1M+126.448 11/15/2038 144A                                                                                    | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      228000 | PA      | $226860.00     | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 5.5% 07/01/2028 144A                                                                                    | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      118000 | PA      | $116274.38     | 0.00%             | 2028-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 06/20/2063#CU1091                                                                                                   | CUSIP: 3618BJF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      550883 | PA      | $532945.54     | 0.00%             | 2063-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 SA VAR 02/25/2063 144A                                                                    | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12964 | PA      | $12404.07      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $631465.31     | 0.00%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 07/03/2025                                                                                                          | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       61000 | PA      | $60778.44      | 0.00%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5493                                                                                                   | CUSIP: 3133BFC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23353 | PA      | $21796.52      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+9122.171 04/25/2038                                                                       | CUSIP: 31398TJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        9700 | PA      | $1827.68       | 0.00%             | 2038-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                                                      | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      410000 | PA      | $404242.78     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2037#RC2467                                                                                                   | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      379920 | PA      | $346762.37     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.7% 09/15/2047                                                                                              | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      315000 | PA      | $230102.30     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                                               | CSMC 2021-ADV A TSFR1M+151.448 07/15/2038 144A                                                                                   | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $451552.25     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                                                  | LCM 31 LTD AR TSFR3M+128 07/20/2034 144A                                                                                         | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4498708.50    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.25% 04/01/2033#BS1636                                                                                                | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1272605 | PA      | $1076447.32    | 0.00%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#FS8226                                                                                                 | CUSIP: 3140XQD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1845717 | PA      | $1918433.21    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 02/15/2041                                                                                     | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16190700 | PA      | $16098994.90   | 0.04%             | 2041-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 7% 12/01/2025                                                                                                      | CUSIP: 172967AQ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32297.49      | 0.00%             | 2025-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AR6381                                                                                                 | CUSIP: 3138W4CT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14190 | PA      | $12824.74      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2054#DC3051                                                                                                   | CUSIP: 3140AQL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8692008 | PA      | $8418680.53    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                                                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     4662000 | PA      | $4393779.29    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-AUTO RECEIVABLES TR 2023-1                                                                         | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027                                                                        | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3295968 | PA      | $3294502.16    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                                           | ARES TR 2024-IND2 A TSFR1M+144.3 10/15/2034 144A                                                                                 | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $680425.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BHMS 2018-ATLS                                                                                              | BHMS 2018-ATLS A TSFR1M+129.7 07/15/2035 144A                                                                                    | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453000 | PA      | $453035.70     | 0.00%             | 2035-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                                                            | ATLAS SENIOR LOAN FUND XXIII LTD B TSFR3M+200 07/20/2037 144A                                                                    | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |    14000000 | PA      | $14044338.00   | 0.03%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 03/31/2028                                                                                                       | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2036400 | PA      | $1894567.92    | 0.00%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO3740                                                                                                 | CUSIP: 3138LUEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13508 | PA      | $13217.17      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 8.875% 11/15/2038                                                                                 | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       19000 | PA      | $24590.98      | 0.00%             | 2038-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 01/01/2032#G16177                                                                                                   | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      581376 | PA      | $551265.82     | 0.00%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 4.85% 03/15/2035                                                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      334000 | PA      | $321433.65     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                                            | BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A                                                                           | CUSIP: 05530SAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      509681 | PA      | $504743.67     | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-VIS1                                                                          | JP MORGAN MORTGAGE TRUST 2025-VIS1 6.412% 08/25/2055 144A                                                                        | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $220014.76     | 0.00%             | 2055-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT 3.1935% 02/25/2030                                                                                | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      926068 | PA      | $879305.26     | 0.00%             | 2030-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2054#MA9963                                                                                                   | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9002215 | PA      | $8506127.20    | 0.02%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+598.552 12/20/2034                                                                         | CUSIP: 38374KGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        9781 | PA      | $822.32        | 0.00%             | 2034-12-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.9% 01/07/2035                                                                                         | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      128000 | PA      | $126279.83     | 0.00%             | 2035-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $34099.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                                                     | CAN 10YR BOND FUT SEP25 CNU5                                                                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          55 | NC      | $42076.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2050#SD8080                                                                                                   | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37956285 | PA      | $29807385.43   | 0.07%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A                                                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      725000 | PA      | $706897.48     | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2049#BN6567                                                                                                 | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34653 | PA      | $31126.97      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 7% 11/15/2032 144A                                                                                                 | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      215000 | PA      | $199657.60     | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                                       | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                                                      | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $345143.19     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | IRO EUR 10Y C 2.32 L 06/09/25 BRC                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $-276.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                              | SALESFORCE INC 2.7% 07/15/2041                                                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      480000 | PA      | $335644.86     | 0.00%             | 2041-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      500000 | PA      | $490625.00     | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.915%/VAR 01/24/2029                                                                                      | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11174000 | PA      | $11271638.86   | 0.03%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN TR 06 FF13                                                                            | FIRST FRANKLIN MTG LN TRO6FF13 STEP 10/25/2036                                                                                   | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33913 | PA      | $21285.64      | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2018-1                                                                                            | GOODGREEN 2018-1 VAR 10/15/2053 144A                                                                                             | CUSIP: 38218GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      102189 | PA      | $93250.95      | 0.00%             | 2053-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                                 | NETFLIX INC 4.375% 11/15/2026                                                                                                    | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165304.52     | 0.00%             | 2026-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD                                                                                       | WILDWOOD PARK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                               | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249731.50     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELM FOR FIRMENICH INTERN                                                                                    | ELM FOR FIRMENICH INTERN 3.75%/VAR PERP REGS                                                                                     | CUSIP: N/A<br>LEI: 724500DHUNQ9NF3A7D24       | Long             | EP               | CORP              | NL        |      290000 | PA      | $328776.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                                                      | CEDAR FDG XVII CLO LTD A TSFR3M+185 07/20/2036 144A                                                                              | CUSIP: 15033PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4739000 | PA      | $4748558.56    | 0.01%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 3.95% 01/15/2028                                                                                  | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1478161.31    | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                                                     | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2920000 | PA      | $2855760.00    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.3% 01/15/2029                                                                                     | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1341000 | PA      | $1343205.95    | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                                               | BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A                                                                    | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3908000 | PA      | $3909524.12    | 0.01%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.976%/VAR 11/05/2030                                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      655000 | PA      | $606100.67     | 0.00%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS8103                                                                                                   | CUSIP: 36193UAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34784 | PA      | $31316.23      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | CDX.O P 0.75 IG44 5Y V1 I 06/18/25 RBC                                                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |    -8900000 | NC      | $-1535.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9278                                                                                                   | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      589605 | PA      | $600990.57     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#MA3149                                                                                                   | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1405876 | PA      | $1311614.61    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2052#MA8202                                                                                                     | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2857149 | PA      | $2783090.75    | 0.01%             | 2052-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+738.552 12/25/2031                                                                        | CUSIP: 31392BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2919 | PA      | $257.13        | 0.00%             | 2031-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.64159 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4500000 | NC      | $312223.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2050#MA4157                                                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2416618 | PA      | $1792746.12    | 0.00%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 2.8% 02/15/2030                                                                                         | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1138812.38    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 2.125% 10/15/2050                                                                                                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       43000 | PA      | $22278.97      | 0.00%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#SD8227                                                                                                   | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1801729 | PA      | $1655166.72    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7945000 | PA      | $7895343.75    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                                                                              | MASSACHUSETTS ST TRANSN FD REVBUILD AMERICA BONDS-RECOVERY ZONE ECON DEV BONDS                                                   | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $151618.88     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                                                         | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      555000 | PA      | $555492.41     | 0.00%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 04/01/2053#SD8315                                                                                                   | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7897525 | PA      | $7669541.19    | 0.02%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                                                          | KONTOOR BRANDS INC 4.125% 11/15/2029 144A                                                                                        | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36801.77      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 02/25/2044                                                                                    | CUSIP: 31393YV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       58525 | PA      | $366.44        | 0.00%             | 2044-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#SD8246                                                                                                   | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7918596 | PA      | $7686293.15    | 0.02%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH2689                                                                                                          | CUSIP: 3138A37B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86326 | PA      | $84876.57      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049                                                                                     | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      829181 | PA      | $759632.91     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021                                                                             | VERUS SECURITIZATION TRUST 2021 3.203% 06/25/2066 144A                                                                           | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $68888.11      | 0.00%             | 2066-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 3.3% 05/15/2050 144A                                                                          | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $799861.07     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6416                                                                                                   | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1876382 | PA      | $1623110.54    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE TERM B 1LN 07/01/2031                                                                                                  | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      604552 | PA      | $405720.89     | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1065000 | PA      | $1028911.97    | 0.00%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.3% 04/01/2053                                                                                            | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32557.52      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.874%/VAR 11/18/2035                                                                                          | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1140000 | PA      | $1129685.95    | 0.00%             | 2035-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1209156.02    | 0.00%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2043                                                                                                            | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1570738 | PA      | $606650.98     | 0.00%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1911.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2053#CB7240                                                                                                   | CUSIP: 3140QTBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      381480 | PA      | $387774.01     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8334                                                                                                   | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737427 | PA      | $623313.68     | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUITY ONE ABS INC                                                                                          | EQABS 2003-3 M2 5.459 12/33                                                                                                      | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      836576 | PA      | $707409.80     | 0.00%             | 2033-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 08/36#MA2707                                                                                                        | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60525 | PA      | $56932.17      | 0.00%             | 2036-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                                                    | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $798702.43     | 0.00%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2046#MA3936                                                                                                     | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      824212 | PA      | $728986.18     | 0.00%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VII LTD                                                                                  | PARK BLUE CLO 2025-VII LTD A1 TSFR3M+122 04/25/2038 144A                                                                         | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499122.00     | 0.00%             | 2038-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TR 2015-R2                                                                  | MORGAN STANLEY RESECURITIZATION TR 2015-R2 1B 12MTA+71 12/27/2046 144A                                                           | CUSIP: 61690HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      923048 | PA      | $823007.83     | 0.00%             | 2046-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SSGA ACTIVE ETF TR                                                                                          | SSGA Active Trust: SPDR DoubleLine Total Return Tactical ETF                                                                     | CUSIP: 78467V848<br>LEI: 5493007QJU53DW46ZK83 | Long             | EC               | RF                | US        |    10668758 | NS      | $423869755.34  | 1.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052                                                                                  | CUSIP: 3137H5WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3078144 | PA      | $2689260.62    | 0.01%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS SA                                                                                   | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                                                   | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |      620000 | PA      | $609700.93     | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                                                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2497000 | PA      | $2392590.94    | 0.01%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     6209000 | PA      | $5389026.11    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM3 TR                                                                                            | MFA 2024-NQM3 M1 TR VAR 12/25/2069 144A                                                                                          | CUSIP: 55287GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470588 | PA      | $1478588.59    | 0.00%             | 2069-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                                                    | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159349.87     | 0.00%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA 5.803% 09/29/2028                                                                                                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $520350.59     | 0.00%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                                                          | PRPM 2025-RCF1 A1 LLC VAR 02/25/2055 144A                                                                                        | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      963519 | PA      | $945221.02     | 0.00%             | 2055-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 04/15/2049#BM1819                                                                                                   | CUSIP: 3617JSAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69081 | PA      | $68235.98      | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 1.625% 01/15/2031                                                                                                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      974000 | PA      | $815739.53     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AJ5385                                                                                                         | CUSIP: 3138AW6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241365 | PA      | $229603.78     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/40 #AE8843                                                                                                         | CUSIP: 31419KZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43688 | PA      | $42914.54      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 05/01/2041#Q00557                                                                                                 | CUSIP: 3132GDTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50757 | PA      | $51058.13      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A                                                                    | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5714000 | PA      | $5862050.31    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                                                                                | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                                                                     | CUSIP: 65106FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100271 | PA      | $1089297.49    | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2043#AG8740                                                                                                     | CUSIP: 36182DV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      254983 | PA      | $242879.88     | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.5% 06/01/2051                                                                                          | CUSIP: 29366WAB2<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       96000 | PA      | $64172.70      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8850                                                                                                   | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4138327 | PA      | $4235053.77    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                                           | KINROSS GOLD CORP 6.25% 07/15/2033                                                                                               | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     5585000 | PA      | $5887061.88    | 0.01%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.7% 02/01/2027                                                                                                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      246000 | PA      | $238220.68     | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.5% 01/15/2029 144A                                                                                                    | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2624000 | PA      | $2564145.83    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K74 MORTGAGE TRUST                                                                               | FREMF 2018-K74 MORTGAGE TRUST VAR 02/25/2051 144A                                                                                | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $285741.40     | 0.00%             | 2051-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-AA C 0% 05/20/2038 144A                                                                             | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107000 | PA      | $107568.44     | 0.00%             | 2038-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6044802.26    | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH                                               | BANCO NAC DE COM EXT SNC CAYMAN ISLAND BRH 5.875% 05/07/2030 144A                                                                | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200826.00     | 0.00%             | 2030-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2053#MA9107                                                                                                     | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30777 | PA      | $31255.45      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2053#SD8350                                                                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8723032 | PA      | $8834235.63    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                                          | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                                                        | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      470000 | PA      | $478460.00     | 0.00%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.75% 02/01/2034                                                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2547000 | PA      | $2563996.92    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.789500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-23951.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2049#FM3664                                                                                                   | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1661003 | PA      | $1546521.47    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3% 02/15/2041                                                                                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2610944.24    | 0.01%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2047#BH1623                                                                                                 | CUSIP: 3140GPYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21076 | PA      | $20238.70      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.227% 03/19/2040                                                                                               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      490000 | PA      | $429289.80     | 0.00%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A                                                      | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $236818.41     | 0.00%             | 2039-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.125% 06/01/2029                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $723190.02     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#                                                                                                       | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6014999 | PA      | $4938836.97    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.75% 01/30/2027                                                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1265802.57    | 0.00%             | 2027-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5202                                                                                                   | CUSIP: 3132DSX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6321243 | PA      | $5799138.32    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                                      | CULLIGAN TERM B 1LN 07/31/2028                                                                                                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      178220 | PA      | $177088.57     | 0.00%             | 2028-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 06/25/2032                                                                                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394946 | PA      | $356170.32     | 0.00%             | 2032-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 05/15/2048                                                                                     | CUSIP: 3137FG4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      301657 | PA      | $277746.48     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                                                  | NUVEEN LLC 5.55% 01/15/2030 144A                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $206512.38     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2047#ZM2868                                                                                                 | CUSIP: 3131XWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      308955 | PA      | $281088.82     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041                                                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29524.66      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.625% 10/01/2029 144A                                                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      353000 | PA      | $322352.36     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#MA4305                                                                                                   | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27532625 | PA      | $21535559.20   | 0.05%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.87% 06/25/2059 144A                                                                     | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101131.68     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 5% 02/01/2031 144A                                                                                           | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3263537.51    | 0.01%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   118362000 | PA      | $111740439.13  | 0.27%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 09/01/2051#QC7086                                                                                                 | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230726 | PA      | $189950.61     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 17 LLC                                                                                           | OHA CR FDG 17 LLC A TSFR3M+148 04/20/2037 144A                                                                                   | CUSIP: 67109SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      250000 | PA      | $250547.25     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY EUSA5+NA 09/15/2081                                                                                             | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1408203.77    | 0.00%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY4792                                                                                                 | CUSIP: 3140NMKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1361956 | PA      | $1355118.95    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II                                                                                           | 37 CAPITAL CLO II A1R TSFR3M+129 07/15/2034 144A                                                                                 | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4250000 | PA      | $4248733.50    | 0.01%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST                                                                                                 | SREIT TRUST TSFR1M+148.518 07 11/15/2036 144A                                                                                    | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $234118.75     | 0.00%             | 2036-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                                          | AON CORP / AON GLOBAL HOLDINGS PLC 5.35% 02/28/2033                                                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $102715.54     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL                                         | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A                                        | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $287323.96     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2042#792254                                                                                                   | CUSIP: 36177LQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31780 | PA      | $30386.44      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 4% 05/10/2046                                                                                               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $67732.64      | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                                                        | WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A                                                            | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4676485.90    | 0.01%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+663.552 06/20/2037                                                                         | CUSIP: 38376JDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3501 | PA      | $298.89        | 0.00%             | 2037-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AS5384                                                                                                   | CUSIP: 3138WE6W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127652 | PA      | $119651.28     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 E 10.21% 05/15/2030 144A                                                                                 | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $1013165.31    | 0.00%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/45#MA3173                                                                                                        | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82074 | PA      | $74455.28      | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                                                           | KEYBANK NATL ASSN 5% 01/26/2033                                                                                                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1169000 | PA      | $1130199.92    | 0.00%             | 2033-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2051#RA5746                                                                                                 | CUSIP: 3133KML37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3868611 | PA      | $3474946.52    | 0.01%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/42 #AB5423                                                                                                          | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271541 | PA      | $251439.70     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 4.375% 02/01/2030 144A                                                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      165000 | PA      | $156923.17     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#CB2886                                                                                                   | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2549334 | PA      | $2189694.05    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 6.5% 10/01/2028                                   | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $161327.68     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2038#                                                                                                         | CUSIP: 3128M6MZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33913 | PA      | $35575.65      | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 04/01/2036#MA2579                                                                                                   | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30571 | PA      | $28861.56      | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A                                                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $255000.00     | 0.00%             | 2035-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/43 #MA1012                                                                                                       | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      249331 | PA      | $228888.84     | 0.00%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.4% 02/15/2052                                                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      304000 | PA      | $198673.17     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 02/01/2029                                                                                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     3706000 | PA      | $3693931.04    | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/20/2048#MA5466                                                                                                     | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383995 | PA      | $356927.17     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLS INC 2018-1 PASS THRU TRS 3.5% 09/01/2031                                                                            | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      777571 | PA      | $728005.62     | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 2/38 #G03854                                                                                                          | CUSIP: 3128M5TK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140243 | PA      | $141169.42     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.8% 11/15/2029                                                                                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7828374.91    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | DSG TopCo                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       34138 | NS      | $485032.70     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   434860436 | PA      | $420778307.01  | 1.01%             | 2055-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5500000 | PA      | $4483573.05    | 0.01%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#FM8179                                                                                                 | CUSIP: 3140XCCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4845847 | PA      | $3966747.09    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 5.7% 03/15/2054                                                                                                   | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $238514.71     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                                          | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $138214.76     | 0.00%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.15% 05/01/2030                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4497000 | PA      | $4536425.69    | 0.01%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                                      | NY COMMERCIAL MORTGAGE TRUST 2025-299P B VAR 02/10/2035 144A                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $61252.17      | 0.00%             | 2047-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7184149 | PA      | $6969367.08    | 0.02%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A                                                                                    | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $385537.70     | 0.00%             | 2029-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/20/2051#MA7419                                                                                                     | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2218244 | PA      | $1936310.45    | 0.00%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2037#BM1257                                                                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5740963 | PA      | $5222284.04    | 0.01%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2022-CP1                                                                                         | NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A                                                                                      | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2839459 | PA      | $2621577.00    | 0.01%             | 2061-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                                | PALMER SQUARE CLO 2021-1 LTD A1AR TSFR3M+115 04/20/2038 144A                                                                     | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2996400.00    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.8% 08/03/2028                                                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13720000 | PA      | $13855270.42   | 0.03%             | 2028-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                                                | FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A                                                                                 | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        5000 | PA      | $4898.94       | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A                                                                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2206153 | PA      | $2197880.21    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#FS2041                                                                                                   | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      197046 | PA      | $153879.51     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST                                                                                        | PRET 2025-RPL1 TRUST 4% 07/25/2069 144A                                                                                          | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2111174 | PA      | $2020719.29    | 0.00%             | 2069-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479596                                                                                                         | CUSIP: 36209RXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8052 | PA      | $7726.10       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2052#SD8230                                                                                                 | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22200238 | PA      | $21026600.59   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4 LLC                                                                                          | PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A                                                                                        | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4397055 | PA      | $4289096.21    | 0.01%             | 2054-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.461% 07/12/2049                                                                                                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $341999.66     | 0.00%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2042#BM1065                                                                                                 | CUSIP: 3140J5FF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92960 | PA      | $95589.01      | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   188430700 | PA      | $116584135.52  | 0.28%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.939% 06/04/2051                                                                                     | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      186000 | PA      | $113256.75     | 0.00%             | 2051-06-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#ZM5206                                                                                                 | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10425 | PA      | $9478.04       | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       86000 | PA      | $78066.29      | 0.00%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2052#FS7176                                                                                                   | CUSIP: 3140XN6N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10271414 | PA      | $8819193.49    | 0.02%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON-2.05000 11/18/24 5Y* LCH                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1900000 | NC      | $-11342.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A                                                                  | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2689834 | PA      | $2689834.18    | 0.01%             | 2038-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                                          | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                                                  | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4360000 | PA      | $4343650.00    | 0.01%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      760000 | PA      | $763474.00     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS7496                                                                                                 | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575677 | PA      | $476998.73     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 5.4% 11/14/2034                                                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      570000 | PA      | $568351.62     | 0.00%             | 2034-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME MTG TR                                                                                                | PRIME 2004-CL1 1A1 6 2/34                                                                                                        | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         803 | PA      | $782.35        | 0.00%             | 2034-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6% 01/15/2033 144A                                                                                                 | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1207204.76    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K56 MORTGAGE TRUST                                                                               | FREMF 2016-K56 B MORTGAGE TRUST VAR 06/25/2049 144A                                                                              | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103827 | PA      | $102437.25     | 0.00%             | 2049-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#                                                                                                       | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1029975 | PA      | $847630.38     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8241000 | PA      | $8532307.57    | 0.02%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $143793.77     | 0.00%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063                                                                                | CUSIP: 38375B5N8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       99808 | PA      | $100386.41     | 0.00%             | 2063-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2037#310068                                                                                                 | CUSIP: 31374CMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26541 | PA      | $26693.50      | 0.00%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.2% 04/01/2030                                                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3966862.65    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT2724                                                                                                 | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114937 | PA      | $102906.78     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED SOFR30A+778.552 07/25/2037                                                                        | CUSIP: 3136FFGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1758 | PA      | $269.04        | 0.00%             | 2037-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                                                        | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      500000 | PA      | $481287.90     | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 0.375% 07/15/2025                                                                                                       | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5900000 | PA      | $7950598.75    | 0.02%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12872200 | PA      | $7819861.50    | 0.02%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A                                                                                    | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $100936.82     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 2.9% 12/10/2061                                                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      140000 | PA      | $79098.56      | 0.00%             | 2061-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-GC36                                                                             | CGCMT 2016-GC36 A4 3.349% 02/10/2049                                                                                             | CUSIP: 17324TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2484834.75    | 0.01%             | 2049-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU4585                                                                                                 | CUSIP: 3138X4CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31967 | PA      | $28576.86      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEALTH SYSTEM OF TEXAS                                                                           | CHILDREN'S HEALTH SYS OF TX 2.511% 08/15/2050                                                                                    | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |      360000 | PA      | $205148.84     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#AQ9328                                                                                                 | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504533 | PA      | $466728.76     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 7% 07/01/2025 144A                                                                                  | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16015.62      | 0.00%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                                                     | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                                                   | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6705712 | PA      | $6551929.15    | 0.02%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+51.448 09/25/2049                                                                         | CUSIP: 3136B5P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      675510 | PA      | $671717.66     | 0.00%             | 2049-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      490000 | PA      | $395232.94     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 02/43 #Q15871                                                                                                          | CUSIP: 3132J66H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47071 | PA      | $43986.49      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1659                                                                                                 | CUSIP: 3138X0ZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62320 | PA      | $60746.99      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 SOFR30A+240 12/25/2042 144A                                                         | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      668388 | PA      | $683219.73     | 0.00%             | 2042-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                                               | BENCHMARK 2020 MORTGAGE TRUST 1.685% 01/15/2054                                                                                  | CUSIP: 08163BBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3175000 | PA      | $2736736.97    | 0.01%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $194216.23     | 0.00%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                                           | SWEPCO STORM RECOVERY FUNDING LLC 4.88% 09/01/2041                                                                               | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8436478.83    | 0.02%             | 2041-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2050#RA2008                                                                                                   | CUSIP: 3133KHGR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206024 | PA      | $191630.65     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB8975                                                                                                   | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22427 | PA      | $17724.14      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SD8016                                                                                                   | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2060098 | PA      | $1779454.24    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                                                                | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2292000 | PA      | $2067943.96    | 0.00%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-INV1                                                                            | SEQUOIA MORTGAGE TRUST 2024-INV1 A3 5.5% 10/25/2054 144A                                                                         | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3176147 | PA      | $3127015.81    | 0.01%             | 2054-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2391942.54    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 1.777% 11/15/2030                                                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      870000 | PA      | $745765.22     | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COM MTG TR 2021                                                                               | CREDIT SUISSE COM MTG TR 2021-SOP2 A STEP 06/15/2034 144A                                                                        | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      454819 | PA      | $437115.59     | 0.00%             | 2034-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-2 LTD                                                                                          | TCW CLO 2019-2 LTD A1R2 TSFR3M+127 01/20/2038 144A                                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249500.00     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                                                 | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1522353 | PA      | $1409732.07    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR TSFR1M+44.448 12/25/2034                                                                                     | CUSIP: 17307GMC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         444 | PA      | $414.73        | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8192                                                                                                   | CUSIP: 3133BJC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17257 | PA      | $16101.64      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                                                   | CAST and CREW TERM B 1LN 12/29/2028                                                                                              | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |      213720 | PA      | $197424.17     | 0.00%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                                               | CSMC 2020-NET 2.8159% 08/15/2037 144A                                                                                            | CUSIP: 126438AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $494244.45     | 0.00%             | 2037-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 10/25/2030                                                                                    | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2318818 | PA      | $99648.64      | 0.00%             | 2030-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64822 | PA      | $44098.48      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                                             | FX Forward: USD/AUD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-489.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5% 05/15/2050                                                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8746000 | PA      | $7069923.73    | 0.02%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#MA4709                                                                                                   | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11937803 | PA      | $11619300.39   | 0.03%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 1.75% 06/15/2030                                                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25311.10      | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #735676                                                                                                          | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      362767 | PA      | $364800.89     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      127000 | PA      | $126864.43     | 0.00%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0681                                                                                                 | CUSIP: 31419AXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52047 | PA      | $51131.83      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2043#MA1510                                                                                                   | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34716 | PA      | $32959.46      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2046#AX5803                                                                                                   | CUSIP: 36196HNU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3786 | PA      | $3518.87       | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 TR                                                                                           | PRPM 2024-NQM3 A1 5.228% 08/25/2069 144A                                                                                         | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7821491 | PA      | $7764910.22    | 0.02%             | 2069-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 07/15/2026                                                                                                        | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $10060876.31   | 0.02%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 4.125% 10/15/2026                                                                                             | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19897.30      | 0.00%             | 2026-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1579376.89    | 0.00%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 3.625% 06/17/2031                                                                                             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8245000 | PA      | $7094528.81    | 0.02%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.45%/VAR 03/06/2031                                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2192000 | PA      | $2181560.99    | 0.01%             | 2031-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD                                                                                | NORTHWOODS CAPITAL XII-B LTD AR TSFR3M+119 06/15/2031 144A                                                                       | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9207136 | PA      | $9198140.96    | 0.02%             | 2031-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 07/15/2036                                                                                     | CUSIP: 31396UUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       13000 | PA      | $13014.72      | 0.00%             | 2036-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030                                                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1571773.30    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#CB7297                                                                                                 | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3224573 | PA      | $3232569.80    | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.25% 08/15/2027                                                                                                       | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $9674205.53    | 0.02%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI D TSFR1M+195 01/15/2039 144A                                                                                      | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1788150.00    | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MTG LN TR 2019-3                                                                                | RESIDENTIAL MTG LN TR 2019-3 B2 VAR 09/25/2059 144A                                                                              | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136000 | PA      | $133143.20     | 0.00%             | 2059-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.625% 01/15/2028                                                                                                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25283.52      | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#AT2887                                                                                                 | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361054 | PA      | $333509.53     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3532346 | PA      | $3499230.09    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #733919                                                                                                          | CUSIP: 3620AMK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22342 | PA      | $22443.29      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 4.75% 10/15/2030 144A                                                                                        | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       61000 | PA      | $44148.75      | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 2.9% 06/15/2052                                                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $573087.46     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/20/2052#                                                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12356075 | PA      | $9935362.06    | 0.02%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H032662<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    37216000 | PA      | $33125615.49   | 0.08%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2007-A                                                                                         | IMM 2007-A A TSFR1M+61.448 5/37                                                                                                  | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      151313 | PA      | $143127.07     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 5.5% 04/15/2027                                                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2129190.50    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                                                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     3021352 | PA      | $3398925.13    | 0.01%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 09/01/2036#MA4417                                                                                                 | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59861 | PA      | $52572.80      | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#FM3897                                                                                                   | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1944266 | PA      | $1537177.16    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/35 #735580                                                                                                          | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38272 | PA      | $38485.22      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15767                                                                                                 | CUSIP: 3132J6Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51490 | PA      | $46870.08      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP 5.375% 09/22/2027 144A                                                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $407438.05     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1789604.25    | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                                                 | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4417943 | PA      | $4386100.36    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785791                                                                                                   | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1701624 | PA      | $1413982.52    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.55% 03/15/2055                                                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1826000 | PA      | $1739591.07    | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#FS4654                                                                                                   | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2300288 | PA      | $1804997.39    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 05/01/2041#MA4333                                                                                                   | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10970102 | PA      | $9301768.66    | 0.02%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.375% 07/15/2030 144A                                                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      716000 | PA      | $671976.67     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#MA4513                                                                                                   | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12366901 | PA      | $10591357.69   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE SEP25 G U5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           2 | NC      | $189.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                                                     | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $347319.52     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      960000 | PA      | $944123.23     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                                                                    | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11157598 | PA      | $10695808.88   | 0.03%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE AMERICA LLC                                                                                  | SOLVAY FINANCE AMERICA LLC 5.65% 06/04/2029 144A                                                                                 | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2045965.48    | 0.00%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#RA4575                                                                                                 | CUSIP: 3133KLCL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      560472 | PA      | $461597.73     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A                                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3552494 | PA      | $3541392.15    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #733607                                                                                                          | CUSIP: 3620AMAG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3330 | PA      | $3272.52       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                                                      | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571063 | PA      | $570706.29     | 0.00%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                                             | AMMC CLO 27 LTD A2R TSFR3M+135 01/20/2037 144A                                                                                   | CUSIP: 00173UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4820000 | PA      | $4791253.52    | 0.01%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#BV6808                                                                                                 | CUSIP: 3140MLR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2445674 | PA      | $2316954.02    | 0.01%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV A TSFR1M+199.094 08/15/2029 144A                                                                                   | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100418.00     | 0.00%             | 2029-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                                                      | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     1197000 | PA      | $1241646.90    | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                                   | PACKAGING CORP OF AMERICA 3.05% 10/01/2051                                                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      108000 | PA      | $65575.76      | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $977867.95     | 0.00%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                                           | TELEDYNE FLIR LLC 2.5% 08/01/2030                                                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1086440.39    | 0.00%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 A4 COMMERCIAL MORTGAGE TRUST 2.253% 11/15/2054                                                                    | CUSIP: 88581EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3634140.30    | 0.01%             | 2054-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                                             | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                                                        | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2140000 | PA      | $1939334.34    | 0.00%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.18500 L 06/23/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3900000 | NC      | $-3189.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2048#MA3521                                                                                                   | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1853985 | PA      | $1724463.94    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#BE2386                                                                                                 | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88767 | PA      | $85322.17      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 7.125% 02/12/2032                                                                                             | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $195706.00     | 0.00%             | 2032-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-4553.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1100000 | NC      | $84078.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                                                  | BMO 2022-C1 MORTGAGE TRUST 3.119% 02/17/2055                                                                                     | CUSIP: 05609MCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5529172.40    | 0.01%             | 2055-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD1836                                                                                                   | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1454624 | PA      | $1142328.42    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                                                     | ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS                                                                                     | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |      733500 | PA      | $308155.45     | 0.00%             | 2026-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/46#AS6520                                                                                                      | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283230 | PA      | $257064.56     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                                      | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 4.1519% 08/15/2051                                                                        | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      628776 | PA      | $623486.73     | 0.00%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU A TSFR1M+145 12/15/2039 144A                                                    | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1930000 | PA      | $1920350.00    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 3.45% 05/15/2051                                                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      508000 | PA      | $331127.08     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: USD/EUR settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-95060.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK99 TR 0% 09/29/2029 144A                                                                                        | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447606 | PA      | $297167.68     | 0.00%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INDEPENDENCE PLAZA TR 2018-INDP                                                                             | INDEPENDENCE PLAZA TR 2018-INDP 3.763% 07/10/2035 144A                                                                           | CUSIP: 45378YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475983 | PA      | $473606.42     | 0.00%             | 2035-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 11/20/2050#MA6994                                                                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7614812 | PA      | $6120593.38    | 0.01%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/40 #737104                                                                                                          | CUSIP: 3620AQ3M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19855 | PA      | $19517.85      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TR                                                                                           | PRET 2024-RPL2 TR VAR 06/25/2064 144A                                                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5553860 | PA      | $5255466.41    | 0.01%             | 2064-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BIG RIV STL LLC / BRS FIN CORP                                                                              | BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A                                                                            | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $163189.08     | 0.00%             | 2029-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 6.798% 11/07/2028                                                                                             | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5840000 | PA      | $5964632.49    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      619000 | PA      | $580405.85     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                                                 | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139422 | PA      | $132889.20     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/15/2027                                                                                   | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1203 | PA      | $14.48         | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 TSFR1M+ 03/15/2041 144A                                                                                  | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815587 | PA      | $815331.89     | 0.00%             | 2041-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                                               | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     8331000 | PA      | $8284152.62    | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#                                                                                                       | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17095705 | PA      | $14055223.21   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.95% 04/04/2034                                                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $273241.66     | 0.00%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILOS CLO LTD                                                                                               | MILOS CLO LTD AR TSFR3M+133.161 10/20/2030 144A                                                                                  | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |     2945587 | PA      | $2947684.37    | 0.01%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 06/01/2053#RA9161                                                                                                 | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2169223 | PA      | $2167145.89    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.61% 06/01/2026#AN1497                                                                                                | CUSIP: 3138LDUX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296122 | PA      | $290419.10     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 9/40 #004801                                                                                                       | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      270131 | PA      | $265732.73     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 9/33 #739821                                                                                                          | CUSIP: 31402V4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40218 | PA      | $40432.08      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                                                        | BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054                                                                                        | CUSIP: 05493EAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8665138.00    | 0.02%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.999% 11/01/2049                                                                                                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2225.76       | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KSW4 MTG TR                                                                                      | FREMF 2018-KSW4 MORTGAGE TRUST 2.902% 10/25/2028                                                                                 | CUSIP: 302960AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3949698 | PA      | $3766141.22    | 0.01%             | 2028-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 3.55% 09/30/2049                                                                                                 | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15038.88      | 0.00%             | 2049-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 5% 10/01/2029                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      160000 | PA      | $145098.83     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.4% 06/12/2029                                                                                    | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      209000 | PA      | $213325.19     | 0.00%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1A PASS THRU TR                                                                       | UNITED AIRLS INC 2018-1A PASS THRU TR 3.7% 09/01/2031                                                                            | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25171 | PA      | $23294.47      | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2049#BM9701                                                                                                   | CUSIP: 3617K1X65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      257519 | PA      | $246385.54     | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $503236.05     | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $464508.74     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      940000 | PA      | $940116.07     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 10.75% 12/15/2030 144A                                                                                     | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3269750.00    | 0.01%             | 2030-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+81.448 02/20/2062                                                                            | CUSIP: 38375BSK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       20524 | PA      | $20678.13      | 0.00%             | 2062-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 5.443% 09/25/2039 144A                                                             | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1985051.40    | 0.00%             | 2039-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 5.65% 07/05/2044                                                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      292000 | PA      | $282325.94     | 0.00%             | 2044-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 TERM B 1LN 3/27/2032                                                                                                     | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |       45000 | PA      | $45225.00      | 0.00%             | 2032-03-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE SOFR30A+633.552 12/25/2037                                                                                            | CUSIP: 31396X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       23975 | PA      | $2236.04       | 0.00%             | 2037-12-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P X MORTGAGE TRUST VAR 08/10/2044 144A                                                                              | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $162730.26     | 0.00%             | 2044-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2019-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2019-01 M10 SOFR30A+336.448 10/25/2049 144A                                                         | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4091324 | PA      | $4115607.01    | 0.01%             | 2049-10-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6332                                                                                                   | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      897981 | PA      | $706033.49     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                                                     | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      245000 | PA      | $235025.58     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW7443                                                                                                 | CUSIP: 3140N0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3102019 | PA      | $2936816.10    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3666000 | PA      | $3531013.41    | 0.01%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.875% 04/15/2030                                                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22020000 | PA      | $21233163.96   | 0.05%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 5.625% 02/06/2035                                                                                               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1443624.59    | 0.00%             | 2035-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1750000 | PA      | $1751750.00    | 0.00%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.05% 10/01/2032#WN2305                                                                                                | CUSIP: 3132XGR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6301000 | PA      | $5681976.53    | 0.01%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                                                   | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                                                 | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $844849.32     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 09/01/2053#CB7134                                                                                                 | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2504845 | PA      | $2597267.66    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIGRE TR 2024-SL1                                                                                           | FIGRE TR 2024-SL1 5.748% 07/25/2053 144A                                                                                         | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1306261 | PA      | $1301412.30    | 0.00%             | 2053-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15786                                                                                                 | CUSIP: 3132J62U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54962 | PA      | $49469.76      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                                              | YUM BRANDS TERM B 1LN 03/15/2028                                                                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      404387 | PA      | $406914.80     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 1 LTD                                                                                        | 37 CAPITAL CLO 1 LTD AR TSFR3M+128 10/15/2034 144A                                                                               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11500000 | PA      | $11493284.00   | 0.03%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.2% 10/25/2030                                                                                   | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147877 | PA      | $139335.32     | 0.00%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                                                  | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     4273000 | PA      | $3643804.85    | 0.01%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 04/15/2047                                                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      770000 | PA      | $602373.97     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2062#BF0617                                                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1015056 | PA      | $781427.25     | 0.00%             | 2062-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5052                                                                                                   | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31060 | PA      | $30183.12      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                                              | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                                                  | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $502589.15     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 41 SENIOR LOAN FUND                                                                                  | DRYDEN 41 SENIOR LOAN FUND AR TSFR3M+123.161 04/15/2031 144A                                                                     | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       86862 | PA      | $86928.20      | 0.00%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.3% 06/01/2034                                                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      240000 | PA      | $242245.08     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 14 LTD                                                                                      | SIGNAL PEAK CLO 14 LTD A TSFR3M+130 01/22/2038 144A                                                                              | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                                                             | ANGEL OAK MORTGAGE TRUST 2025-2 A1 5.637% 02/25/2070 144A                                                                        | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1420961 | PA      | $1422134.93    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0698                                                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112204 | PA      | $110320.12     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      358000 | PA      | $361692.58     | 0.00%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2346                                                                                                   | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1932152 | PA      | $1530618.71    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2033                                                                                                            | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2471933 | PA      | $1702258.27    | 0.00%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9896                                                                                                   | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53123 | PA      | $41552.25      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                                       | PRKCM 2023-AFC1 TRUST VAR 02/25/2058 144A                                                                                        | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757000 | PA      | $752384.87     | 0.00%             | 2058-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#SD8166                                                                                                   | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5656442 | PA      | $4417304.31    | 0.01%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                                             | INVESCO CLO LTD A TSFR3M+139.161 10/22/2034 144A                                                                                 | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4148000 | PA      | $4150949.23    | 0.01%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-10 LTD                                                                                  | CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A                                                                        | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3508000 | PA      | $3509045.38    | 0.01%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 02/15/2033                                                                                                        | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   193100000 | PA      | $183890035.64  | 0.44%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                                                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11894000 | PA      | $11227532.67   | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.83% 02/01/2034#BZ0104                                                                                                | CUSIP: 3140NUDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2429000 | PA      | $2432743.09    | 0.01%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/SGD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5777.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUANCE TR 2020-2                                                                             | ONEMAIN FINL ISSUANCE TR 2020-2 2.21% 09/14/2035 144A                                                                            | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $992667.06     | 0.00%             | 2035-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.668%/VAR 07/24/2028                                                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      163000 | PA      | $159371.94     | 0.00%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                                            | EUC TERM 1LN 07/01/2031                                                                                                          | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       74789 | PA      | $72452.25      | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.35% 02/15/2030                                                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6069205.25    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN 2020-2 TR                                                                                | COREVEST AMERN FIN 2020-2 TR 3.376% 05/15/2052 144A                                                                              | CUSIP: 21872VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6899 | PA      | $6844.49       | 0.00%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2029#AL8077                                                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74277 | PA      | $73204.35      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MTG TR                                                                                        | BPR 2023-STON MTG TR 7.497% 12/05/2039 144A                                                                                      | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $315958.84     | 0.00%             | 2039-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                                        | BANK OF MONTREAL QUE 4.64%/VAR 09/10/2030                                                                                        | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      380000 | PA      | $379706.81     | 0.00%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7                                                             | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7 A11 6.64343% 06/25/2055 144A                                                     | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4469796 | PA      | $4442964.39    | 0.01%             | 2055-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                                                | CUBESMART LP 2.25% 12/15/2028                                                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      865000 | PA      | $798728.24     | 0.00%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                                                      | VMED O2 UK FINANCING I 4% 01/31/2029 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1848399.14    | 0.00%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                                                                  | DRYDEN 40 SENIOR LOAN FUND AR2 TSFR3M+115 08/15/2031 144A                                                                        | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      253239 | PA      | $253462.61     | 0.00%             | 2031-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST                                                                                | THPT 2023-THL MORTGAGE TRUST VAR 12/10/2034 144A                                                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88366 | PA      | $89768.22      | 0.00%             | 2034-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                                        | BWAY TRUST 2025-1535 A VAR 05/05/2030 144A                                                                                       | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62000 | PA      | $63321.33      | 0.00%             | 2042-05-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      273000 | PA      | $261360.81     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA E 8.8% 11/20/2038 144A                                                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4077615.60    | 0.01%             | 2038-11-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                                                 | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3043917 | PA      | $3030538.58    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WAMU ABC WAMU SER 2007 HE2 TR STEP 04/25/2037                                                                                    | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2335083 | PA      | $848418.46     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 144A                                                                                         | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      995000 | PA      | $1019875.00    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-3 TR                                                                                | HOME PARTNERS AMER 2021-3 TR 3.347% 01/17/2041 144A                                                                              | CUSIP: 43730XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      389594 | PA      | $349486.43     | 0.00%             | 2041-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP CDS 06/20/30 UCGIM B                                                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $4309.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2061#BM7075                                                                                                   | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321654 | PA      | $269694.05     | 0.00%             | 2061-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      213000 | PA      | $223171.78     | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042                                                                      | CUSIP: 3136AA2T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      442656 | PA      | $409097.29     | 0.00%             | 2042-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 10/40 #004835                                                                                                      | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      184078 | PA      | $185357.92     | 0.00%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST 3.1% 04/07/2030                                                                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18085 | PA      | $16652.73      | 0.00%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE SEP25 RXU5 CALL 131.50 06/20/2025                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -32 | NC      | $-18530.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 3.524% 04/15/2054                                                                                          | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $1835679.25    | 0.00%             | 2054-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 3% 01/10/2028 144A                                                                                      | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      107000 | PA      | $103686.25     | 0.00%             | 2028-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                                             | VERDELITE STATIC CLO 2024-1 LTD A TSFR3M+113 07/20/2032 144A                                                                     | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3994367 | PA      | $3994774.88    | 0.01%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MTG TR                                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062                                                                              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2373000 | PA      | $2278804.24    | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2053#FS4631                                                                                                 | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3589096 | PA      | $3584537.35    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   245750000 | PA      | $1554614.89    | 0.00%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND MORTGAGE TRUST                                                                                 | INV 2024-IND A TSFR1M+174.19 11/15/2041 144A                                                                                     | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1501801.35    | 0.00%             | 2041-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027 144A                                                                 | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      535000 | PA      | $535377.46     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.95% 05/15/2054                                                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136985.20     | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US LLC                                                                                | AVOLON TERM B6 1LN 06/22/2030                                                                                                    | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      788067 | PA      | $787838.03     | 0.00%             | 2030-06-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.50% 12/38 #G06172                                                                                                         | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16256 | PA      | $16731.27      | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 06/20/2038                                                                                   | CUSIP: 38375QK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11469 | PA      | $11793.33      | 0.00%             | 2038-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#MA5039                                                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2402807 | PA      | $2384738.07    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 5.7% 12/01/2036                                                                                     | CUSIP: 209111EQ2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11202.61      | 0.00%             | 2036-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047                                                                                     | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2330245 | PA      | $2048365.87    | 0.00%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 C MTG TR 0% 10/25/2031 144A                                                                                      | CUSIP: 30297NAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380318 | PA      | $283494.32     | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.7% 07/15/2027 144A                                                                                 | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       42560 | PA      | $41947.43      | 0.00%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2034#BS4824                                                                                                 | CUSIP: 3140LFLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742207 | PA      | $620718.77     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C31                                                                            | WFCM 2015-C31 XA CSTR 11/48                                                                                                      | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4876395 | PA      | $1693.08       | 0.00%             | 2048-11-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5345                                                                                                   | CUSIP: 3140J95F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      333759 | PA      | $323398.32     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.95% 12/01/2054                                                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1603000 | PA      | $1532081.87    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/37 #995073                                                                                                         | CUSIP: 31416BMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30290 | PA      | $31693.65      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ5571                                                                                                 | CUSIP: 3138AXFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46228 | PA      | $43952.31      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD1090                                                                                                   | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43150 | PA      | $34074.72      | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 1.95% 01/15/2031                                                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      119000 | PA      | $102995.65     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A                                                                                | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $684201.07     | 0.00%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2046#MA4069                                                                                                   | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96234 | PA      | $87120.93      | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.875% 11/01/2035                                                                                        | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52370.24      | 0.00%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                                   | CAFL 2024-RTL1 ISSUER LLC STEP 11/28/2031 144A                                                                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1307000 | PA      | $1310315.34    | 0.00%             | 2031-11-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BG2382                                                                                                   | CUSIP: 3617GLUF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36512 | PA      | $35013.48      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.375% 07/01/2028 144A                                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1134000 | PA      | $1142510.67    | 0.00%             | 2028-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 TR 2.278% 08/17/2038 144A                                                                                         | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1107481.63    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4187438.06    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282026.88     | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AB4058                                                                                                 | CUSIP: 31417AQL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239152 | PA      | $227202.56     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 5% 08/15/2027 144A                                                              | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $110554.00     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M2 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101600 | PA      | $99342.36      | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2017-2 TRUST                                                                                      | GOODGREEN 2017-2 TRUST 3.26% 10/15/2053 144A                                                                                     | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      115926 | PA      | $102660.46     | 0.00%             | 2053-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4% 02/01/2026#J14494                                                                                                   | CUSIP: 3128PT7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         614 | PA      | $611.48        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/20/2049#MA5763                                                                                                     | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2850006 | PA      | $2644654.29    | 0.01%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                                                       | HOLCIM FINANCE US LLC 4.7% 04/07/2028 144A                                                                                       | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3015345.33    | 0.01%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSP CORP                                                                                         | CHILDRENS HOSP CORP 4.115% 01/01/2047                                                                                            | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |      265000 | PA      | $212772.77     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2A A 6.53% 06/15/2049 144A                                                                         | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213016 | PA      | $220546.65     | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM 2005-AR6 2A1 CSTR 11/35                                                                                                    | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1628908 | PA      | $1231603.94    | 0.00%             | 2035-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4.5% 02/01/2038#MA4914                                                                                                 | CUSIP: 31418EN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69137 | PA      | $68336.36      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                                      | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                                                    | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $233025.30     | 0.00%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SACO I INC                                                                                                  | SACO I INC 7% 08/25/2036 144A                                                                                                    | CUSIP: 073919AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         212 | PA      | $201.87        | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 4.85% 12/01/2048                                                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      127000 | PA      | $107769.05     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                                            | THAMES WATER UTILITY FIN PLC 6.5% 02/09/2034                                                                                     | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192674.20     | 0.00%             | 2034-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 05/15/2034                                                                                                      | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35000000 | PA      | $35098437.50   | 0.08%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                                            | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $100388.78     | 0.00%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                                    | ENGIE SA 3.875% 03/06/2036 REGS                                                                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $577870.69     | 0.00%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.1% 03/01/2029                                                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304147.10     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.375% 02/27/2053                                                                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      126000 | PA      | $117154.50     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.35% 03/15/2053                                                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $952032.15     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.95% 08/15/2047                                                                                            | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      445000 | PA      | $323719.46     | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS5189                                                                                                 | CUSIP: 3140XLXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      335082 | PA      | $299937.00     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNE 2020-27A AR                                                                                           | MAGNE 2020-27A AR AR TSFR3M+140.161 10/20/2034 144A                                                                              | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1417000 | PA      | $1417991.90    | 0.00%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 02/13/2034                                                                                          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      962000 | PA      | $968034.08     | 0.00%             | 2034-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.05% 11/21/2039                                                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8538000 | PA      | $7290148.85    | 0.02%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#AS7822                                                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219722 | PA      | $199423.52     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2014-1 LTD                                                                                         | VOYA CLO 2014-1 LTD AAR2 TSFR3M+125.161 04/18/2031 144A                                                                          | CUSIP: 92915PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       72361 | PA      | $72358.46      | 0.00%             | 2031-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #772072                                                                                                         | CUSIP: 36176PQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57080 | PA      | $54619.15      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6% 04/15/2030 144A                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $758912.56     | 0.00%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A1 LLC 4% 03/25/2055 144A                                                                                         | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3396300 | PA      | $3277070.29    | 0.01%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#FS3047                                                                                                   | CUSIP: 3140XJL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2223917 | PA      | $2178482.33    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22436086 | PA      | $18365886.47   | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TR                                                                                 | FIRSTKEY HOMES 2020-SFR1 TR 0% 08/17/2037 144A                                                                                   | CUSIP: 33767MAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3429997.20    | 0.01%             | 2037-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                                                   | SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A                                                                                 | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      374255 | PA      | $340328.48     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.286%/VAR 11/19/2030                                                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2320000 | PA      | $2343044.98    | 0.01%             | 2030-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 6.25% 02/15/2032 144A                                                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106754.97     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 5.25% 04/01/2053                                                                                         | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      750000 | PA      | $665658.35     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.936%/VAR 05/30/2035 144A                                                                                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1305000 | PA      | $1321463.07    | 0.00%             | 2035-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.125% 06/15/2044                                                                                            | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1538074.33    | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                                                        | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3289900.70    | 0.01%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R VAR 03/16/2063                                                                                    | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13613091 | PA      | $1120458.13    | 0.00%             | 2063-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25                                                 | MSBAM 15-C25 3.372% 10/28                                                                                                        | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      485548 | PA      | $483982.61     | 0.00%             | 2048-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 5.4% 01/15/2054                                                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      221000 | PA      | $205914.93     | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 8.25% 12/15/2029                                                                                              | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      848000 | PA      | $903913.73     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5875200 | PA      | $3663967.49    | 0.01%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                                                   | AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028                                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      101346 | PA      | $101346.05     | 0.00%             | 2028-06-09      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/39 #930854                                                                                                          | CUSIP: 31412PE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21771 | PA      | $21433.06      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 3.55% 02/15/2050                                                                                  | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $118911.89     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 5.13% 2/1/2035                                                                                                     | CUSIP: 64971X6R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $749946.38     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7738                                                                                                 | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      546502 | PA      | $489827.43     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                                          | THE 2023-MIC TRUST CSTR 12/05/2038 144A                                                                                          | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       82000 | PA      | $88899.64      | 0.00%             | 2038-12-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                                           | BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A                                                                                  | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15784000 | PA      | $15779067.50   | 0.04%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 3.96400 L 06/09/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -8000000 | NC      | $-13597.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2048#Q53334                                                                                                   | CUSIP: 3132XVV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207578 | PA      | $193717.59     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#BT9396                                                                                                 | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380148 | PA      | $333382.51     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#                                                                                                       | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2692231 | PA      | $2407335.98    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                               | RCKT MORTGAGE TRUST 2024-CES1 1A1 6.025% 02/25/2044 144A                                                                         | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1345173 | PA      | $1350664.52    | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2022-A                                                                                | BXG RECEIVABLES NT TR 2022-A A 4.12% 09/28/2037 144A                                                                             | CUSIP: 12434KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2926704 | PA      | $2874937.81    | 0.01%             | 2037-09-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#MA4182                                                                                                   | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5549707 | PA      | $4347825.19    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9216                                                                                                   | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7358883 | PA      | $7445796.82    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4883617 | PA      | $4862489.21    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2% 05/25/2045                                                                                         | CUSIP: 3136BBQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1206412 | PA      | $1120213.37    | 0.00%             | 2045-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0044                                                                                                 | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208117 | PA      | $186064.91     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 07/20/2046#AS8107                                                                                                  | CUSIP: 36193UAG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57525 | PA      | $52549.09      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.7% 05/01/2055 144A                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4050167.33    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.5% 02/25/2026                                                                                                | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2521000 | PA      | $2520210.50    | 0.01%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                                                    | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6600000 | PA      | $6705346.69    | 0.02%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 1.594% 11/25/2028                                                                                     | CUSIP: 3136BBHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131398 | PA      | $121429.56     | 0.00%             | 2028-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 10/15/2030                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      206000 | PA      | $190504.56     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2032                                                                                     | CUSIP: 31339W2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        6788 | PA      | $6958.31       | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+91.513 11/20/2067                                                                           | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      513444 | PA      | $517720.03     | 0.00%             | 2067-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2047#BE9261                                                                                                 | CUSIP: 3140FVJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14009 | PA      | $13451.84      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      300000 | NC      | $10863.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 1.97% 2/1/2033                                                                                                     | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2015000 | PA      | $1641751.88    | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS9872                                                                                                   | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706229 | PA      | $559021.47     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2042                                                                                        | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      990000 | PA      | $774636.33     | 0.00%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2041#AI6550                                                                                                 | CUSIP: 3138ALH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73130 | PA      | $71933.48      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 6.875%/VAR 12/15/2054                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      245000 | PA      | $239958.12     | 0.00%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/2071                                                                               | CUSIP: 38380Q3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      677833 | PA      | $684114.88     | 0.00%             | 2071-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $705665.70     | 0.00%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2054#CB8112                                                                                                   | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1484395 | PA      | $1502390.36    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#DA1079                                                                                                 | CUSIP: 3140A1FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      454638 | PA      | $451077.38     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+74.448 10/20/2069                                                                            | CUSIP: 38380LH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11928129 | PA      | $11945152.72   | 0.03%             | 2069-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/20/2055#MB0306                                                                                                   | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2399999 | PA      | $2266241.87    | 0.01%             | 2055-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 1/1/43 #Q14326                                                                                                    | CUSIP: 3132HQYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115572 | PA      | $100962.60     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      195000 | PA      | $184789.80     | 0.00%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#AS8335                                                                                                 | CUSIP: 3138WJHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109571 | PA      | $105319.32     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC                          | DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A                                                                              | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1196160 | PA      | $1129055.07    | 0.00%             | 2049-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K55 MORTGAGE TRUST                                                                               | FREMF 2016-K55 MORTGAGE TRUST VAR 04/25/2049 144A                                                                                | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $289956.88     | 0.00%             | 2049-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                                                    | TRANSOCEAN TITAN FIN LTD 8.375% 02/01/2028 144A                                                                                  | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      110381 | PA      | $112092.09     | 0.00%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.67% 08/15/2029                                                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1504495.35    | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#CB1071                                                                                                   | CUSIP: 3140QLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2621873 | PA      | $2217749.28    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99811.21      | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048                                                           | CUSIP: 3137H3S94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      742426 | PA      | $642882.16     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2% 12/20/2044                                                                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   500000000 | PA      | $3260189.72    | 0.01%             | 2044-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2046#BC4754                                                                                                   | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1538569 | PA      | $1444064.82    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                                                                         | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |      500000 | PA      | $569579.11     | 0.00%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C34                                                                            | WELLS FARGO COML MTG TR 2016-C34 3.096% 5/15/49                                                                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     6124000 | PA      | $5984355.65    | 0.01%             | 2049-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2034                                                                                                      | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   171220000 | PA      | $164917614.39  | 0.40%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2039#AL0524                                                                                                 | CUSIP: 3138EGSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50833 | PA      | $51128.76      | 0.00%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2031#                                                                                                         | CUSIP: 3140NWLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4833253.50    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 02/15/2042#778869                                                                                                 | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29112 | PA      | $27873.14      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                                      | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                                                    | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      545000 | PA      | $553565.22     | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2676531.33    | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#CA7616                                                                                                   | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2149109 | PA      | $1691742.51    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $10364353.16   | 0.02%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC                                                                         | AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A                                                                 | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1083180.60    | 0.00%             | 2037-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                                              | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                                                  | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2542973.67    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION TR 2007 HE1                                                                        | HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037                                                                           | CUSIP: 40430FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2225298 | PA      | $1695947.71    | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                                              | VERUS SECURITIZATION TRUST 2024-5 6.192% 06/25/2069 144A                                                                         | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     3052906 | PA      | $3080563.37    | 0.01%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1609117 | PA      | $1609117.22    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2035#CA5039                                                                                                   | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159526 | PA      | $152216.99     | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                                                  | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $214431.91     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1019000 | PA      | $856005.86     | 0.00%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     7800000 | NC      | $-74927.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 7.25% 05/01/2032 144A                                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311926.50     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES CSTR 12/25/2027                                                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   139012014 | PA      | $1653464.50    | 0.00%             | 2027-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                                                          | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |      255000 | PA      | $336702.76     | 0.00%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                                    | CSX CORP 6.15% 05/01/2037                                                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1562639.56    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      695000 | PA      | $694406.26     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      500000 | PA      | $495315.00     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.35% 04/15/2032                                                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      613000 | PA      | $622100.72     | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 09/18/2033                                                                                                  | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2685000 | PA      | $2840192.44    | 0.01%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                                                     | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                                                                          | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3873942.83    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+638.552 06/20/2036                                                                         | CUSIP: 38374NEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        7736 | PA      | $720.84        | 0.00%             | 2036-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.7% 12/01/2047                                                                                            | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      164000 | PA      | $121250.91     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                                             | BANK 2021-BNK31 02/2054                                                                                                          | CUSIP: 06541ABN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $264650.40     | 0.00%             | 2054-02-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                                       | ACCENTURE CAPITAL INC 4.5% 10/04/2034                                                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      370000 | PA      | $355483.73     | 0.00%             | 2034-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+69.948 01/25/2036 144A                                                                              | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25197 | PA      | $23707.51      | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.02% 01/01/2032#BS4650                                                                                                | CUSIP: 3140LFEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3438732.00    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2046#G08687                                                                                                 | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      331745 | PA      | $301494.13     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8364000 | PA      | $5811019.65    | 0.01%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048                                                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       91000 | PA      | $71005.04      | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2054#SD7569                                                                                                   | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5165932 | PA      | $5286676.68    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.85% 12/15/2032                                                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1553000 | PA      | $1340584.25    | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 4% 04/04/2044 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1300000 | PA      | $1555744.88    | 0.00%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                                                   | ENPRO INC 6.125% 06/01/2033 144A                                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186375.92     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 08/15/2027                                                                                                       | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6790000 | PA      | $6768781.25    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#CK2804                                                                                                    | CUSIP: 3617XXDH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      999621 | PA      | $1045034.47    | 0.00%             | 2072-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2020-A                                                                                | BXG RECEIVABLES NOTE TRUST 2020-A B 2.49% 02/28/2036 144A                                                                        | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      976571 | PA      | $924238.69     | 0.00%             | 2036-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 3/42 #005334                                                                                                       | CUSIP: 36202F4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142906 | PA      | $143898.88     | 0.00%             | 2042-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                                            | ASMODEE GROUP AB 5.75% 12/15/2029 144A                                                                                           | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |     1120000 | PA      | $1333572.40    | 0.00%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $228337.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#CB1799                                                                                                   | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7324287 | PA      | $5802177.91    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                                               | WACHOVIA CORP STEP 08/01/2026                                                                                                    | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15467.29      | 0.00%             | 2026-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY400081 08/17/61 S                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $3540.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      688000 | PA      | $694177.55     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BK1008                                                                                                   | CUSIP: 3140HEDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28154 | PA      | $26319.52      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#MA4548                                                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17753437 | PA      | $14516087.39   | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                                                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025                                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   470300000 | PA      | $78499274.06   | 0.19%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X B SONIO+200 02/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      129455 | PA      | $173805.82     | 0.00%             | 2035-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2043#MA0933                                                                                                   | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      206173 | PA      | $186306.16     | 0.00%             | 2043-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                                          | ALLY AUTO RECEIVABLES TRUST 2024-1 5.32% 01/15/2027                                                                              | CUSIP: 02008FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      265855 | PA      | $266062.05     | 0.00%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $512897.50     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/40                                                                                                                  | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33992494 | PA      | $15819310.94   | 0.04%             | 2040-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-3                                                                              | VERUS SECURITIZATION TR 2023-3 B1 VAR 03/25/2068 144A                                                                            | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110301.84     | 0.00%             | 2068-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      813937 | PA      | $810359.93     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                                          | SASOL FING USA LLC 4.375% 09/18/2026                                                                                             | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      810000 | PA      | $789750.00     | 0.00%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.375% 11/21/2030 144A                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1831386.28    | 0.00%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2028#AN2497                                                                                                 | CUSIP: 3138LEX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      357890 | PA      | $339780.35     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23285000 | PA      | $22618210.27   | 0.05%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2033#AB0066                                                                                                   | CUSIP: 31416VCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198185 | PA      | $199147.81     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#MA4281                                                                                                   | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38147317 | PA      | $29862036.51   | 0.07%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2042#AJ1884                                                                                                 | CUSIP: 3138ATCW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      332576 | PA      | $308426.04     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.99% 02/15/2033 144A                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1491000 | PA      | $1493956.65    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.667%/VAR 04/25/2036                                                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2128933.39    | 0.01%             | 2036-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-05                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1878.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2001-14 Z 6% 5/31                                                                                                            | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         515 | PA      | $522.20        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 6.2% 02/14/2059                                                                                                 | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131557.49     | 0.00%             | 2059-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 7.9% 07/25/2027 144A                                                                                          | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373005 | PA      | $375678.96     | 0.00%             | 2027-07-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2045#Q31980                                                                                                 | CUSIP: 3132QNFW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87788 | PA      | $77648.09      | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                                         | SWF HOLDINGS I CORP 6.5% 10/01/2029 144A                                                                                         | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |      850000 | PA      | $331608.56     | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                                | INSULET CORP 6.5% 04/01/2033 144A                                                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56554.08      | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6% 01/15/2036                                                                                     | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      470000 | PA      | $488263.23     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                                                            | ACCO BRANDS CORP 4.25% 03/15/2029 144A                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      462000 | PA      | $408104.60     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#CB0090                                                                                                   | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2622506 | PA      | $2051280.16    | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4% 04/15/2029 144A                                                                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2785000 | PA      | $2734370.59    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A1 CSTR 6/34                                                                                                       | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         382 | PA      | $351.45        | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101851.00     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                                                 | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      573219 | PA      | $472523.25     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2051#FS2766                                                                                                 | CUSIP: 3140XJCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223956 | PA      | $165509.84     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.50% 2/36 #745578                                                                                                          | CUSIP: 31403DJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         815 | PA      | $858.23        | 0.00%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS 2015-2 PASS THRU TRS                                                                         | AMERICAN AIRLS 2015-2 PASS THRU TRS 4% 03/22/2029                                                                                | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49905 | PA      | $47781.91      | 0.00%             | 2029-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.81% 12/01/2028#BL1040                                                                                                | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468084 | PA      | $461580.58     | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO-IV LTD / ROMARK CLO-IV LLC                                                                       | ROMARK CLO-IV LTD / ROMARK CLO-IV LLC A1 TSFR3M+143.161 07/10/2034 144A                                                          | CUSIP: 77588LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13250000 | PA      | $13255207.25   | 0.03%             | 2034-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE and INVESTMENT LTD                                                                        | FLOURISHING TRADE and INVESTMENT LTD 11.035% 04/02/2028 144A                                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     1170000 | PA      | $1193400.00    | 0.00%             | 2028-04-02      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/48#MA4962                                                                                                        | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      181297 | PA      | $163448.55     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2117374.62    | 0.01%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES-8                                                                                      | RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A                                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3326775 | PA      | $3316528.08    | 0.01%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02020                                                                                                 | CUSIP: 3132GFG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26247 | PA      | $26414.79      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     9296000 | PA      | $10006009.89   | 0.02%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AI1116                                                                                                          | CUSIP: 3138AEG23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72220 | PA      | $70810.22      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4735010 | PA      | $3880456.63    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $4060247.24    | 0.01%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2285000 | PA      | $2313350.73    | 0.01%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE7991                                                                                                   | CUSIP: 3133BH2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2435932 | PA      | $2237019.40    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BJ5803                                                                                                   | CUSIP: 3140H7NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68385 | PA      | $63735.38      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR9126                                                                                                 | CUSIP: 3138W7D84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64716 | PA      | $56245.23      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2043#AB7575                                                                                                   | CUSIP: 31417EMZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45088 | PA      | $40433.89      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2046#AS6522                                                                                                 | CUSIP: 3138WGG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264647 | PA      | $240198.31     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.85% 06/01/2034                                                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      800000 | PA      | $824542.58     | 0.00%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 10/25/2053                                                                            | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1741098 | PA      | $1751655.96    | 0.00%             | 2053-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 20-H08 FC TSFR1M+76.448 02/20/2070                                                                  | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      397836 | PA      | $400271.63     | 0.00%             | 2070-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AK7569                                                                                                 | CUSIP: 3138ECMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19369 | PA      | $18968.62      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 04/15/2028                                                                                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4691000 | PA      | $4675974.16    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP                                                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      490000 | PA      | $510282.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                                            | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                                                                      | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3783612 | PA      | $3769423.54    | 0.01%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2053#CB6314                                                                                                   | CUSIP: 3140QSAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      437237 | PA      | $424751.45     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 4% 01/15/2028 144A                                                                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      262000 | PA      | $252956.44     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO II LTD                                                                                         | GREYWOLF CLO II LTD A1SR TSFR3M+140 04/15/2034 144A                                                                              | CUSIP: 398079AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35010325.00   | 0.08%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2037#FS2747                                                                                                 | CUSIP: 3140XJBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3880339 | PA      | $3411527.89    | 0.01%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST.                                                                                      | CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A                                                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1260000 | PA      | $1259893.28    | 0.00%             | 2032-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TR                                                                                            | OBX 2024-NQM9 A1 TRUST VAR 01/25/2064 144A                                                                                       | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3502819 | PA      | $3521430.58    | 0.01%             | 2064-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SDAL TR 2025-DAL                                                                                            | SDAL TR 2025-DAL TSFR1M+244.132 04/15/2030 144A                                                                                  | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122000 | PA      | $122318.62     | 0.00%             | 2042-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 3.875% 11/15/2029 144A                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65197.34      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 2% 09/10/2031                                                                                              | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $154791.31     | 0.00%             | 2031-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 4.875% 01/30/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1930000 | PA      | $1929127.62    | 0.00%             | 2032-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 4.179% 09/26/2029 144A                                                                              | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188138.24     | 0.00%             | 2029-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6539                                                                                                   | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2747637 | PA      | $2801554.78    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 6.7%/VAR PERP                                                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      431000 | PA      | $439951.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #790493                                                                                                          | CUSIP: 36177JRP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11608 | PA      | $10784.52      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2053#CB5600                                                                                                 | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1396624 | PA      | $1392231.94    | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR SOFR30A+125 10/25/2034 144A                                                              | CUSIP: 35564CSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2879608 | PA      | $2869499.00    | 0.01%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 C 5.47% 12/16/2030                                                                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $748250.78     | 0.00%             | 2030-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AB8897                                                                                                 | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      517948 | PA      | $463991.65     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 09/30/2028                                                                                                       | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3299000 | PA      | $3029280.98    | 0.01%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEICO CORP NEW                                                                                              | HEICO CORP NEW 5.25% 08/01/2028                                                                                                  | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1246170.83    | 0.00%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2031#AS6933                                                                                                 | CUSIP: 3138WGV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      562633 | PA      | $539863.53     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                                                | BX 2024-PALM TSFR1M+154.1 06/15/2037 144A                                                                                        | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605769 | PA      | $607157.35     | 0.00%             | 2037-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 2.77% 09/01/2053                                                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      185000 | PA      | $106147.01     | 0.00%             | 2053-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 4.45% 04/17/2039 144A                                                                          | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4705000 | PA      | $4593455.27    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC7127                                                                                                   | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256008 | PA      | $202164.98     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2030 144A                                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $3031783.32    | 0.01%             | 2030-06-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.45% 07/15/2028                                                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     9365000 | PA      | $8625081.65    | 0.02%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.3% 06/25/2026                                                                                                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3020039.13    | 0.01%             | 2026-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $512948.70     | 0.00%             | 2031-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4925000 | PA      | $4529362.49    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                                            | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4183392 | PA      | $4213123.79    | 0.01%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1080000 | PA      | $1088922.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1290047.92    | 0.00%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 02/20/2052#MA7881                                                                                                   | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9350633 | PA      | $7844520.37    | 0.02%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                                                        | TALOS PRODUCTION INC 9% 02/01/2029 144A                                                                                          | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49659.29      | 0.00%             | 2029-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#                                                                                                         | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21053049 | PA      | $19360221.90   | 0.05%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207654.24     | 0.00%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.875% 09/15/2027 144A                                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      506000 | PA      | $500003.60     | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR CORP                                                                                 | UNITED STATES CELLULAR CORP 6.7% 12/15/2033                                                                                      | CUSIP: 911684AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $217365.13     | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC 5.05% 03/21/2030 144A                                                                                         | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8365569.83    | 0.02%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                                                                     | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.6686% 10/15/2052                                                                       | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1064955 | PA      | $977531.87     | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #737454                                                                                                          | CUSIP: 3620ARH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33283 | PA      | $33436.54      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2053#MA4868                                                                                                   | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48074 | PA      | $46715.79      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3098000 | PA      | $3014134.10    | 0.01%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                                               | SUTTER HEALTH 4.091% 08/15/2048                                                                                                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      780000 | PA      | $604065.46     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2033#710653                                                                                                   | CUSIP: 31401KQE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2986 | PA      | $3002.22       | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#BR4700                                                                                                 | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51582 | PA      | $45495.19      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                                    | OHA CREDIT FUNDING 5 LTD AR TSFR3M+135 10/18/2037 144A                                                                           | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $452137.50     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                                                                                            | BELLIS FINCO PLC 4% 02/16/2027 144A                                                                                              | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $11792680.83   | 0.03%             | 2027-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                                                             | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $194600.00     | 0.00%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.683000 4/21/2027 FTO 0.68300                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1697961056 | NC      | $16945.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2043#C09055                                                                                                 | CUSIP: 31292SBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140683 | PA      | $133211.37     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-11                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-19507.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#G61047                                                                                                 | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      260322 | PA      | $251522.88     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2031                                                                                     | CUSIP: 3133TSQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          90 | PA      | $91.25         | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                                   | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      735000 | PA      | $692044.23     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                                                 | JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS                                                                                | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1796184.18    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                                              | BANK 2020-BN28 1.584% 03/15/2063                                                                                                 | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8769825 | PA      | $7538606.16    | 0.02%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP 4.5% 11/15/2040                                                                                         | CUSIP: 3137BE3R3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      367279 | PA      | $357417.31     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AT9645                                                                                                 | CUSIP: 3138WXWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8938 | PA      | $8114.94       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 COML MTG TR                                                                                   | CSAIL 2016-C7 A4 3.21% 11/15/49                                                                                                  | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     2730956 | PA      | $2697556.31    | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                                                  | ELASTIC NV 4.125% 07/15/2029 144A                                                                                                | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      440000 | PA      | $412574.55     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS 2014-1 PASS THRU TR                                                                            | UNITED AIRLS 2014-1 PASS THRU TR 4% 10/11/2027                                                                                   | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49628 | PA      | $49080.06      | 0.00%             | 2027-10-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $5921534.62    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2051#QC7480                                                                                                   | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30270 | PA      | $28271.58      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2033#K90513                                                                                                 | CUSIP: 3132J2SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      350704 | PA      | $341585.63     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BC2969                                                                                                 | CUSIP: 3140EXJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12234 | PA      | $11104.02      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4% 04/01/2052                                                                                           | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       83000 | PA      | $61681.67      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054                                                                            | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2287695 | PA      | $2288127.27    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2032#AO7654                                                                                                 | CUSIP: 3138LYQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21110 | PA      | $20371.40      | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 5.32%/VAR 05/15/2031 144A                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $201763.19     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      890000 | PA      | $837234.66     | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 7% 03/17/2027                                                                                         | CUSIP: 31359N4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          33 | PA      | $32.72         | 0.00%             | 2027-03-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#MA4414                                                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      993438 | PA      | $813215.31     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1% 03/20/2050                                                                                     | CUSIP: 38383CP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      298573 | PA      | $226936.86     | 0.00%             | 2050-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2047384 | PA      | $2006432.07    | 0.00%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#CB6673                                                                                                 | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2717496 | PA      | $2714893.71    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q42079                                                                                                 | CUSIP: 3132WFJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9942 | PA      | $9029.35       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                                                 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A                                                | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4992992.50    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2013-1 PASS THROUGH TRUST                                                                        | AIR CANADA 2013-1 PASS THROUGH TRUST 4.125% 11/15/2026 144A                                                                      | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       85090 | PA      | $85090.32      | 0.00%             | 2026-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A                                                                        | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $239397.21     | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#C04038                                                                                                 | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      311822 | PA      | $289497.81     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP PAY 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    10760000 | NC      | $435179.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 3/20/41 #004984                                                                                                     | CUSIP: 36202FRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44176 | PA      | $45367.52      | 0.00%             | 2041-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.35% 01/01/2029#AN4349                                                                                                | CUSIP: 3138LGZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242255 | PA      | $234368.96     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 3/38 #G04668                                                                                                          | CUSIP: 3128M6QV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65475 | PA      | $65907.82      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.196% 02/04/2026                                                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    36409000 | PA      | $35764279.99   | 0.09%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 01/20/2043#MA0698                                                                                                   | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3092495 | PA      | $2797801.29    | 0.01%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-31180.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1900000 | NC      | $-33263.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7746                                                                                                 | CUSIP: 3138LYTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2469 | PA      | $2374.57       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                                   | OLIN CORP 5.625% 08/01/2029                                                                                                      | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190887.61     | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2052#FS3955                                                                                                 | CUSIP: 3140XKMD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27391 | PA      | $24312.55      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BARCLAYS BANKL PLC SNR SE ICE 12/20/2025                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    10600000 | NC      | $-20109.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 06/36#SB8106                                                                                                      | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56435 | PA      | $49704.64      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5% 03/16/2034                                                                                     | CUSIP: 38374FTH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       23298 | PA      | $23494.98      | 0.00%             | 2034-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 5% 05/19/2039 144A                                                                                | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1826000 | PA      | $1805873.83    | 0.00%             | 2039-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      865000 | PA      | $865519.00     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      105000 | PA      | $90567.49      | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.842% 07/20/2071#CF8513                                                                                                 | CUSIP: 3617WAN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2755159 | PA      | $2446010.85    | 0.01%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 TRUST                                                                                         | OBX 2023-NQM8 TRUST 7.248% 09/25/2063 144A                                                                                       | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      699769 | PA      | $708310.69     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                                              | PHILLIPS 66 CO 3.75% 03/01/2028                                                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      695000 | PA      | $680497.63     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AQ8684                                                                                                 | CUSIP: 3138MQUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      293123 | PA      | $263207.61     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 5.5% 04/01/2034                                                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      525000 | PA      | $527470.56     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80799.69      | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 B 5.12% 02/27/2034 144A                                                                                              | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $239803.35     | 0.00%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 LTD                                                                                            | AIMCO CLO 23 LTD A TSFR3M+113 04/20/2038 144A                                                                                    | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1117650 | PA      | $1113179.40    | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.412%/VAR 03/31/2031                                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15729000 | PA      | $15379465.29   | 0.04%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I LLC                                                                        | BEAR STEARNS ASSET BACKED SECS I LLC 05-2 M5 STEP 06/25/2035                                                                     | CUSIP: 073877CH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $607378.62     | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2043#C09031                                                                                                 | CUSIP: 31292SA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113525 | PA      | $98835.54      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                                                          | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      865000 | PA      | $559807.67     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS9729                                                                                                 | CUSIP: 3140XRY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1011933 | PA      | $838474.20     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794582                                                                                                          | CUSIP: 36177PCU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50212 | PA      | $46719.60      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.7% 04/02/2027                                                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      425000 | PA      | $425865.22     | 0.00%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049                                                                   | CUSIP: 17291EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12048628 | PA      | $72171.28      | 0.00%             | 2049-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6527                                                                                                 | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1578412 | PA      | $1576900.08    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      300000 | PA      | $286735.80     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5652000 | PA      | $4885588.80    | 0.01%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                                                             | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4650000 | PA      | $4798335.00    | 0.01%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+663.552 08/25/2035                                                                        | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1255 | PA      | $84.75         | 0.00%             | 2035-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XVIII LTD                                                                                  | MARBLE POINT CLO XVIII LTD A1R2 TSFR3M+121 03/15/2038 144A                                                                       | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15250000 | PA      | $15189762.50   | 0.04%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALAXY XVIII CLO LTD                                                                                        | GALAXY XVIII CLO LTD A1 TSFR3M+136.161 07/15/2031 144A                                                                           | CUSIP: 36321JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      116357 | PA      | $116433.41     | 0.00%             | 2031-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#BW8859                                                                                                   | CUSIP: 3140N1ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      479184 | PA      | $440204.49     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 3.75% 02/15/2052                                                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3795000 | PA      | $2475057.52    | 0.01%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A                                                                                    | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $178241.70     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                                                           | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10967234 | PA      | $10939816.14   | 0.03%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A                                                                 | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1701907.06    | 0.00%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                                                | TELEFLEX INC 4.25% 06/01/2028 144A                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57946.41      | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/20/2046#MA4003                                                                                                     | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2478808 | PA      | $2192418.22    | 0.01%             | 2046-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                                                   | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                                                 | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9606.18       | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.4% 01/15/2031                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2340540.78    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.3% 07/15/2048                                                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8055.99       | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2011-94 SA TSFR1M+598.552 07/41                                                                                              | CUSIP: 38377WN83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       57077 | PA      | $5429.34       | 0.00%             | 2041-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.85% 01/15/2029                                                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $605759.51     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BJ1310                                                                                                   | CUSIP: 3617HNN39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128124 | PA      | $122745.44     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 39 LTD                                                                                          | ELMWOOD CLO 39 LTD A1 TSFR3M+114 04/17/2038 144A                                                                                 | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15250000 | PA      | $15221650.25   | 0.04%             | 2038-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                                               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $47127.20      | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    19073000 | PA      | $17977731.26   | 0.04%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      440000 | PA      | $446488.24     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                                                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $671387.50     | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1533990.24    | 0.00%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                                                    | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $421502.13     | 0.00%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R SOFR30A+ 02/20/2054                                                                               | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3668185 | PA      | $3665763.04    | 0.01%             | 2054-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.81% 09/01/2029#BS7011                                                                                                | CUSIP: 3140LHYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2934789 | PA      | $2968312.65    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      490000 | PA      | $496615.00     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.1415 09/15/2025                                                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    18100000 | NC      | $1103691.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.85% 03/15/2031                                                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      718000 | PA      | $727056.58     | 0.00%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                                            | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1779499 | PA      | $1461123.18    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#QB6612                                                                                                 | CUSIP: 3133ADKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      257506 | PA      | $192557.31     | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD2186                                                                                                   | CUSIP: 3132DPNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      878488 | PA      | $858344.47     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A                                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1368961.02    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/20/2049#MA6153                                                                                                     | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      548363 | PA      | $480038.47     | 0.00%             | 2049-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/15/2028                                                                                                       | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25503000 | PA      | $25748417.92   | 0.06%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   104057000 | PA      | $84802375.97   | 0.20%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 07/01/2055 #TBA                                                                                                     | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    20100000 | PA      | $20515680.06   | 0.05%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                                         | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                                                    | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306428.46     | 0.00%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.25% 03/02/2030                                                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2082000 | PA      | $2134583.20    | 0.01%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK MORTGAGE TRUST                                                                                | ONE 2021-PARK MORTGAGE TRUST TSFR1M+161.448 03/15/2036 144A                                                                      | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4133000 | PA      | $3955973.28    | 0.01%             | 2036-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                                              | SOLVENTUM CORP 5.4% 03/01/2029                                                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      363000 | PA      | $370445.30     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | CCRR PARENT TERM B 1LN 3/6/2028                                                                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      111667 | PA      | $49878.51      | 0.00%             | 2028-03-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A                                                                       | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $397507.64     | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      260000 | PA      | $270525.58     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 3.55%/VAR PERP                                                                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      770000 | PA      | $744631.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $802304.91     | 0.00%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154200000 | PA      | $105934195.70  | 0.25%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                                          | CYRUSONE DATA CENTERS ISSUER I LLC 5.91% 02/20/2050 144A                                                                         | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2590000 | PA      | $2634367.74    | 0.01%             | 2050-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 04/30/2027                                                                                                        | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14788000 | PA      | $13865483.01   | 0.03%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.7% 03/01/2035                                                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      820000 | PA      | $806244.83     | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2042#AO9129                                                                                                   | CUSIP: 3138M1EB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105617 | PA      | $100128.04     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD                                                                                         | SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4315000 | PA      | $4336190.97    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      220000 | NC      | $37509.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY XX CLO LTD                                                                                           | GALAXY XX CLO LTD AR TSFR3M+126.161 04/20/2031 144A                                                                              | CUSIP: 36320MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      131685 | PA      | $131725.77     | 0.00%             | 2031-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 01/20/2053#MA8568                                                                                                   | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      436410 | PA      | $415258.67     | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2043#BM1167                                                                                                   | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98622 | PA      | $93821.47      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                                                           | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      974311 | PA      | $884697.15     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2051#                                                                                                       | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3354093 | PA      | $2991821.57    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #AL0095                                                                                                          | CUSIP: 3138EGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      547329 | PA      | $574135.80     | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.5% 02/15/2027                                                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      709000 | PA      | $706832.20     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2996 ZD 5.5% 06/35                                                                                                           | CUSIP: 31395UZR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      153704 | PA      | $151466.88     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 04/30/2029                                                                                                      | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | PA      | $2870984.37    | 0.01%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9068                                                                                                 | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      831190 | PA      | $684038.00     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                                     | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |     2750000 | PA      | $2596891.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170806.44     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.7% 04/06/2050                                                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      920000 | PA      | $670360.36     | 0.00%             | 2050-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#RA7575                                                                                                   | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1436465 | PA      | $1412055.59    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                                                    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $148680.69     | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                                              | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                                                     | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3181000 | PA      | $3135099.12    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#MA4158                                                                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19637578 | PA      | $15384732.22   | 0.04%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8573                                                                                                      | CUSIP: 3138WJQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      224489 | PA      | $203539.69     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 8/40 #741372                                                                                                          | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61796 | PA      | $60727.38      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                                         | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198072.46     | 0.00%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII A TSFR3M+139.161 10/22/2034 144A                                                                               | CUSIP: 03769HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1653931.95    | 0.00%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.512%/VAR 05/22/2031 144A                                                                               | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1057742.04    | 0.00%             | 2031-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3467073.79    | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 5.875% 06/04/2027 144A                                                                                        | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      450000 | PA      | $460209.20     | 0.00%             | 2027-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#ZM4140                                                                                                 | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6471 | PA      | $5889.25       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC                                                             | MADISON PK FDG LII LTD / MADISON PK FDG LII LLC A TSFR3M+136.161 01/22/2035 144A                                                 | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5249000 | PA      | $5252737.29    | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 01/01/2041#A96537                                                                                                 | CUSIP: 312945HN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12526 | PA      | $12604.79      | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.56% 01/01/2033#BS7484                                                                                                | CUSIP: 3140LJJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1446165 | PA      | $1432598.40    | 0.00%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 3.375% 03/01/2032                                                                                              | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      170000 | PA      | $152226.91     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TR 2006-18                                                                                 | GSAA 2006-18 AF3A 5.772% 11/36                                                                                                   | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43582 | PA      | $12170.40      | 0.00%             | 2036-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/20/2040#004799                                                                                                   | CUSIP: 36202FKL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      265335 | PA      | $246396.80     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2043#U99076                                                                                                 | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54882 | PA      | $53908.09      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2046#Q44628                                                                                                 | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      980570 | PA      | $890234.72     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.25% 03/22/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     2973000 | PA      | $3195304.26    | 0.01%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.75 IG43 5Y V1 I 06/18/25 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |   -18500000 | NC      | $-2123.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054                                                                            | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7158554 | PA      | $7138077.32    | 0.02%             | 2054-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A 2.85% 04/20/2062 144A                                                                                | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142000 | PA      | $123736.77     | 0.00%             | 2062-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 1.875% 09/15/2031                                                                                                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      178000 | PA      | $151782.19     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 2.75% 05/15/2040                                                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      700000 | PA      | $489572.97     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 24-MAR B VAR 12/10/2029 144A                                                                                      | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $342941.68     | 0.00%             | 2041-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM ARM 5.78% 10/35 #1N0063                                                                                                     | CUSIP: 3128QGB84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         230 | PA      | $239.63        | 0.00%             | 2035-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      235000 | PA      | $231862.09     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.871%/VAR 04/19/2032 144A                                                                                           | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1323074.88    | 0.00%             | 2032-04-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XI LTD / BATTALION CLO XI LLC                                                                 | BATTALION CLO XI LTD / BATTALION CLO XI LLC AR TSFR3M+141.161 04/24/2034 144A                                                    | CUSIP: 07132LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22759100.00   | 0.05%             | 2034-04-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2570186.68    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ELIS SA SNR SE ICE                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     1800000 | NC      | $-13079.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                                           | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                                         | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104647.20     | 0.00%             | 2029-03-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.5% 04/01/2027                                                                                        | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58716.95      | 0.00%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                                                                    | ENTERGY TEXAS RESTORATION FUNDING II LLC 3.697% 12/15/2036                                                                       | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $77444.96      | 0.00%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 12/01/2033#C91737                                                                                                 | CUSIP: 3128P74W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68122 | PA      | $66238.85      | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                                             | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1454970.24    | 0.00%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.1%/VAR 04/13/2033 144A                                                                                 | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1520000 | PA      | $1563556.12    | 0.00%             | 2033-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 4.625% 04/15/2030 144A                                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      611000 | PA      | $578239.04     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AL1193                                                                                                         | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131897 | PA      | $125607.68     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.5% 05/15/2042                                                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4846.18       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.75% 05/05/2026 144A                                                                              | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1211788.97    | 0.00%             | 2026-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBWF 2016-85T MORTGAGE TRUST                                                                                | DBWF 2016-85T MORTGAGE TRUST 3.791% 12/10/2036 144A                                                                              | CUSIP: 23307CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $1346205.41    | 0.00%             | 2036-12-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG 2013-51 GI 3% 10/25/2032                                                                                            | CUSIP: 3136AECM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      211589 | PA      | $8417.61       | 0.00%             | 2032-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 3.75% 04/01/2032                                                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1904000 | PA      | $1771915.29    | 0.00%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2045#G08677                                                                                                 | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      237755 | PA      | $222846.20     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1228000 | PA      | $748466.00     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 5.45% 09/30/2054                                                                                        | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2004917.93    | 0.00%             | 2054-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2050#SD8098                                                                                                   | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2671947 | PA      | $2093292.63    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL4                                                                   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 STEP 02/25/2030 144A                                                           | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      404000 | PA      | $406230.77     | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                                    | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                                               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     8495000 | PA      | $8421843.27    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AQ6804                                                                                                      | CUSIP: 3138MNR28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8351 | PA      | $7702.98       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                                                  | SWCH COML MTG TR 2025-DATA TSFR1M+144.29 03/15/2042 144A                                                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4609312.50    | 0.01%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+260 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134958.66     | 0.00%             | 2031-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | MAIN STREET SPORTS GROUP WT 06/30/2026                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       63385 | NS      | $27550.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARK AVE INSTL ADVISERS CLO LTD 2018-1/PK AVE INSTL ADVISERS CLO LLC 2018-1                                 | PARK AVE INSTL ADVISERS CLO LTD 2018-1/LLC 2018-1 A1AR TSFR3M+126.161 10/20/2031 144A                                            | CUSIP: 70016RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      424747 | PA      | $424534.69     | 0.00%             | 2031-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY451600 12/16/72 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      720000 | NC      | $-1310.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #766918                                                                                                          | CUSIP: 36176HYP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      164802 | PA      | $152522.79     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNMA 2017-H06 FA T1Y+35 08/66                                                                                                    | CUSIP: 38376RV60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      175834 | PA      | $174962.87     | 0.00%             | 2066-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEP EUROPE FINCO BV                                                                                         | NEP GROUP TERM B 1LN 08/19/2026                                                                                                  | CUSIP: 62908HAM7<br>LEI: 549300M5F3LSBUNG0C68 | Long             | LON              | CORP              | NL        |      122960 | PA      | $111210.20     | 0.00%             | 2026-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                                             | LV TR 2024-SHOW A VAR 10/10/2029 144A                                                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22005 | PA      | $22017.22      | 0.00%             | 2041-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#CV9606                                                                                                     | CUSIP: 3618F6U79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      799857 | PA      | $826046.54     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                                                         | OBX 2024-NQM8 A1 TRUST 6.233% 05/25/2064 144A                                                                                    | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1839556 | PA      | $1853543.67    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 2.875% 10/15/2026 144A                                                                                  | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293000 | PA      | $283752.95     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                                                      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      383000 | PA      | $381883.71     | 0.00%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2029                                                                                    | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5143082 | PA      | $166415.22     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.75% 04/01/2034                                                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      855000 | PA      | $857917.26     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 9.125% 05/01/2029 144A                                                                                  | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      365193 | PA      | $302191.80     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 1.45% 09/15/2026                                                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       82000 | PA      | $78818.18      | 0.00%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 6.375% 10/01/2030                                                                                            | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      174000 | PA      | $177271.19     | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#MA4701                                                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3675195 | PA      | $3480902.25    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2050#CA7531                                                                                                   | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16282 | PA      | $14124.67      | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035                                                                                   | CUSIP: 07387UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592774 | PA      | $568164.49     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 6.25% 06/01/2028 144A                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      213000 | PA      | $215128.08     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3.5% 12/01/2036#BM3680                                                                                            | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104313 | PA      | $99533.30      | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      759848 | PA      | $651241.86     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA FHAL 4% 08/01/2048#CA2171                                                                                                   | CUSIP: 3140Q9MV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      289685 | PA      | $269990.34     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 11/01/2053#RJ0320                                                                                                 | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161491 | PA      | $167033.60     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                                        | APPALACHIAN POWER CO 5.65% 04/01/2034                                                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1009558.63    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.15% 02/25/2033                                                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32222 | PA      | $30420.69      | 0.00%             | 2033-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC9556                                                                                                 | CUSIP: 3133AUTM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      540625 | PA      | $447954.82     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 5.75% 11/15/2031 144A                                                                                   | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2003138.00    | 0.00%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/20/2052#                                                                                                           | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12659672 | PA      | $10181459.20   | 0.02%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.75% 03/01/2045                                                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      324000 | PA      | $246820.78     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 2.7% 01/15/2051                                                                                          | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      198000 | PA      | $114145.32     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                              | DCLI BIDCO LLC 7.75% 11/15/2029 144A                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1335168.05    | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 4.125% 08/13/2042                                                                                                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       49000 | PA      | $40277.96      | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2041#MA4364                                                                                                   | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10342084 | PA      | $8759459.05    | 0.02%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 09/15/2043#711804                                                                                                 | CUSIP: 36297GX96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      491539 | PA      | $454140.91     | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.136% 07/02/2031 144A                                                                                          | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $254481.20     | 0.00%             | 2031-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135969 | PA      | $135968.53     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4.125% 08/17/2027                                                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      895000 | PA      | $863429.86     | 0.00%             | 2027-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 25-RP1 SA VAR 01/25/2064 144A                                                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18854 | PA      | $16688.14      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42226000 | PA      | $39415331.88   | 0.09%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 3.85% 07/15/2029                                                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1659190.44    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    13243000 | PA      | $13047623.64   | 0.03%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                                            | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                                           | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      705000 | PA      | $713732.55     | 0.00%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS8908                                                                                                 | CUSIP: 3140XQ3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4023038 | PA      | $3357323.30    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/49#MA3833                                                                                                      | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      522509 | PA      | $432127.61     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2047#MA4198                                                                                                   | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      122261 | PA      | $118427.30     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 73 EURO CLO 2019 BV                                                                                  | DRYDEN 73 EURO CLO 2019 BV A1 3MEUR+94 01/15/2034 144A                                                                           | CUSIP: N/A<br>LEI: 7245006HR170Y6CVKT47       | Long             | ABS-CBDO         | CORP              | NL        |     3698392 | PA      | $4190805.84    | 0.01%             | 2034-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2039#AL6611                                                                                                   | CUSIP: 3138EPKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221129 | PA      | $222362.72     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL A TSFR1M+154.123 05/15/2037 144A                                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492000 | PA      | $491692.30     | 0.00%             | 2037-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#RA7843                                                                                                   | CUSIP: 3133KPWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8197099 | PA      | $7527742.75    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 5.2% 06/21/2027                                                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5775000 | PA      | $5844262.23    | 0.01%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AE8265                                                                                                 | CUSIP: 31419KFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7926 | PA      | $7609.39       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 5.5% 07/15/2027 144A                                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      372000 | PA      | $369293.33     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1488594.37    | 0.00%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                                               | CORECIVIC INC 8.25% 04/15/2029                                                                                                   | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $121547.39     | 0.00%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2.3% 12/20/2054                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   934250000 | PA      | $5772294.42    | 0.01%             | 2054-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TR                                                                                            | OBX 2021-NQM3 TR 1.054% 07/25/2061 144A                                                                                          | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10440174 | PA      | $8447652.26    | 0.02%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      610000 | PA      | $591979.09     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AW8233                                                                                                   | CUSIP: 3138XYEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83415 | PA      | $79569.75      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 6.125% 01/29/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $200030.00     | 0.00%             | 2026-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                                                    | RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A                                                                                         | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7731000 | PA      | $7738506.80    | 0.02%             | 2037-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 5.25% 02/01/2042 144A                                                                                                   | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      169000 | PA      | $130881.41     | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD1863                                                                                                   | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      839650 | PA      | $822233.14     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.654% 06/25/2029                                                                                 | CUSIP: 3137FNAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1462765 | PA      | $1371860.15    | 0.00%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/46#MA4071                                                                                                        | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      320072 | PA      | $313623.72     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 7.0816% 07/15/2043 144A                                                          | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $110884.88     | 0.00%             | 2043-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24973                                                                                                 | CUSIP: 3132M5FN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35091 | PA      | $33103.99      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2047#AS9811                                                                                                   | CUSIP: 3138WK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37228 | PA      | $36953.17      | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RLGH TR 2021-TROT                                                                                           | RLGH TR 2021-TROT VAR 04/15/2026 144A                                                                                            | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1894327.36    | 0.00%             | 2036-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XXV DESIGNATED ACTIVITY CO                                                                        | AVOCA CLO XXV DESIGNATED ACTIVITY CO A 3MEUR+96 10/15/2034 144A                                                                  | CUSIP: N/A<br>LEI: 54930084KZX5P0I22S35       | Long             | ABS-CBDO         | CORP              | IE        |     5000000 | PA      | $5658032.50    | 0.01%             | 2034-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      552000 | PA      | $565795.58     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                                             | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                                            | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875773 | PA      | $2705628.14    | 0.01%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERIES RR 2015-1 TR                                                                                         | SERIES RR 2015-1 TR B 0% 04/26/2048 144A                                                                                         | CUSIP: 81753VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33714 | PA      | $33543.76      | 0.00%             | 2048-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 2.25% 09/01/2030                                                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      285000 | PA      | $249731.85     | 0.00%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1A                                                                           | UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A                                                                          | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233779 | PA      | $233901.84     | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 6.25% 03/15/2033                                                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2901000 | PA      | $3025437.93    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 SA 0% 01/25/2064 144A                                                                   | CUSIP: 362954AH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       21186 | PA      | $9565.62       | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16470                                                                                                 | CUSIP: 3132J7T44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79350 | PA      | $71645.95      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD 2022                                                                                      | CEDAR FUNDING LTD 2022 A TSFR3M+132 04/20/2035 144A                                                                              | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7060000 | PA      | $7059929.40    | 0.02%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028                                                          | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     9980000 | PA      | $10080219.16   | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/42                                                                                                                  | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      557284 | PA      | $234710.59     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS VAR 10/25/2034                                                                                        | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2902 | PA      | $2777.05       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA/MAX HOLDING LLC                                                                                  | ECI SOFTWARE SOLUTIONS TERM B 1LN 5/9/2030                                                                                       | CUSIP: 26825UAM3<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |      116407 | PA      | $116490.73     | 0.00%             | 2030-05-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.875% 02/15/2026                                                                                                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1137357.45    | 0.00%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 08/15/2040#721759                                                                                                 | CUSIP: 3620A7ZY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69928 | PA      | $67189.47      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1421910 | PA      | $1409706.23    | 0.00%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.875% 02/28/2027                                                                                                      | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5213000 | PA      | $5031563.15    | 0.01%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 05/15/2044                                                                                                          | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14845000 | PA      | $5566857.04    | 0.01%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                                | ANTERO RESOURCES CORP 5.375% 03/01/2030 144A                                                                                     | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     2603000 | PA      | $2555479.37    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 5.2% 06/01/2054                                                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      303000 | PA      | $275633.97     | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#QE4719                                                                                                   | CUSIP: 3133BEG49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41524 | PA      | $38159.46      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR1 TR                                                                                           | AMSR 2023-SFR1 TR 4% 04/17/2040 144A                                                                                             | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4644946 | PA      | $4284158.18    | 0.01%             | 2040-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU2854                                                                                                   | CUSIP: 3138X2E42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80761 | PA      | $76372.39      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                                           | CIM TRUST 2025-R1 5% 02/25/2099 144A                                                                                             | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5220605 | PA      | $5124144.55    | 0.01%             | 2099-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 01/01/2041#MA4232                                                                                                   | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1347563 | PA      | $1145959.78    | 0.00%             | 2041-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A                                                                    | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4062360 | PA      | $3701901.11    | 0.01%             | 2051-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 6% 07/01/2039#SB1215                                                                                                   | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9557878 | PA      | $9791584.19    | 0.02%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4618000 | PA      | $3932676.47    | 0.01%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PAC PPTYS LP 3.95% 11/01/2027                                                                                             | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      760000 | PA      | $664943.38     | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 05/01/2033#BS8546                                                                                                | CUSIP: 3140LKP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487100 | PA      | $474969.02     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | CWHL 05-R2 1AF1 TSFR1M+34 6/35                                                                                                   | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39076 | PA      | $37591.47      | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34188.83      | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                                                     | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                                           | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |     4331000 | PA      | $4318925.17    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2436                                                                                                 | CUSIP: 3140F9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321235 | PA      | $291256.75     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4350                                                                                                   | CUSIP: 3133B1ZP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      608415 | PA      | $522774.61     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      166000 | PA      | $159712.40     | 0.00%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A                                                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      834000 | PA      | $752176.26     | 0.00%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2042#MA0154                                                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      121026 | PA      | $111903.26     | 0.00%             | 2042-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2054#                                                                                                         | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4670079 | PA      | $4726695.85    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                                       | VERICREST OPPORTUNITY LOAN TRANSFEREE 4.8678% 08/25/2051 144A                                                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1963288 | PA      | $1957585.51    | 0.00%             | 2051-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 E MTG TR TSFR1M+448.7 07/15/2034 144A                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      313000 | PA      | $309557.59     | 0.00%             | 2041-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 6.3% 04/15/2040                                                                                                 | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $569528.00     | 0.00%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                                             | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      838000 | PA      | $764538.66     | 0.00%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 02/20/2052#MA7882                                                                                                     | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1591086 | PA      | $1388365.21    | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 7.75% 07/01/2026                                                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $472872.94     | 0.00%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6.35% 11/30/2037                                                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6351.66       | 0.00%             | 2037-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ARIA                                                                                             | BX TR 2021-ARIA TSFR1M+101.358 91 10/15/2036 144A                                                                                | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129000 | PA      | $128355.00     | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#MA4178                                                                                                 | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13475 | PA      | $11884.64      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/51#MA7311                                                                                                          | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      579934 | PA      | $466136.60     | 0.00%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 08/25/2035                                                                                                        | CUSIP: 12667GYX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1108685 | PA      | $998850.92     | 0.00%             | 2035-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.375% 09/27/2054                                                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53214.63      | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 M1 STEP 03/25/2037 144A                                                                           | CUSIP: 07402LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156976 | PA      | $154918.29     | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC                                                          | POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC A TSFR3M+134.161 07/20/2034 144A                                              | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250065.25     | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC                                                                         | AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A                                                               | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4828000 | PA      | $4828415.21    | 0.01%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#CA8955                                                                                                 | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14876 | PA      | $12251.29      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     4606000 | PA      | $4280565.83    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25146                                                                                                 | CUSIP: 3132M5L34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58200 | PA      | $56614.96      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2B MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      486684 | PA      | $1222.70       | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2053#SD7559                                                                                                 | CUSIP: 3132DVMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11703843 | PA      | $11736525.06   | 0.03%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 5.9% 03/01/2033                                                                                          | CUSIP: 341099CB3<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12582.58      | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 LTD                                                                                              | RAD CLO 21 LTD A1R TSFR3M+107 01/25/2037 144A                                                                                    | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249195.00     | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.2% 10/03/2047                                                                                                        | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      795000 | PA      | $577196.04     | 0.00%             | 2047-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                                                          | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2024691.13    | 0.00%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                                                       | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    19927562 | PA      | $19811759.25   | 0.05%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      104255 | NS      | $578615.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11663400 | PA      | $7009885.58    | 0.02%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      285000 | PA      | $270932.57     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 4.45% 09/01/2034                                                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    14000000 | PA      | $10730119.87   | 0.03%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     2700000 | NC      | $-47269.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 A VAR 05/10/2039 144A                                                                     | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100698.80     | 0.00%             | 2039-05-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.5% 08/15/2039                                                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $804414.82     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 10/1/33 #A14237                                                                                                   | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101671 | PA      | $102361.70     | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/51#MA7705                                                                                                        | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2367726 | PA      | $1985245.25    | 0.00%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2860000 | PA      | $3149798.42    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                                                     | ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A                                                                                    | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186000.48     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 3.49% 05/28/2030                                                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $937504.71     | 0.00%             | 2030-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 0% 10/04/2028 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      670000 | PA      | $708427.01     | 0.00%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.55% 07/15/2031 144A                                                                                | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       23352 | PA      | $21698.63      | 0.00%             | 2031-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS DELAWARE LP                                                                               | LYRA MUSIC ASSETS DELAWARE LP 24-2A A2 5.76% 12/22/2064 144A                                                                     | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379455 | PA      | $373461.44     | 0.00%             | 2064-12-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 6.25% 05/15/2039                                                                                             | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      350000 | PA      | $378427.21     | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                                                    | BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051                                                                                    | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      949000 | PA      | $927682.42     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+150 10/25/2041 144A                                                              | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1692334 | PA      | $1699328.90    | 0.00%             | 2041-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                                    | OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A                                                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2311691 | PA      | $2328851.48    | 0.01%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8460                                                                                                 | CUSIP: 3140L7MJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2038459 | PA      | $1662922.64    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 21-MN3 M1 SOFR30A+ 11/25/2051 144A                                                | CUSIP: 35563GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97777 | PA      | $97868.07      | 0.00%             | 2051-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/2032#SB0878                                                                                                 | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1891133 | PA      | $1808860.51    | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3742                                                                                                   | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700489 | PA      | $590424.51     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3378                                                                                                   | CUSIP: 3133BQXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      366604 | PA      | $357968.94     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                                                              | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1228651.58    | 0.00%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 9.44% 09/20/2040 144A                                                            | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375028 | PA      | $384702.77     | 0.00%             | 2040-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 5% 10/15/2026 144A                                                                                                     | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      230000 | PA      | $229251.05     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                                                | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                                                | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      445000 | PA      | $441488.86     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                                                    | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 5.95% 04/20/2035 144A                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1297970.76    | 0.00%             | 2035-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+195 10/15/2041 144A                                                                                      | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498000 | PA      | $498622.90     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1109                                                                                                   | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20670 | PA      | $16193.57      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2042 #MA0625                                                                                                  | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2059306 | PA      | $1901246.56    | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                                 | AMEREN CORP 3.5% 01/15/2031                                                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      119000 | PA      | $110924.29     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                                                 | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3566569 | PA      | $3707082.71    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026                                                              | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4282000 | PA      | $4268343.12    | 0.01%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AV6581                                                                                                   | CUSIP: 3138XJJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345428 | PA      | $330598.08     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.752% 11/01/2044                                                                                  | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26090.50      | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.95% 05/17/2033                                                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      189000 | PA      | $187547.23     | 0.00%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                                 | MCAFEE TERM 1LN 03/01/2029                                                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2566036 | PA      | $2464677.21    | 0.01%             | 2029-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.6% 03/09/2026                                                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3496672.20    | 0.01%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      900000 | NC      | $68791.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#CB0290                                                                                                   | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      876312 | PA      | $685984.26     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                                             | ANGEL OAK MORTGAGE TRUST 2023-7 4.8% 11/25/2067 144A                                                                             | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440650 | PA      | $436486.29     | 0.00%             | 2067-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 05/15/2040                                                                                   | CUSIP: 3137A05F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       16412 | PA      | $16306.70      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2031#AN2625                                                                                                 | CUSIP: 3138LE4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      323529 | PA      | $289445.36     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST                                                                    | BREX COMMERCIAL CHARGE CARD MASTER TRUST 6.05% 07/15/2027 144A                                                                   | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $135070.34     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.125% 08/03/2065                                                                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4976000 | PA      | $4831336.58    | 0.01%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2044#AS3651                                                                                                 | CUSIP: 3138WDBV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1365177 | PA      | $1323722.09    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 6.43% 10/27/2059 144A                                                                     | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      664000 | PA      | $675982.61     | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6% 04/22/2064 144A                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8200000 | PA      | $7623607.65    | 0.02%             | 2064-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+139.69 03/15/2039 144A                                                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99937.50      | 0.00%             | 2039-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 3.7% 01/30/2050                                                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      356000 | PA      | $256532.14     | 0.00%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047                                                                                   | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $869854.31     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $30574.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2036#CA9437                                                                                                   | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227412 | PA      | $205432.60     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.641000 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $-13069.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                               | COHERENT CORP 5% 12/15/2029 144A                                                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      883000 | PA      | $855594.86     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2045#BM5975                                                                                                   | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      629030 | PA      | $563368.76     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1718216.92    | 0.00%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2052#MA4684                                                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22701100 | PA      | $21500984.00   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#SB8107                                                                                                   | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2073477 | PA      | $1875017.68    | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3234                                                                                                   | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3931784 | PA      | $3377732.74    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                          | BAUSCH and LOMB TERM B 1LN 05/10/2027                                                                                            | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      339713 | PA      | $338476.26     | 0.00%             | 2027-05-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 5.4% 06/06/2027 144A                                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2172419.28    | 0.01%             | 2027-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 6.496% 11/25/2069 144A                                                  | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $128213.56     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2052#SD8261                                                                                                   | CUSIP: 3132DWFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2138105 | PA      | $2172043.59    | 0.01%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL 4.75% 06/01/2030                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | PA      | $935521.77     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM 5.58952% 11/10/2029 144A                                                                     | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $407117.62     | 0.00%             | 2029-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                                                 | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      960556 | PA      | $995397.75     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      525000 | PA      | $517959.15     | 0.00%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5% 03/15/2027                                                                                       | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2973002.84    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-3 MTG LN TR                                                                                       | COLT 2024-3 MORTGAGE LOAN TRUST 6.393% 06/25/2069 144A                                                                           | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1827714 | PA      | $1843921.27    | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 1A12 5.875% 01/25/2038                                                                            | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      842269 | PA      | $343436.92     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.82% 04/01/2032#BL6367                                                                                                | CUSIP: 3140HYCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1011200 | PA      | $854943.14     | 0.00%             | 2032-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MN                                                                                               | UNIV MINNESOTA 4.048% 4/1/2052                                                                                                   | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1060000 | PA      | $821742.95     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4% 07/15/2030                                                                                      | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      175000 | PA      | $164276.30     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.78% 04/01/2026#AN1222                                                                                                | CUSIP: 3138LDLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204787 | PA      | $201598.00     | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.97% 01/01/2032#BS6881                                                                                                | CUSIP: 3140LHUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      858880 | PA      | $869311.67     | 0.00%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3207268 | PA      | $3229370.31    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.35% 02/15/2033                                                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1695289.80    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3.375% 02/15/2030                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4028386.67    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+54.948 07/25/2037 144A                                                                       | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14832 | PA      | $13886.02      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: GBP/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-77735.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386166.04     | 0.00%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                                            | VITAL ENERGY INC 7.875% 04/15/2032 144A                                                                                          | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      300000 | PA      | $243338.19     | 0.00%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                                                         | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                                                       | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $347429.99     | 0.00%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/51#MA7312                                                                                                        | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3570504 | PA      | $2995958.81    | 0.01%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.95% 05/15/2043                                                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $241690.05     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.32% 03/01/2029#AN4786                                                                                                | CUSIP: 3138LHJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      904487 | PA      | $873219.20     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                | NEWMONT CORP 2.25% 10/01/2030                                                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     2192000 | PA      | $1960888.50    | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2032#G18651                                                                                                 | CUSIP: 3128MMWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      602230 | PA      | $575102.44     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885802 12/15/56 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $52076.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                                                    | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                                                          | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1739643.84    | 0.00%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#RA6347                                                                                                   | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      643280 | PA      | $552731.76     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2052#FS3056                                                                                                   | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1400610 | PA      | $1091156.50    | 0.00%             | 2052-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -84014000 | PA      | $-83437798.38  | -0.20%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                                                         | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1300037.93    | 0.00%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2917546.95    | 0.01%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2043#MA1225                                                                                                   | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55449 | PA      | $52760.19      | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-15756.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A R1 0% 02/12/2031 144A                                                                                    | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10000 | PA      | $282616.09     | 0.00%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2900409 | PA      | $2405053.29    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 8% 12/01/2036#AL0379                                                                                                   | CUSIP: 3138EGM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8391 | PA      | $8675.53       | 0.00%             | 2036-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 DB B                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |      850000 | NC      | $17869.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2055#CC0404                                                                                                   | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2275342 | PA      | $2325857.49    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                                               | FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A                                                                                      | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3505000 | PA      | $3505311.95    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#QA7250                                                                                                   | CUSIP: 3133A2BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2364148 | PA      | $2051688.22    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2042                                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8455700 | PA      | $7571484.83    | 0.02%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                                          | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5999000 | PA      | $5817995.47    | 0.01%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RR 34 LTD                                                                                                   | RR 34 LTD A1R TSFR3M+135 10/15/2039 144A                                                                                         | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2273000 | PA      | $2282930.74    | 0.01%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS7871                                                                                                   | CUSIP: 3140XPW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3203396 | PA      | $2530669.11    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TRUST                                                                                         | TRK 2021-INV2 B1 TRUST 4.104% 11/25/2056 144A                                                                                    | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $119359.91     | 0.00%             | 2056-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC4467                                                                                                         | CUSIP: 31417N6D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12837 | PA      | $12632.61      | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      465000 | PA      | $481065.21     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.4% 09/18/2029                                                                                            | CUSIP: 455780CK0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      420000 | PA      | $403200.00     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.75% 04/30/2026                                                                                                       | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63676200 | PA      | $61738055.66   | 0.15%             | 2026-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SD8090                                                                                                   | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25922812 | PA      | $20341197.58   | 0.05%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD / WHITEBOX CLO II LLC                                                                   | WHITEBOX CLO II LTD / WHITEBOX CLO II LLC A1R2 TSFR3M+138 10/24/2037 144A                                                        | CUSIP: 96466CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500250.00     | 0.00%             | 2037-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                                        | HEIMSTADEN BOSTAD AB 3.625%/VAR PERP REGS                                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |      185000 | PA      | $203080.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3038                                                                                                   | CUSIP: 3140QNLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      639371 | PA      | $502103.64     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR/2.885 05/25/2029                                                                              | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      786028 | PA      | $744943.56     | 0.00%             | 2029-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                                                               | VOLT XCIV LLC 2.2395% 02/27/2051 144A                                                                                            | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1008135 | PA      | $1007235.04    | 0.00%             | 2051-02-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 3.002% 06/01/2051                                                                                             | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      975000 | PA      | $612808.75     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 04/01/2041#                                                                                                         | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34210 | PA      | $29008.16      | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   168900000 | PA      | $151033546.88  | 0.36%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.125% 06/16/2025                                                                                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134994.59     | 0.00%             | 2025-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 4% 06/15/2028                                                                                                    | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1674189.70    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5273500 | PA      | $5178796.90    | 0.01%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 3/41 #004978                                                                                                       | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1660104 | PA      | $1632635.60    | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $629233.47     | 0.00%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 11/01/2051#FA0376                                                                                              | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      676777 | PA      | $530209.47     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 10/41 #005204                                                                                                      | CUSIP: 36202FX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1007786 | PA      | $990645.67     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.HY.44.V1) 5.000 06/20/30                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    72577845 | NC      | $1218572.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/42#G07184                                                                                                        | CUSIP: 3128M9J52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186670 | PA      | $177563.56     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                                                     | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2693591.25    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD7527                                                                                                   | CUSIP: 3132DVLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2116582 | PA      | $1680689.60    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 09/25/2034                                                                                                 | CUSIP: 466247EY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         523 | PA      | $512.69        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HEALTHEQUITY INC                                                                                            | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42977.66      | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2053#FS4662                                                                                                 | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2975271 | PA      | $3089932.16    | 0.01%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                                                                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                                                               | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |     5450000 | PA      | $6196896.92    | 0.01%             | 2038-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | OIS CAD CAONREPO-3.00000 01/23/25 9Y* LC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -14000000 | NC      | $-97653.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                              | FLOWSERVE CORP 2.8% 01/15/2032                                                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      405000 | PA      | $342909.19     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 11/01/2041#RB5135                                                                                                   | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1657106 | PA      | $1397564.68    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 12/39 #890385                                                                                                         | CUSIP: 31410LF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128868 | PA      | $135129.68     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2066013.86    | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 2.437% 4/1/2040                                                                                                   | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      570000 | PA      | $406929.50     | 0.00%             | 2040-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                        | RANGE RESOURCES CORP 8.25% 01/15/2029                                                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      394000 | PA      | $404732.95     | 0.00%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.05% 03/15/2034                                                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1765111.32    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AA8725                                                                                                 | CUSIP: 31416SVT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8827 | PA      | $8873.34       | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 5.735% 02/25/2070 144A                                                                              | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1618123 | PA      | $1621130.75    | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      218000 | PA      | $141918.00     | 0.00%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                        | SONIC AUTOMOTIVE INC 4.625% 11/15/2029 144A                                                                                      | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      268000 | PA      | $256002.95     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 01/01/2051#MA4236                                                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5568512 | PA      | $4118768.22    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027                                                            | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3235000.23    | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#MA2189                                                                                                 | CUSIP: 31418BNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16271 | PA      | $14373.60      | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BA7492                                                                                                   | CUSIP: 3140ECKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17092 | PA      | $15978.09      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | FIDELITY US BOND INDEX FUNDFIDELITY ADV                                                                                          | CUSIP: 316146356<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    22262649 | NS      | $229527907.75  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 10/31/2027                                                                                                        | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63895000 | PA      | $58955616.83   | 0.14%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                                                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3476000 | PA      | $2800216.73    | 0.01%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                         | EMERA US FINANCE LP 4.75% 06/15/2046                                                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $262277.86     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051                                                                                     | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      288888 | PA      | $49442.50      | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066                                                                            | CUSIP: 38376RXT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       59065 | PA      | $59261.59      | 0.00%             | 2066-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 3% 05/25/2048                                                                                                         | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      499061 | PA      | $453212.63     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2042#AB6903                                                                                                 | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110743 | PA      | $99890.13      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#CA9381                                                                                                   | CUSIP: 3140QHM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65115 | PA      | $50932.15      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                                          | ELMWOOD CLO II LTD A1RR TSFR3M+135 10/20/2037 144A                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22823937.50   | 0.05%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                                                   | DHL GROUP 3.125% 06/05/2032 REGS                                                                                                 | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      875000 | PA      | $993637.97     | 0.00%             | 2032-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                                               | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      480000 | PA      | $452426.40     | 0.00%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD8371                                                                                                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25145259 | PA      | $24378120.28   | 0.06%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.898%/VAR 07/23/2031                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      718000 | PA      | $621554.28     | 0.00%             | 2031-07-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 5.375% 01/15/2026 144A                                                                           | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94751.95      | 0.00%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNMA II 4.5% 6/45#MA2894                                                                                                         | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55651 | PA      | $54537.60      | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      150000 | NC      | $25574.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2023-1 5.84% 01/18/2028 144A                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13843475 | PA      | $13929966.08   | 0.03%             | 2028-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.783% 01/23/2031                                                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      772000 | PA      | $681290.00     | 0.00%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                                      | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                                                    | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177417.41     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/37 #939637                                                                                                          | CUSIP: 31413ALS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3017 | PA      | $3161.19       | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2040#C03520                                                                                                 | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96658 | PA      | $92397.10      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 10/25/2055                                                                                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      623418 | PA      | $90807.46      | 0.00%             | 2055-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                                                      | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      240000 | PA      | $244665.60     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 08/31/2028                                                                                                      | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2715000 | PA      | $2488573.24    | 0.01%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2046#MA3737                                                                                                     | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      205703 | PA      | $192423.86     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2039#                                                                                                         | CUSIP: 312936EZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157574 | PA      | $150914.49     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 08/15/2034                                                                                     | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1882 | PA      | $1895.91       | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ4617                                                                                                   | CUSIP: 3140H6DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85663 | PA      | $80428.31      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028                                                                                  | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3600000 | PA      | $3520240.56    | 0.01%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/32#ZA3931                                                                                                      | CUSIP: 31329MLL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      995007 | PA      | $948357.39     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BC6149                                                                                                 | CUSIP: 3140F1ZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141228 | PA      | $128180.52     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4772                                                                                                   | CUSIP: 3140NMJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2128708 | PA      | $2170480.73    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2046#Q42260                                                                                                   | CUSIP: 3132WFQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36470 | PA      | $32216.14      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.282% 04/02/2050                                                                                               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      662000 | PA      | $570084.28     | 0.00%             | 2050-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q42657                                                                                                 | CUSIP: 3132WF5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126110 | PA      | $114531.30     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+320 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      344587 | PA      | $467025.74     | 0.00%             | 2035-02-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045                                | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2886957.06    | 0.01%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                                                     | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      365000 | PA      | $371033.45     | 0.00%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                                   | BENCHMARK 2025-V14 MTG TR 5.6599% 04/15/2057                                                                                     | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11710000 | PA      | $12092989.60   | 0.03%             | 2057-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                                                 | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77222 | PA      | $67891.85      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 11.75% 01/31/2029 144A                                                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      909000 | PA      | $852138.60     | 0.00%             | 2029-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | ALTICE USA TERM B6 1LN 01/18/2028                                                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       97750 | PA      | $96405.94      | 0.00%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                                                | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1777657 | PA      | $1770990.90    | 0.00%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 03/25/2055                                                                            | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9456631 | PA      | $9444262.30    | 0.02%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      658840 | PA      | $564588.90     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783262                                                                                                          | CUSIP: 36241LTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23074 | PA      | $22676.93      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.15% 10/01/2045                                                                                             | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      790000 | PA      | $641691.81     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                                                  | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $397850.51     | 0.00%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT D TSFR1M+538.9 03/15/2026 144A                                                                                    | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $156620.12     | 0.00%             | 2041-03-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                                                                             | TESLA 2024-A A3 5.37% 06/22/2026 144A                                                                                            | CUSIP: 88166VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      317388 | PA      | $317636.13     | 0.00%             | 2026-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                                          | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                                                        | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      310000 | PA      | $307889.55     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5478746.85    | 0.01%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.5% 05/15/2064                                                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1759287.45    | 0.00%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                                                           | BXMT 2020-FL3 LTD STEP 03/15/2037 144A                                                                                           | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1341950 | PA      | $1340881.76    | 0.00%             | 2037-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                                                              | ANTYLIA SCIENTIFIC TERM 1LN 05/14/2032                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      172027 | PA      | $167583.55     | 0.00%             | 2032-05-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 LTD                                                                                              | 1988 CLO 2 LTD A1R TSFR3M+120 04/15/2038 144A                                                                                    | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249551.25     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.679%/VAR 01/05/2035                                                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202120.28     | 0.00%             | 2035-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 2.75% 10/21/2051                                                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      360000 | PA      | $218972.75     | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9989                                                                                                   | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2981296 | PA      | $3044690.28    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.698000 5/11/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1355925736 | NC      | $13043.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AR5169                                                                                                 | CUSIP: 3138W2W76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242039 | PA      | $215155.93     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALM LTD/KY                                                                                                  | ALM LTD/KY A1R TSFR3M+99 07/15/2037 144A                                                                                         | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      515000 | PA      | $512745.33     | 0.00%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/47#MA3088                                                                                                        | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306236 | PA      | $285703.44     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.85% 04/06/2030                                                                                        | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2524083.65    | 0.01%             | 2030-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040                                                                                     | CUSIP: 3137FXBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      381918 | PA      | $340338.62     | 0.00%             | 2040-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6343                                                                                                   | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166292 | PA      | $131370.19     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2053#RJ0135                                                                                                   | CUSIP: 3142GQEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      907633 | PA      | $832808.76     | 0.00%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 3.625% 03/01/2029 144A                                                                                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $247240.26     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 MORTGAGE TRUST                                                                                 | MCR 2024-HF1 A MORTGAGE TRUST TSFR1M+179.3 12/15/2041 144A                                                                       | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1042000 | PA      | $1042000.00    | 0.00%             | 2041-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2050#MA4211                                                                                                   | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2608733 | PA      | $2245196.51    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2032#U80074                                                                                                 | CUSIP: 3132G7CK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19357 | PA      | $18699.18      | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#SD0958                                                                                                 | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1599014 | PA      | $1438299.27    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                                               | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4640000 | PA      | $4120125.49    | 0.01%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $548782.36     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 2.5% 06/03/2050                                                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      250000 | PA      | $146996.28     | 0.00%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                                                           | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      245710 | PA      | $207187.08     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                                | CROSS 2024-H7 A1 MORTGAGE TRUST 5.585% 11/25/2069 144A                                                                           | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1307842 | PA      | $1306612.80    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAST MILE LOGISTICS PAN EURO FINANCE DAC                                                                    | LAST MILE LOGISTICS PAN EURO FINANCE DAC 3MEUR+270 08/17/2033 REGS                                                               | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      176734 | PA      | $195714.14     | 0.00%             | 2033-08-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#MA4077                                                                                                   | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11093144 | PA      | $8704604.85    | 0.02%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2021-2                                                                                      | LENDMARK FDG TR 2021-2 4.46% 04/20/2032 144A                                                                                     | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2667443.40    | 0.01%             | 2032-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041                                                                              | CUSIP: 3136A3M81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1111 | PA      | $2.35          | 0.00%             | 2041-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $15287.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 08/01/2031#V61273                                                                                                 | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      461412 | PA      | $442827.80     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                                                         | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      247000 | PA      | $250578.50     | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 12/01/2053#FS6525                                                                                                 | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      401025 | PA      | $416661.19     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                                           | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                                               | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1741149.01    | 0.00%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-2                                                                                             | HERO FDG 2017-2A A2 4.07% 09/20/2048 144A                                                                                        | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       48743 | PA      | $43755.99      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                                             | OHIOHEALTH CORP 2.297% 11/15/2031                                                                                                | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     8505000 | PA      | $7393386.80    | 0.02%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                                                                    | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                                                                   | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |      775000 | PA      | $799130.56     | 0.00%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6% 11/25/2035                                                                                      | CUSIP: 225470FN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5851 | PA      | $1414.81       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#G08567                                                                                                 | CUSIP: 3128MJTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152394 | PA      | $144282.12     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HJ2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3137653 | PA      | $3124020.43    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#BM4980                                                                                                   | CUSIP: 3140J9RA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2131861 | PA      | $2026286.74    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2044#AW6505                                                                                                 | CUSIP: 3138XWGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248532 | PA      | $241450.64     | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.2% 05/12/2026                                                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1701000 | PA      | $1705304.19    | 0.00%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT AJAX OPERATING PARTNERSHIP LP                                                                         | GREAT AJAX OPERATING PARTNERSHIP LP 9.875% 09/01/2027 144A                                                                       | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |      672000 | PA      | $657471.92     | 0.00%             | 2027-09-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25069                                                                                                 | CUSIP: 3132M5JN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65612 | PA      | $63824.25      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                                                         | SENEGAL REPUBLIC OF 6.25% 05/23/2033 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      200000 | PA      | $143376.00     | 0.00%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2494                                                                                                 | CUSIP: 3132DPXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95619 | PA      | $84932.87      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+71.448 11/25/2035 144A                                                                              | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10651 | PA      | $10239.98      | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | CDX IG41 5Y ICE SWAP 12/20/2028                                                                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $-68.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2045#AS5393                                                                                                 | CUSIP: 3138WE7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160580 | PA      | $155452.56     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030                                                                                      | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1151198.74    | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/48#MA5138                                                                                                        | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      626019 | PA      | $603845.32     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 1.75% 08/18/2031                                                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       79000 | PA      | $67467.09      | 0.00%             | 2031-08-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    36149000 | PA      | $33130074.10   | 0.08%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q42656                                                                                                   | CUSIP: 3132WF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12860 | PA      | $12025.69      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 9/39 #AD0242                                                                                                          | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184293 | PA      | $189427.02     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2047#BB8791                                                                                                     | CUSIP: 3617B0XU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91797 | PA      | $84953.40      | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G05969                                                                                                          | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54335 | PA      | $54692.79      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4796000 | PA      | $2550341.68    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 4.85% 03/15/2044                                                                                       | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1767028.18    | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AW4740                                                                                                 | CUSIP: 3138XUHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23019 | PA      | $22363.64      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3248                                                                                                   | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2598021 | PA      | $2544942.56    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 10/01/2027#AP6647                                                                                                 | CUSIP: 3138MAL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95538 | PA      | $94022.18      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A                                 | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $224714.20     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6694                                                                                                 | CUSIP: 31417DNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147667 | PA      | $132344.16     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                                                     | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $21243.56      | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                                                                       | MARKS and SPENCER PLC STEP 07/10/2027 REGS                                                                                       | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1300090.35    | 0.00%             | 2027-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                                          | ELMWOOD CLO 38 LTD A TSFR3M+115 04/22/2038 144A                                                                                  | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249500.00     | 0.00%             | 2038-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.05% 03/15/2035                                                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1018399.52    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 2.7% 03/15/2031                                                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5335141.08    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2036#G30933                                                                                                   | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      957250 | PA      | $928298.73     | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                                                       | ARROW ELECTRONIC INC 5.15% 08/21/2029                                                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4041522.32    | 0.01%             | 2029-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A A 6.57% 10/15/2032 144A                                                                | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147285 | PA      | $147384.44     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2019-SFR1 TRUST                                                                                        | AMSR 2019-SFR1 H TRUST 6.04% 01/19/2039 144A                                                                                     | CUSIP: 00178XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $320250.68     | 0.00%             | 2039-01-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1660                                                                                                 | CUSIP: 3138X0Z27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60067 | PA      | $58550.38      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                                                 | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      918994 | PA      | $837777.79     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1781139.20    | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                         | SPRINT CAPITAL CORP 8.75% 03/15/2032                                                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      555000 | PA      | $664778.71     | 0.00%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                                             | WHP TERM B 1LN 02/20/2032                                                                                                        | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |      190000 | PA      | $188158.90     | 0.00%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                                     | DRYDEN SENIOR LOAN FUND A1A TSFR3M+139.161 02/20/2035 144A                                                                       | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3054000 | PA      | $3055844.62    | 0.01%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052                                                                                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1764109.01    | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.75% 02/15/2045                                                                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    79206000 | PA      | $77312481.56   | 0.19%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3546 A VAR 2/39                                                                                                              | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         819 | PA      | $829.72        | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2043#MA0852                                                                                                   | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163234 | PA      | $150572.63     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4.445% 02/14/2030                                                                                             | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $464024.81     | 0.00%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AS0290                                                                                                 | CUSIP: 3138W9KC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41975 | PA      | $40893.49      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO5544                                                                                                 | CUSIP: 3138LWES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100379 | PA      | $98250.28      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 46 LTD                                                                                         | SYMPHONY CLO 46 LTD A2 TSFR3M+159 01/20/2038 144A                                                                                | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250328.75     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1763982.60    | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      855000 | PA      | $866635.70     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      742000 | PA      | $749381.12     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5566                                                                                                   | CUSIP: 3133BFFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1098249 | PA      | $1009255.18    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG K-1520 X3 MLT CTF GT VAR 04/25/2039                                                                          | CUSIP: 3137FYTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130186 | PA      | $29594.61      | 0.00%             | 2039-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                                              | BANK 2017-BNK6 ASB 3.289% 07/60                                                                                                  | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155678 | PA      | $154065.69     | 0.00%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      400000 | NC      | $68199.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#MA4205                                                                                                 | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1995080 | PA      | $1759651.03    | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8985                                                                                                   | CUSIP: 3617M76W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67188 | PA      | $59922.24      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3004078 | PA      | $2994170.26    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1238                                                                                                   | CUSIP: 3140Q8LU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50709 | PA      | $48529.03      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A                                                          | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560000 | PA      | $1546350.00    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#AW0779                                                                                                 | CUSIP: 3138XP2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143721 | PA      | $143603.12     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.45% 02/15/2031 144A                                                                                               | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12454000 | PA      | $11010997.11   | 0.03%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP9743                                                                                                 | CUSIP: 3138MDZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158935 | PA      | $155505.02     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 2.667%/VAR 03/10/2032                                                                                               | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8625000 | PA      | $7535929.70    | 0.02%             | 2032-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 9/41 #Q03295                                                                                                          | CUSIP: 3132GJKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112570 | PA      | $107352.23     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | NY MTA TRANSP 6.814% 11/15/40                                                                                                    | CUSIP: 59259YGF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       20000 | PA      | $21484.32      | 0.00%             | 2040-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X C SONIO+240 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      121000 | PA      | $163116.74     | 0.00%             | 2037-05-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES2                                                                                    | TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A                                                                                  | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      563928 | PA      | $565647.02     | 0.00%             | 2064-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 03/01/2053#MA4964                                                                                                   | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594486 | PA      | $623669.85     | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                                                                       | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.836% 10/15/2050                                                                          | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1606837.30    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.75% 01/15/2026                                                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      850000 | PA      | $848996.67     | 0.00%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 MTG LN TR                                                                                    | COLT 2024-INV2 MORTGAGE LOAN TRUST 6.421% 05/25/2069 144A                                                                        | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      846665 | PA      | $854842.42     | 0.00%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNPP AM EURO CLO 2019 BV                                                                                    | BNPP AM EURO CLO 2019 BV AR 3MEUR+82 07/22/2032 144A                                                                             | CUSIP: N/A<br>LEI: 724500LEK89L3DYT1E52       | Long             | ABS-CBDO         | CORP              | NL        |      249691 | PA      | $281538.24     | 0.00%             | 2032-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                       | BROOKLYN UNION GAS CO 4.273% 03/15/2048 144A                                                                                     | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21763.91      | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                              | TRANSOCEAN INC 8.25% 05/15/2029 144A                                                                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      610000 | PA      | $550077.65     | 0.00%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                                    | AGILENT TECHNOLOGIES INC 2.3% 03/12/2031                                                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1088244.58    | 0.00%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                                                    | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2155000 | PA      | $2159131.57    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#FS0196                                                                                                 | CUSIP: 3140XFGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      840116 | PA      | $685345.27     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-NUGS                                                                           | MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A                                                             | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $4494431.24    | 0.01%             | 2036-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                                            | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      939000 | PA      | $848730.08     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC                                                           | JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC A1R TSFR3M+127 07/25/2035 144A                                                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11700000 | PA      | $11690628.30   | 0.03%             | 2035-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 2.7% 09/15/2030                                                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      894000 | PA      | $786628.10     | 0.00%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 1.625% 10/15/2029                                                                                                       | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13923000 | PA      | $14283828.31   | 0.03%             | 2029-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1312763.74    | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 03/20/2050#MA6541                                                                                                     | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1501398 | PA      | $1311579.14    | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TR                                                                                          | HOMES 2024-NQM2 TRUST 5.717% 10/25/2069 144A                                                                                     | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5361840 | PA      | $5367898.47    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.1% 09/15/2045                                                                                                 | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      105000 | PA      | $91900.04      | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BUY SCDS: (SOFTBK) SWAP/CDSWAP 1.00000% 06/20/2026                                                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     2630000 | NC      | $-6474.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#G08792                                                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      808920 | PA      | $731111.69     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#Q58998                                                                                                 | CUSIP: 3132Y27L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82955 | PA      | $79476.85      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GS MORTGAGE SECURITIES CORP 5.5% 05/25/2034                                                                                      | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         938 | PA      | $915.55        | 0.00%             | 2034-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AB3738                                                                                                 | CUSIP: 31417AEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      360097 | PA      | $334243.88     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.4% 04/18/2034                                                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1791006.04    | 0.00%             | 2034-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                                                 | OHA LOAN FUNDING 2016-1 LTD A1R2 TSFR3M+146 07/20/2037 144A                                                                      | CUSIP: 67110UAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250694.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2053#MA5026                                                                                                 | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80327 | PA      | $71299.87      | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                               | BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC CR TSFR3M+165 01/20/2034 144A                                      | CUSIP: 06763BAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4498875.00    | 0.01%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/44#G60153                                                                                                      | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225512 | PA      | $220812.59     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042                                                                                  | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      625000 | PA      | $481080.58     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY8580                                                                                                 | CUSIP: 3140NRRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1976401 | PA      | $1966479.19    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.5% 02/15/2049                                                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4516000 | PA      | $3967258.54    | 0.01%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2039#A86705                                                                                                 | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101957 | PA      | $100486.23     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.375% 06/15/2046                                                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $904639.89     | 0.00%             | 2046-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                                                     | FARMERS EXCHANGE CAP II 6.151%/VAR 11/01/2053 144A                                                                               | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $938083.30     | 0.00%             | 2053-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 4.5% 01/30/2026                                                                                       | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6463000 | PA      | $6454029.68    | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.67% 06/25/2059 144A                                                                     | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1007695 | PA      | $1024609.73    | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                        | RANGE RESOURCES CORP 4.75% 02/15/2030 144A                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23066.63      | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X                                                                                        | HAYFIN EMERALD CLO X AR 3MEUR+135 07/18/2038 144A                                                                                | CUSIP: N/A<br>LEI: 635400QPLMTTI1BZII42       | Long             | ABS-CBDO         | CORP              | IE        |     2300000 | PA      | $2613749.58    | 0.01%             | 2038-07-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725228                                                                                                          | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38054 | PA      | $39488.53      | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC MBS INC                                                                                             | INDYMAC MBS INC 3.75% 10/25/2018                                                                                                 | CUSIP: 45660NRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         232 | PA      | $221.86        | 0.00%             | 2018-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/42#AB5369                                                                                                      | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11718 | PA      | $10859.29      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5815                                                                                                   | CUSIP: 36196HN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14672 | PA      | $13592.28      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 1.65% 10/01/2030                                                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      172000 | PA      | $148512.02     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.875% 10/05/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    19500000 | PA      | $22645210.40   | 0.05%             | 2029-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#                                                                                                         | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46825 | PA      | $46029.49      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 02/20/2049#BK7189                                                                                                     | CUSIP: 3617J77A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75958 | PA      | $74766.60      | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2022-A                                                                                  | OPORTUN ISSUANCE TR 2022-A A 5.05% 06/09/2031 144A                                                                               | CUSIP: 68378NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78049 | PA      | $77987.57      | 0.00%             | 2031-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 12/15/2040#737704                                                                                                 | CUSIP: 3620ARRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45055 | PA      | $43154.05      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AB9749                                                                                                 | CUSIP: 31417GZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177461 | PA      | $158794.41     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 3.348% 02/09/2031 144A                                                                            | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      549000 | PA      | $473512.50     | 0.00%             | 2031-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2045#AL7147                                                                                                 | CUSIP: 3138EP5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      433155 | PA      | $420814.27     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100500.63     | 0.00%             | 2039-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2046#784232                                                                                                   | CUSIP: 3622A2VZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2048849 | PA      | $1947015.51    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2044#G60271                                                                                                 | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      714648 | PA      | $661829.59     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.692%/VAR 10/23/2030                                                                              | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7701000 | PA      | $7673401.46    | 0.02%             | 2030-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#BN0234                                                                                                   | CUSIP: 3140JGHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35355 | PA      | $34972.18      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 3/1/28 #J22814                                                                                                    | CUSIP: 31307BDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116485 | PA      | $113923.00     | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.94% 02/25/2035                                                                                  | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1053190 | PA      | $824238.61     | 0.00%             | 2035-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 07/15/2043#AE6719                                                                                                 | CUSIP: 36181APC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      175700 | PA      | $162196.44     | 0.00%             | 2043-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 4.88% 02/17/2041 144A                                                                          | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3697412.40    | 0.01%             | 2041-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 4.1% 09/26/2028                                                                                         | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22679.96      | 0.00%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM5                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A                                                                          | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1900957.98    | 0.00%             | 2065-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2054#SD6729                                                                                                 | CUSIP: 3132DUPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3834292 | PA      | $3622570.10    | 0.01%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-833136.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                                                      | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5525000 | PA      | $5541724.73    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-INV1                                                                           | VERUS SECURITIZATION TR 2022-INV1 A1 VAR 08/25/2067 144A                                                                         | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3042855 | PA      | $3015313.40    | 0.01%             | 2067-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4263                                                                                                          | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      226981 | PA      | $211690.45     | 0.00%             | 2047-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                                 | CHEMOURS CO 5.75% 11/15/2028 144A                                                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      398000 | PA      | $356371.51     | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2053#CB7396                                                                                                   | CUSIP: 3140QTGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492063 | PA      | $451497.67     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                                      | ARSENAL AIC PARENT LLC 11.5% 10/01/2031 144A                                                                                     | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $996637.10     | 0.00%             | 2031-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 05/01/2029#AS2369                                                                                                 | CUSIP: 3138WBT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86595 | PA      | $85344.70      | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS0631                                                                                                   | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4309871 | PA      | $3701867.59    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                                           | KINROSS GOLD CORP 4.5% 07/15/2027                                                                                                | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    10910000 | PA      | $10888540.68   | 0.03%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.7% 03/15/2055                                                                                            | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4486000 | PA      | $4415184.41    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                                                         | JOHNSON and JOHNSON 5% 03/01/2035                                                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1674779.01    | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#QC1514                                                                                                        | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      896576 | PA      | $708291.63     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.1% 01/15/2042                                                                                                 | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179582.17     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 3% 02/10/2027 144A                                                                                              | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      252000 | PA      | $244550.42     | 0.00%             | 2027-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                                            | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      660000 | PA      | $448571.21     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CHL MTG PASS THRU TR 2007-9 5.75% 07/25/2037                                                                                     | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       53212 | PA      | $24391.86      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-S2 2A4 5.5 6/34                                                                                                        | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3052 | PA      | $2920.23       | 0.00%             | 2034-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $815882.14     | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2907897 | PA      | $2925654.65    | 0.01%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                                                     | DPL INC 4.35% 04/15/2029                                                                                                         | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2386881.80    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#MA1340                                                                                                 | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200595 | PA      | $174736.31     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03792                                                                                                 | CUSIP: 31292LF91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      210861 | PA      | $195922.07     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD7574                                                                                                   | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15581828 | PA      | $15887594.93   | 0.04%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13438000 | PA      | $13386189.93   | 0.03%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/SGD settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2345.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 08/31/2028                                                                                                      | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12335000 | PA      | $12518097.66   | 0.03%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                                  | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                                                 | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $149996.72     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                                                                | CROSS 2024-H4 A1 MORTGAGE TRUST VAR 07/25/2069 144A                                                                              | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2016693 | PA      | $2028395.68    | 0.00%             | 2069-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128615 | PA      | $116612.17     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      277000 | PA      | $272038.19     | 0.00%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.75% 04/01/2031                                                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345945.50     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.7% 01/15/2044                                                                                        | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3277.85       | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 4.985%/VAR 07/24/2026                                                                                 | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6515000 | PA      | $6514948.99    | 0.02%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                                                  | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                                                | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       45000 | PA      | $46716.93      | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MFRA TRST                                                                                                   | MFRA TRUST VAR 02/25/2066 144A                                                                                                   | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3675662 | PA      | $3402224.91    | 0.01%             | 2066-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                                                 | NEW YORK ST D 5.628% 3/15/2039                                                                                                   | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      990000 | PA      | $999018.11     | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196504.57     | 0.00%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                                                | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $262559.44     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055                                                                                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $856425.75     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                                                           | AMSPEC PARENT TERM B-DD 1LN 12/22/2031                                                                                           | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       10434 | PA      | $10486.15      | 0.00%             | 2031-12-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL                                                              | VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL 25-1X A2 4.292% 06/28/2050 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      294000 | PA      | $336159.06     | 0.00%             | 2050-06-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#MA4399                                                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2283012 | PA      | $1868843.68    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES1                                                                                    | TOWD PT MTG TR 2024-CES1 5.848% 01/25/2064 144A                                                                                  | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      713643 | PA      | $713177.74     | 0.00%             | 2064-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THORNBURG MTG SECS TR                                                                                       | TMST 2003-4 A1 TSFR1M+75.448 9/43                                                                                                | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      783261 | PA      | $755193.41     | 0.00%             | 2043-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                                   | FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A                                                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $486240.98     | 0.00%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 2.75% 06/01/2026                                                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107264.28     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2242244 | PA      | $2225382.16    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2059#BM6734                                                                                                   | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306766 | PA      | $280349.70     | 0.00%             | 2059-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT (EI) DE NEMOURS and CO                                                                               | DUPONT (EI) DE NEMOURS and CO 4.8% 05/15/2033                                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      255000 | PA      | $250232.29     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025                                                                                  | CUSIP: 3137BLMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      292388 | PA      | $291495.57     | 0.00%             | 2025-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                                                                 | GLENCORE FINANCE CANADA LTD 6.9% 11/15/2037 144A                                                                                 | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |        2000 | PA      | $2162.52       | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 5.419% 11/15/2048                                                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      590000 | PA      | $582356.14     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                           | CPS AUTO RECEIVABLES TRUST 2023-D 7.17% 01/15/2030 144A                                                                          | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2549329.75    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 11/01/2054 #TBA                                                                                                     | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13463000 | PA      | $13065953.24   | 0.03%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 59 EURO CLO 2017 DAC                                                                                 | DRYDEN 59 EURO CLO 2017 DAC A 3MEUR+75 05/15/2032 144A                                                                           | CUSIP: N/A<br>LEI: 724500KSK1YXN03DH342       | Long             | ABS-CBDO         | CORP              | NL        |     2621225 | PA      | $2961641.64    | 0.01%             | 2032-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                                                        | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      177467 | PA      | $172364.82     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 03/01/2027 144A                                                                                              | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2045000 | PA      | $2050115.36    | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2041#Q04127                                                                                                   | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66882 | PA      | $63693.13      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR9086                                                                                                 | CUSIP: 3140L8CY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2242249 | PA      | $1859299.41    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766750                                                                                                          | CUSIP: 36176HTF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       83582 | PA      | $77674.45      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.75% 04/01/2037                                                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      900000 | PA      | $897860.51     | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC                                                                     | ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC A TSFR3M+143 07/17/2037 144A                                                             | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250696.00     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7812.31       | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $99276.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#BC1552                                                                                                   | CUSIP: 3140EVWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51593 | PA      | $48262.82      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                        | JETBLUE AIRWAYS CORP 2.75% 11/15/2033                                                                                            | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     1339110 | PA      | $1164150.98    | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                                              | AGL CLO 35 LTD A1 TSFR3M+134 01/21/2038 144A                                                                                     | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250072.75     | 0.00%             | 2038-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2039#AX5330                                                                                                   | CUSIP: 3138Y64Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238701 | PA      | $227630.71     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-564.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.424% 07/09/2031                                                                                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1541330.12    | 0.00%             | 2031-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.057%/VAR 01/25/2033                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3544791.43    | 0.01%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                                         | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                                         | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54511.37      | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A                                                                               | CHASE AUTO OWNER TRUST 2022-A 3.98% 06/25/2027 144A                                                                              | CUSIP: 16144JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1058144 | PA      | $1056123.66    | 0.00%             | 2027-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                                       | GRAY OAK PIPELINE LLC 3.45% 10/15/2027 144A                                                                                      | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $40809.21      | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.96% 8/1/2046                                                                                                        | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      280000 | PA      | $260206.16     | 0.00%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.65% 08/01/2028                                                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2292105.81    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC 5.267% 02/12/2034 144A                                                                              | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     2645000 | PA      | $2593231.24    | 0.01%             | 2034-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2048#MA4964                                                                                                   | CUSIP: 36179TQR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200329 | PA      | $193358.58     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#CB1157                                                                                                 | CUSIP: 3140QLJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3712662 | PA      | $3341827.17    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2052                                                                                                       | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $2899075.92    | 0.01%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6308                                                                                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      346819 | PA      | $273876.82     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                                                            | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $343567.21     | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.35%/VAR 03/02/2033                                                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7554000 | PA      | $6775361.55    | 0.02%             | 2033-03-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                                                 | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     2682000 | PA      | $2419768.52    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 3.75% 06/23/2031 144A                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      269000 | PA      | $237249.93     | 0.00%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 2/40 #711188                                                                                                          | CUSIP: 36297GCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1400 | PA      | $1376.56       | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.68700 L 06-27-25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3600000 | NC      | $-11945.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                                               | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |     2200000 | PA      | $2280664.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/42 #MA0462                                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68306 | PA      | $63082.76      | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                                                   | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281745 | PA      | $274023.22     | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 6.625% 06/15/2029 144A                                                                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136752.71     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.15% 03/01/2029                                                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $3021653.70    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 4.858%/VAR 03/25/2029                                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3900000 | PA      | $3915424.77    | 0.01%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP B TSFR1M+161.448 01/15/2036 144A                                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95390.22      | 0.00%             | 2036-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/47#BJ2132                                                                                                        | CUSIP: 3140H3LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86750 | PA      | $81095.82      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                                                    | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4595000 | PA      | $4197486.87    | 0.01%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.9% 04/18/2064                                                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      957000 | PA      | $856365.30     | 0.00%             | 2064-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3433                                                                                                   | CUSIP: 3133BQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      475804 | PA      | $464596.65     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.5% MAC 06/18/45                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -38306000 | NC      | $650315.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 3.1768% 11/30/2060 144A                                                                                   | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      877659 | PA      | $748724.66     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#BT9493                                                                                                   | CUSIP: 3140LYRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      724726 | PA      | $572303.81     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| J P MORGAN SEASONED MTG TR 2024-1                                                                           | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                                                                      | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3358698 | PA      | $3188997.67    | 0.01%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A                                                                          | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2284146 | PA      | $2285573.44    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2039#                                                                                                       | CUSIP: 312933G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142229 | PA      | $140239.07     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#BU5836                                                                                                   | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150827 | PA      | $119105.77     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUMA INTL FINANCING SA                                                                                      | PUMA INTL FINANCING SA 7.75% 04/25/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $915345.00     | 0.00%             | 2029-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-7202.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGA TR 2024-RSR2                                                                                            | PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST 24-RSR2 A TSFR1M+189.09 06/15/2026 144A                                            | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119925.00     | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y P 4.13800 L 06/12/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -2100000 | NC      | $-711.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 5/46#Q40310                                                                                                         | CUSIP: 3132WDKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32344 | PA      | $28530.82      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 3.9% 05/15/2027                                                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98491.33      | 0.00%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     9000000 | NC      | $-16386.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                                                           | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      630000 | PA      | $611273.63     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      404415 | PA      | $287634.83     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC                                                         | ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC A1 TSFR3M+160 07/20/2037 144A                                                | CUSIP: 03332QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250781.00     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                                            | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 REGS                                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      442290 | PA      | $387888.33     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+798.552 06/15/2029                                                                        | CUSIP: 31393FAM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2163 | PA      | $145.33        | 0.00%             | 2029-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 5.375% 01/01/2026                                                                                                    | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      310000 | PA      | $310127.74     | 0.00%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1500000 | NC      | $-26260.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2932.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 5.335%/VAR 03/19/2030                                                                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203859.99     | 0.00%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC                                                              | READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC A TSFR1M+237.4 10/25/2039 144A                                                    | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      313260 | PA      | $313843.02     | 0.00%             | 2039-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2045#G07949                                                                                                   | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      968270 | PA      | $915383.24     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 4.75% 10/15/2029 144A                                                                         | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1601521.68    | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-2079.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     7669647 | PA      | $7770087.97    | 0.02%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2042#Q13381                                                                                                 | CUSIP: 3132HPXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3275 | PA      | $3175.14       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2319407 | PA      | $2306314.17    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 07/15/2027                                                                                                      | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45460000 | PA      | $45887860.43   | 0.11%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                                                                                 | PRIVATE EXPORT FUNDING CORP 1.4% 07/15/2028                                                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |     2605000 | PA      | $2410971.11    | 0.01%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#CB4345                                                                                                 | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      363512 | PA      | $346225.57     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 4.5% 02/01/2045                                                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      190000 | PA      | $162091.67     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 6.125% 10/06/2028 144A                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1300036.49    | 0.00%             | 2028-10-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                                                   | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                                                   | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1334510.09    | 0.00%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2025-AA A 0% 05/20/2038 144A                                                                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9763000 | PA      | $9805713.13    | 0.02%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2047#AS8821                                                                                                   | CUSIP: 3138WJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      783220 | PA      | $731195.95     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2.5% 01/20/2065                                                                                     | CUSIP: 38375UUB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        5634 | PA      | $5501.03       | 0.00%             | 2065-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                                                     | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                                                      | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      225809 | PA      | $225597.16     | 0.00%             | 2028-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-10504.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                                                 | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2253000 | PA      | $2282552.38    | 0.01%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                                       | CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS                                                                                        | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |     1325000 | PA      | $1296365.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.56% 10/01/2035#BL8874                                                                                                | CUSIP: 3140J12G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3186676 | PA      | $2404056.75    | 0.01%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST VAR 02/13/2053 144A                                                                     | CUSIP: 78397EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1721421 | PA      | $74015.60      | 0.00%             | 2053-02-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#QN5744                                                                                                   | CUSIP: 3133GCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119738 | PA      | $108988.02     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                                           | FLORIDA ST BD 5.526% 7/1/2034                                                                                                    | CUSIP: 341271AH7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1513806.60    | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTG LN TR                                                                                        | CARRINGTON MTG LN TR STEP 12/25/2035                                                                                             | CUSIP: 144531EG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7279304 | PA      | $6997428.11    | 0.02%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WERFENLIFE SA                                                                                               | WERFENLIFE SA 4.625% 06/06/2028 REGS                                                                                             | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $474888.79     | 0.00%             | 2028-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THRU CTF SER 2009-A TR                                                                | CVS LEASE BCKD PASSTHRU CTF09A 8.353% 07/10/2031 144A                                                                            | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5158 | PA      | $5573.09       | 0.00%             | 2031-07-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.5% 09/01/2030 144A                                                                                                   | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5598000 | PA      | $5919840.22    | 0.01%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+80 01/25/2051                                                                             | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      776373 | PA      | $780467.47     | 0.00%             | 2051-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC                                                                   | CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC BR TSFR3M+170 01/18/2038 144A                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501689.50     | 0.00%             | 2038-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                                  | GRIFOLS SA 4.75% 10/15/2028 144A                                                                                                 | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       55000 | PA      | $52319.31      | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F030462<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1266000 | PA      | $1193253.87    | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 01/20/2051#MA7135                                                                                                     | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    39892819 | PA      | $32064838.87   | 0.08%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2054#MA5294                                                                                                   | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30617 | PA      | $29673.45      | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC                                                            | TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 2024-GR6A A1 STEP 07/20/2053 144A                                               | CUSIP: N/A<br>LEI: 635400ZB5U3EBVBSFK52       | Long             | ABS-CBDO         | CORP              | GB        |      386290 | PA      | $521245.49     | 0.00%             | 2053-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2043#AS0255                                                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205277 | PA      | $200825.23     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/JPY settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17117.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 11/01/2028#AU6440                                                                                                 | CUSIP: 3138X6EN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8988 | PA      | $8796.13       | 0.00%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                                            | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                                                          | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      159730 | PA      | $148988.16     | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2052                                                                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      994000 | PA      | $700886.49     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                                                                          | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $969930.30     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARK AVE INSTL ADVISERS CLO LTD 2017-1                                                                      | PARK AVE INSTL ADVISERS CLO LTD 2017-1 A1R TSFR3M+150.161 02/14/2034 144A                                                        | CUSIP: 70017KAL3<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001324.00    | 0.00%             | 2034-02-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 6.875% 07/01/2029 144A                                                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200496.08     | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 2.95% 06/30/2030                                                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       54000 | PA      | $49786.75      | 0.00%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-4                                                                              | MOSAIC SOLAR LOAN TRUST 23-4 6.4% 05/20/2053 144A                                                                                | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      191070 | PA      | $193217.13     | 0.00%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                                                       | ENTERPRISE FLEET FINANCING 2025-2 A4 LLC 4.58% 12/22/2031 144A                                                                   | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $957944.06     | 0.00%             | 2031-12-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ8098                                                                                                         | CUSIP: 3138E07L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38569 | PA      | $36672.84      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                                                                | ROC MORTGAGE TRUST 2025-RTL1 A1 STEP 02/25/2040 144A                                                                             | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1697503.04    | 0.00%             | 2040-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 08/47#MA4654                                                                                                        | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      197782 | PA      | $190900.52     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                                                        | GCAT 2023-NQM4 TRUST 4.25% 05/25/2067 144A                                                                                       | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243376 | PA      | $227417.29     | 0.00%             | 2067-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5% 02/25/2040                                                                                     | CUSIP: 31398GX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       12445 | PA      | $12487.71      | 0.00%             | 2040-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      675000 | PA      | $776432.95     | 0.00%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.25% 04/15/2049                                                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1832884.84    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2046#MA3597                                                                                                   | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      509375 | PA      | $461296.72     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                                             | BANK 2022-BNK44 5.746245% 11/15/2055                                                                                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1763372.77    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7896000 | PA      | $7974417.07    | 0.02%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                            | BOYD GAMING CORP 4.75% 12/01/2027                                                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162577.17     | 0.00%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                 | CORNING INC 5.35% 11/15/2048                                                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      146000 | PA      | $132613.76     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 7/37 #G03508                                                                                                          | CUSIP: 3128M5GR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1094 | PA      | $1148.13       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/42 #AL2128                                                                                                          | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2731 | PA      | $2866.02       | 0.00%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 01/01/2036#FS7188                                                                                                   | CUSIP: 3140XN7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3712771 | PA      | $3378294.21    | 0.01%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7755                                                                                                 | CUSIP: 31417ETM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162769 | PA      | $146579.43     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      108000 | PA      | $105217.51     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/45#G08681                                                                                                      | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      442820 | PA      | $402440.48     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 B1 8.1% 03/25/2064 144A                                                                | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $151000.77     | 0.00%             | 2064-03-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#BW1463                                                                                                   | CUSIP: 3140MSTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95937 | PA      | $88013.18      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 05/01/2035#SB0836                                                                                                   | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1066476 | PA      | $1014948.30    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/01/2031#BC4411                                                                                                 | CUSIP: 3140EY3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386598 | PA      | $378565.94     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.7% 04/15/2031                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2009207.71    | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                                                 | OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A                                                                       | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3409000 | PA      | $3397068.50    | 0.01%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-B 4.91% 11/20/2038 144A                                                                      | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      792000 | PA      | $791370.44     | 0.00%             | 2038-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 5.38% 02/20/2049 144A                                                           | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2661443 | PA      | $2672388.87    | 0.01%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                                                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                                                              | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       99118 | PA      | $99158.58      | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.926% 05/15/2037 144A                                                                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      487000 | PA      | $464014.49     | 0.00%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                                                     | UNIV VA REV 2.584% 11/1/2051                                                                                                     | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1520000 | PA      | $885771.18     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2023-DELC                                                                                          | BX TRUST 2023-DELC TSFR1M+269 06/15/2038 144A                                                                                    | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1154825.40    | 0.00%             | 2038-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1885                                                                                                 | CUSIP: 31418BCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103742 | PA      | $103656.73     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.546% 09/15/2053                                                                                          | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12500000 | PA      | $10945862.50   | 0.03%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/50#CA5539                                                                                                        | CUSIP: 3140QDEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10343617 | PA      | $8957147.98    | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                                                     | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |      350000 | PA      | $334862.50     | 0.00%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 04/01/2037#FS1697                                                                                                   | CUSIP: 3140XG3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      481505 | PA      | $454478.84     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV                                                           | TX PABSTC 3.922% 12/31/2049                                                                                                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $298039.76     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                                            | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      240000 | PA      | $310599.19     | 0.00%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2035#FM7459                                                                                                 | CUSIP: 3140XBJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2661509 | PA      | $2575438.35    | 0.01%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.356% 06/25/2042                                                                                 | CUSIP: 31392JYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         166 | PA      | $166.10        | 0.00%             | 2042-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.307%/VAR 04/23/2032                                                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       54000 | PA      | $46641.34      | 0.00%             | 2032-04-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                                                                 | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $385991.33     | 0.00%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2040#AH0944                                                                                                 | CUSIP: 3138A2BN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96306 | PA      | $91904.99      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2018-C                                                                                 | SMB PRIVATE ED LN TR 2018-C TSFR1M+86.448 11/15/2035 144A                                                                        | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      455160 | PA      | $454132.66     | 0.00%             | 2035-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                                             | BANK 2021-BNK32 2.349% 04/15/2054                                                                                                | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $17780736.00   | 0.04%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 07/01/2032#C91467                                                                                                 | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2843624 | PA      | $2775335.09    | 0.01%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                                            | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1497000 | PA      | $1503880.21    | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6417                                                                                                   | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2058362 | PA      | $1776668.07    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                                                      | BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A                                                                                 | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4550261 | PA      | $4550260.51    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                                                  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      546050 | PA      | $482388.21     | 0.00%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10537000 | PA      | $10200132.11   | 0.02%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2035#FM8618                                                                                                 | CUSIP: 3140XCSG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      494227 | PA      | $468410.15     | 0.00%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.575% 09/10/2049                                                                    | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2705173 | PA      | $2649464.59    | 0.01%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                              | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025                                                                                  | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     8015000 | PA      | $8065836.82    | 0.02%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2052#MA7829                                                                                                   | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18012094 | PA      | $16122006.00   | 0.04%             | 2052-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#BQ1905                                                                                                   | CUSIP: 3140KMDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29593 | PA      | $23396.96      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2084000 | PA      | $2060889.90    | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     1590000 | PA      | $1860248.61    | 0.00%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2054#CB9059                                                                                                 | CUSIP: 3140QVB52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194248 | PA      | $192848.32     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                                                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      720000 | PA      | $704588.21     | 0.00%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                                                           | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      179374 | PA      | $155303.90     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1036334.48    | 0.00%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.04% 05/01/2027                                                                                                       | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4225233.81    | 0.01%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F032468<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591000 | PA      | $564450.97     | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.32% 04/15/2050                                                                                   | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      139000 | PA      | $90359.55      | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.211%/VAR 12/03/2035                                                                                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8647000 | PA      | $8480144.03    | 0.02%             | 2035-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                                                    | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $2989325.95    | 0.01%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 09/25/2034                                                                         | CUSIP: 31394AB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         618 | PA      | $618.54        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#CA8440                                                                                                   | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78063 | PA      | $61693.62      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q45458                                                                                                   | CUSIP: 3132WKB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      350609 | PA      | $328403.63     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $239610.50     | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029                                                                                      | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      525000 | PA      | $499156.25     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3.25% 10/15/2026                                                                                     | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5880.30       | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                                             | MADISON IAQ LLC 4.125% 06/30/2028 144A                                                                                           | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      605000 | PA      | $582323.81     | 0.00%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1281                                                                                                 | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4887596 | PA      | $4023832.99    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25                                                 | MSBAM 2015-C25 XA CSTR 10/48                                                                                                     | CUSIP: 61765TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4998520 | PA      | $2843.16       | 0.00%             | 2048-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                                                         | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                                           | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $114311.23     | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | OIS 3.922300 06/03/2026 SOF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -13680000 | NC      | $51080.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.39% 08/15/2037                                                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4806000 | PA      | $4227868.14    | 0.01%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FSPC T-76 2A CSTR 10/37                                                                                                          | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5095 | PA      | $4590.39       | 0.00%             | 2037-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 D 1MEUR+0 05/14/2038 REGS                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | DE        |      100000 | PA      | $113716.79     | 0.00%             | 2038-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.15% 04/02/2030 144A                                                                                              | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10613733.15   | 0.03%             | 2030-04-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#SD2001                                                                                                   | CUSIP: 3132DPGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91893 | PA      | $71934.26      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 3.875% 10/27/2027 144A                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      137000 | PA      | $134320.88     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/39                                                                                                                  | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25345000 | PA      | $12547030.08   | 0.03%             | 2039-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 06/20/2045#MA2891                                                                                                   | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       71245 | PA      | $63674.55      | 0.00%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 4.789%/VAR 06/01/2033                                                                                                    | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      500000 | PA      | $477353.32     | 0.00%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A                                                                            | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2207139.01    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                                                               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      775000 | PA      | $883163.77     | 0.00%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028                                                                                     | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4008188.24    | 0.01%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.25% 03/30/2028                                                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132503.59     | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#ZM4961                                                                                                 | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42487 | PA      | $38668.13      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 B1 VAR 12/25/2068 144A                                                                                            | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      224000 | PA      | $222965.57     | 0.00%             | 2068-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-40 LTD                                                                                         | OCP CLO 2025-40 LTD A TSFR3M+114 04/16/2038 144A                                                                                 | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1076814.00    | 0.00%             | 2038-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                                                 | CITYCON OYJ 7.875%/VAR PERP REGS                                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |      450000 | PA      | $503797.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2015-C30                                                                             | JPMBB COML MTG SECS TR 2015-C30 3.551% 07/15/2048                                                                                | CUSIP: 46644UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110600 | PA      | $110345.99     | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                                                              | ACCREDITED MORTGAGE LOAN TRUST TSFR1M+44.448 04/25/2036                                                                          | CUSIP: 004375EX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1238832 | PA      | $1170097.85    | 0.00%             | 2036-04-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/32#MA3125                                                                                                        | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86049 | PA      | $83084.21      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2042#MA0317                                                                                                   | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119093 | PA      | $107904.61     | 0.00%             | 2042-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#MA4761                                                                                                   | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4298523 | PA      | $4174837.27    | 0.01%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 1.2% 11/15/2025 144A                                                                            | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $81542.65      | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005218                                                                                                   | CUSIP: 36202FYP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2498 | PA      | $2611.26       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#                                                                                                       | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10653196 | PA      | $9465938.13    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | FX Forward: USD/AUD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $114.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 03/25/2032 144A                                                                              | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2860644.22    | 0.01%             | 2032-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.75% 01/15/2028                                                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      630000 | PA      | $632252.88     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 6/38 #889705                                                                                                          | CUSIP: 31410KNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41195 | PA      | $42377.07      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 6.1% 04/01/2064                                                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      221000 | PA      | $208764.37     | 0.00%             | 2064-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 02/01/2034#G16752                                                                                                 | CUSIP: 3128MFWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      503366 | PA      | $485273.58     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD BR TSFR3M+165 10/17/2036 144A                                                                                | CUSIP: 670898AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250017.75     | 0.00%             | 2036-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXV LTD                                                                                           | MAGNETITE XXV LTD A TSFR3M+146.161 01/25/2032 144A                                                                               | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2490847 | PA      | $2493200.65    | 0.01%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.125% 09/18/2034                                                                                             | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $197850.00     | 0.00%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                           | CLARIOS TERM B 1LN 01/28/2032                                                                                                    | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      720000 | PA      | $717523.20     | 0.00%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 3.375% 07/01/2025                                                                                                 | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     7608000 | PA      | $7598257.20    | 0.02%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                                                 | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54216 | PA      | $47750.49      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                                          | AVIS BUDGET RENTCAR FDG AE LLC 2.35% 02/20/2028 144A                                                                             | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     2435000 | PA      | $2316631.97    | 0.01%             | 2028-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2048#SD0354                                                                                                   | CUSIP: 3132DMMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8321097 | PA      | $7325344.95    | 0.02%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC                                                                   | NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC GNT1 A 3.474% 11/25/2026 144A                                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1592309 | PA      | $1518976.17    | 0.00%             | 2026-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                                                    | LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A                                                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68916.19      | 0.00%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |      600000 | PA      | $688214.18     | 0.00%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRST SOFR30A+ 03/15/2072 144A                                                                               | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      153579 | PA      | $154869.01     | 0.00%             | 2072-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BM3044                                                                                                   | CUSIP: 3140J7L29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88208 | PA      | $82624.87      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1032409.63    | 0.00%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                                                   | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $49378.54      | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      825000 | PA      | $468270.72     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7741                                                                                                 | CUSIP: 31417ES77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      775537 | PA      | $695463.50     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.875% 06/05/2036 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $569002.38     | 0.00%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2037#BV9862                                                                                                   | CUSIP: 3140MP5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402697 | PA      | $380270.02     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 03/01/2027#AN4917                                                                                                | CUSIP: 3138LHPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      372757 | PA      | $364845.68     | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                                          | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1882157.02    | 0.00%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                                       | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      321000 | PA      | $306583.44     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/15/2027                                                                                                      | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31050000 | PA      | $31222230.62   | 0.08%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.25% 07/01/2029                                                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4929465.84    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A                                                                               | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      752000 | PA      | $696457.05     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F032468<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -11000 | PA      | $-10505.86     | -0.00%            | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F020463<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -221000 | PA      | $-199582.09    | -0.00%            | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F022469<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -59000 | PA      | $-54448.27     | -0.00%            | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 4.454% 4/1/2122                                                                                                   | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4790000 | PA      | $3669881.49    | 0.01%             | 2122-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      277000 | PA      | $284376.17     | 0.00%             | 2035-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2051#MA7769                                                                                                   | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13377224 | PA      | $11972448.40   | 0.03%             | 2051-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 6.125% 05/15/2038                                                                                               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      861000 | PA      | $913276.14     | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032                                                          | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2224000 | PA      | $1999322.62    | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD / CARLYLE GLOBAL MKT STRATEGIES CLO (2014-2-R LLC)           | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD A1 TSFR3M+131.161 05/15/2031 144A                                               | CUSIP: 14314LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      239267 | PA      | $239486.55     | 0.00%             | 2031-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                                    | CIFC FUNDING 2019-VI LTD A1R TSFR3M+145 07/16/2037 144A                                                                          | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310449.81     | 0.00%             | 2037-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.8% 12/01/2057                                                                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    30203000 | PA      | $20678109.43   | 0.05%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTF SER 2007 HY4                                                                      | WAMU 07-HY4 1A1 CSTR 4/25/37                                                                                                     | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1046541 | PA      | $938528.68     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 VAR 05/10/2039 144A                                                                       | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2073000 | PA      | $2109873.49    | 0.01%             | 2039-05-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS TERM 1LN 04/15/2028                                                                                                     | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     1193304 | PA      | $829644.31     | 0.00%             | 2028-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2028                                                                                  | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      960000 | PA      | $939853.77     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#SD2666                                                                                                   | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1059047 | PA      | $1033439.42    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#RA6620                                                                                                 | CUSIP: 3133KNK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5187651 | PA      | $4265997.14    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G04817                                                                                                          | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47934 | PA      | $48250.85      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 04/25/2028                                                                                   | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1584431.68    | 0.00%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7795000 | PA      | $7641865.43    | 0.02%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#BY7027                                                                                                   | CUSIP: 3140NPYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3806655 | PA      | $3701226.88    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI5034                                                                                                 | CUSIP: 3138AJSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11515 | PA      | $11572.90      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2054#SD8495                                                                                                   | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5062936 | PA      | $5114427.14    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                                    | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                                                           | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      840000 | PA      | $808633.81     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                                     | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2441000 | PA      | $2110090.72    | 0.01%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 3.75% 09/12/2046                                                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $48680.03      | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P MTG TR STEP 09/15/2034 144A                                                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $102765.00     | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4083534.17    | 0.01%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2046#MA4125                                                                                                   | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      375076 | PA      | $322315.10     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2045#AY5316                                                                                                 | CUSIP: 3138YJ4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220392 | PA      | $213355.49     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+613.552 08/16/2039                                                                         | CUSIP: 38373AGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3987 | PA      | $327.85        | 0.00%             | 2039-08-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/CAD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-320680.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      650000 | PA      | $637609.38     | 0.00%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK4130                                                                                                 | CUSIP: 3140HHSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1868 | PA      | $1789.35       | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 4.125% 03/15/2028                                                                                           | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4039351.68    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                            | CINEMARK USA INC 5.25% 07/15/2028 144A                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      184000 | PA      | $181522.50     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 5.5% 02/01/2055#FA0608                                                                                            | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2698660 | PA      | $2673305.91    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400135.54     | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2041#768109                                                                                                   | CUSIP: 36176KDN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11025 | PA      | $10587.65      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 2/22/2027                                                                                      | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $221692.37     | 0.00%             | 2027-02-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.125% 03/02/2028                                                                                         | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24271.03      | 0.00%             | 2028-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                                                                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $477083.34     | 0.00%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2669722.11    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.95% 07/01/2027                                                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5146156.92    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A D 9% 04/18/2033 144A                                                                   | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $299555.53     | 0.00%             | 2033-04-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 09/01/2041#FM8850                                                                                                 | CUSIP: 3140XCZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1696287 | PA      | $1484900.76    | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                                         | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178088.67     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.125% 03/15/2033                                                                                                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1487854.99    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 06/01/2051#MA4355                                                                                                   | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33778 | PA      | $26395.95      | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INCTR                                                                              | MORGAN STANLEY ABS CAP I INCTR STEP 03/25/2033                                                                                   | CUSIP: 61746RCF6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-CBDO         | CORP              | US        |        1584 | PA      | $1547.44       | 0.00%             | 2033-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                                                        | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $71116.91      | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                               | SYNAPTICS INC 4% 06/15/2029 144A                                                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      290000 | PA      | $269565.38     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2039#AC3237                                                                                                   | CUSIP: 31417MS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7010 | PA      | $7046.03       | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.428700 06/20/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -383000 | NC      | $14291.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 02/15/2029 144A                                                                                         | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $254000.00     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS and ELECTRIC CO                                                                                | OKLAHOMA GAS and ELECTRIC CO 5.4% 01/15/2033                                                                                     | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45892.62      | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 04/15/2030                                                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      720000 | PA      | $731420.82     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                                                       | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                                                           | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2356000 | PA      | $2380786.30    | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11776055.64   | 0.03%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2043#Q20534                                                                                                 | CUSIP: 3132JMSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59366 | PA      | $54747.78      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7049998 | PA      | $6985966.10    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-KING                                                                                    | BX COML MTG TR 2024-KING TSFR1M+ 05/15/2039 144A                                                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167791 | PA      | $167791.06     | 0.00%             | 2034-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/36 #003929                                                                                                      | CUSIP: 36202ELJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25279 | PA      | $25451.11      | 0.00%             | 2036-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#G60440                                                                                                 | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4730470 | PA      | $4319804.89    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 07/01/2055 #TBA                                                                                                     | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    47300000 | PA      | $44637255.96   | 0.11%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 4% 12/01/2027 144A                                                                                               | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      229000 | PA      | $222078.54     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.5% 03/15/2029                                                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $331429.88     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026                                                                                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      382000 | PA      | $384311.62     | 0.00%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 01/15/2044                                                                                      | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       42176 | PA      | $37501.73      | 0.00%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 1.5% 06/15/2026 144A                                                                                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      367000 | PA      | $354327.03     | 0.00%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                                                    | VIRIDIEN 10% 10/15/2030 144A                                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $188734.24     | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115916.78     | 0.00%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 1MEUR+ 05/14/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | DE        |      100000 | PA      | $114283.04     | 0.00%             | 2038-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 5.4% 04/01/2053                                                                                              | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      436000 | PA      | $402285.38     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      685000 | PA      | $679405.89     | 0.00%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005                                                                                           | CUSIP: 3142GUNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2896859 | PA      | $2874168.85    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 1/41 #004946                                                                                                       | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      445327 | PA      | $437959.62     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 3.875% 09/01/2031 144A                                                                                       | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      588000 | PA      | $513954.63     | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2042#AK4683                                                                                                 | CUSIP: 3138E9FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14026 | PA      | $13729.96      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6.5% 04/15/2032 144A                                                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      825000 | PA      | $807787.53     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198864 | PA      | $198761.58     | 0.00%             | 2039-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+190 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134746.05     | 0.00%             | 2031-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AL9489                                                                                                 | CUSIP: 3138ERRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206197 | PA      | $186954.40     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MTG TR                                                                                         | BMO 2024-5C6 MTG TR 5.3161% 09/15/2057                                                                                           | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14800000 | PA      | $15031020.60   | 0.04%             | 2057-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.2% 03/01/2035 144A                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     9843000 | PA      | $9806078.51    | 0.02%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS3884                                                                                                   | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      753963 | PA      | $647599.68     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049                                                                          | CUSIP: 38382AFL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      197002 | PA      | $192725.71     | 0.00%             | 2049-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4%/VAR 01/10/2033 144A                                                                                        | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      261000 | PA      | $252369.07     | 0.00%             | 2033-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                                             | TOORAK MORTGAGE CORP 2018-1 LTD 3.287% 07/25/2056 144A                                                                           | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $77404.46      | 0.00%             | 2056-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/43#AB9339                                                                                                     | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40293 | PA      | $36310.35      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                                                              | JPMDB COML MTG SECS TR 2017-C5 3.414% 03/15/2050                                                                                 | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3511782 | PA      | $3421106.00    | 0.01%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 12/20/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      734000 | NC      | $-22328.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1087                                                                                                   | CUSIP: 3140A1F51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1445915 | PA      | $1462788.69    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 A1 5.699% 11/25/2069                                                                                    | CUSIP: 00039KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650674 | PA      | $650574.06     | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A                                                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2996730.00    | 0.01%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-08-20                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-113114.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      848000 | PA      | $863404.15     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RN2 LLC                                                                                           | PRET 2024-RN2 LLC 7.1249% 04/25/2054 144A                                                                                        | CUSIP: 69391YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      191169 | PA      | $191313.37     | 0.00%             | 2054-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 M1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322972 | PA      | $323081.62     | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 11/15/2036                                                                                   | CUSIP: 3137AAZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1339 | PA      | $1380.08       | 0.00%             | 2036-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5487                                                                                                   | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22085 | PA      | $17446.99      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 3.6% 08/13/2042                                                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      580000 | PA      | $452514.02     | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6587000 | PA      | $6609403.70    | 0.02%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4382975 | PA      | $4449295.11    | 0.01%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C D CSTR 06/15/2044 144A                                                                    | CUSIP: 05615EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $335840.21     | 0.00%             | 2044-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 6.25% 11/01/2028                                                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      440000 | PA      | $465213.42     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2051#SD8128                                                                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1382367 | PA      | $1082128.45    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-12                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $6340.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                                                                     | DELIVERY HERO TERM B 1LN 12/12/2029                                                                                              | CUSIP: N/A<br>LEI: 529900KR9IO53KSCSQ67       | Long             | LON              | CORP              | US        |      411787 | PA      | $412816.71     | 0.00%             | 2029-12-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 7 LTD / OHA CR FDG 7 LLC                                                                         | OHA CR FDG 7 LTD / OHA CR FDG 7 LLC AR TSFR3M+130 02/24/2037 144A                                                                | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500209.50     | 0.00%             | 2037-02-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                                                       | CAPSTONE BORROWER INC 8% 06/15/2030 144A                                                                                         | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67130.51      | 0.00%             | 2030-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2042#Q09230                                                                                                   | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      329223 | PA      | $312583.85     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY43 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   131300000 | NC      | $-257957.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                | NEWMONT CORP 5.45% 06/09/2044                                                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      185000 | PA      | $175930.53     | 0.00%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 9/38 #677307                                                                                                          | CUSIP: 36295QNY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34311 | PA      | $34972.50      | 0.00%             | 2038-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                                                           | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |      800000 | PA      | $981601.60     | 0.00%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 COML MTG TR                                                                              | BENCHMARK 2024-V10 COML MTG TR 5.2774% 09/15/2057                                                                                | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10500000 | PA      | $10657496.85   | 0.03%             | 2057-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                             | MEG ENERGY CORP 5.875% 02/01/2029 144A                                                                                           | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      341000 | PA      | $339238.03     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                                           | INEOS FINANCE PLC 7.5% 04/15/2029 144A                                                                                           | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $245412.88     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                                                        | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                                                      | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3825412 | PA      | $3854252.28    | 0.01%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 5.875% 03/15/2026 144A                                                                                              | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $750474.00     | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.4% 07/15/2044 144A                                                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     3231000 | PA      | $2420750.98    | 0.01%             | 2044-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                                                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2705346.43    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 2.47% 5/35 #823660                                                                                                      | CUSIP: 31406YB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1098 | PA      | $1127.72       | 0.00%             | 2035-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.052%/VAR 01/13/2031 144A                                                                                           | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6950000 | PA      | $6384682.90    | 0.02%             | 2031-01-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.1% 04/15/2030                                                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      440000 | PA      | $445704.75     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2036#745512                                                                                                   | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2688626 | PA      | $2802266.76    | 0.01%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.1% 03/15/2030                                                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3419486.59    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 TR                                                                                           | AMSR 2020-SFR2 TR 4.028% 07/17/2037 144A                                                                                         | CUSIP: 00178UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $996504.70     | 0.00%             | 2037-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 LTD                                                                                              | AGL CLO 20 LTD A1R TSFR3M+137 10/20/2037 144A                                                                                    | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    16000000 | PA      | $16036000.00   | 0.04%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                                            | BRAZIL MINAS SPE 5.333% 02/15/2028 REGS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |     1194000 | PA      | $1182322.68    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.125% 03/24/2031                                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5898000 | PA      | $5323094.51    | 0.01%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                                                      | TRINITY INDUSTRIES INC 7.75% 07/15/2028 144A                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $337730.25     | 0.00%             | 2028-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 TR 0% 09/29/2029 144A                                                                                             | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5353696 | PA      | $3986708.43    | 0.01%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                                                          | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12540000 | PA      | $12152464.09   | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      870000 | PA      | $1057956.25    | 0.00%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO TERM A 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     1871172 | PA      | $1803640.99    | 0.00%             | 2028-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34677                                                                                                   | CUSIP: 31307RFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10232 | PA      | $9953.70       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 5.4% 04/30/2030 144A                                                                                           | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1542000 | PA      | $1535435.27    | 0.00%             | 2030-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048                                                                                     | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      856665 | PA      | $831516.89     | 0.00%             | 2048-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 5.5% 04/01/2027 144A                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      305000 | PA      | $303940.31     | 0.00%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 7.5% 06/01/2030 144A                                                                                                    | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3437000 | PA      | $3730961.32    | 0.01%             | 2030-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 5% 07/01/2028                                                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      597000 | PA      | $582497.08     | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                                     | E.ON SE 3.5% 04/16/2033 REGS                                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      825000 | PA      | $944356.35     | 0.00%             | 2033-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI3724                                                                                                 | CUSIP: 3138AHD60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38352 | PA      | $38545.23      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                                                  | BAUSCH HEALTH AMERICAS INC 9.25% 04/01/2026 144A                                                                                 | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      286000 | PA      | $281767.20     | 0.00%             | 2026-04-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5179                                                                                                   | CUSIP: 3140X8XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1911539 | PA      | $1504134.13    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 03/15/2030                                                                                   | CUSIP: 31398VDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3488 | PA      | $3446.82       | 0.00%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $809362.80     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45989.06      | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.8% 03/15/2065                                                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      666000 | PA      | $654830.17     | 0.00%             | 2065-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                                               | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    10614000 | PA      | $10414846.23   | 0.03%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/TRY settle 2025-06-11                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-21594.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV6341                                                                                                 | CUSIP: 3138XJBK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38452 | PA      | $37631.69      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 6.833%/VAR 11/21/2026                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1110024.01    | 0.00%             | 2026-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.5% 04/20/2051                                                                                   | CUSIP: 38382WHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      690568 | PA      | $568988.60     | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2052#SD2080                                                                                                   | CUSIP: 3132DPJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230166 | PA      | $211299.23     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BA7485                                                                                                 | CUSIP: 3140ECJ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15345 | PA      | $13927.47      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 0.125% 10/15/2025                                                                                                       | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1720832.99    | 0.00%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 7.079% 08/02/2043                                                                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1628000 | PA      | $1760452.65    | 0.00%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3535000 | PA      | $3416027.52    | 0.01%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.375% 03/31/2029 144A                                                                                       | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      218000 | PA      | $204779.26     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 2021-GT2 A 3.85% 10/25/2026 144A                                                                              | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3758293.20    | 0.01%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/34#C91760                                                                                                      | CUSIP: 3128P75V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206001 | PA      | $199802.28     | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.55% 09/15/2055                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $1808059.46    | 0.00%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#BP6618                                                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8535727 | PA      | $7024578.51    | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/48#CA1576                                                                                                        | CUSIP: 3140Q8XE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141993 | PA      | $140944.91     | 0.00%             | 2048-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9110594 | PA      | $8324449.89    | 0.02%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL2782                                                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82686 | PA      | $81077.90      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION                                    | LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION 4.145% 02/01/2033                                       | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-CBDO         | MUN               | US        |      260000 | PA      | $254877.53     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WFCM TR 2016-C35 A4 2.931% 07/15/2048                                                                                            | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1467765.60    | 0.00%             | 2048-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 04/01/2054#CB8339                                                                                                   | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      315943 | PA      | $321254.67     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A                                                                            | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2277000 | PA      | $2202997.50    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TR SER 2012-2                                                                            | KGS-ALPHA SBA COOF TR SER 2012-2 A CSTR 08/25/2038 144A                                                                          | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40587 | PA      | $743.02        | 0.00%             | 2038-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $418380.00     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      490000 | PA      | $491319.08     | 0.00%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3147                                                                                                   | CUSIP: 3617KJP81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68259 | PA      | $65393.63      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.832000 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2999000 | NC      | $-20128.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 05/01/2042#FS4603                                                                                                   | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3229513 | PA      | $2745792.92    | 0.01%             | 2042-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061                                 | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $317408.92     | 0.00%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/44#G08596                                                                                                      | CUSIP: 3128MJUW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23253 | PA      | $22619.64      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                            | AMWINS TERM 1LN 1/30/2032                                                                                                        | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      224337 | PA      | $224007.04     | 0.00%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5.125% 04/15/2029 144A                                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      220000 | PA      | $214417.68     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                                                | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 SOFR30A+150 01/25/2055 144A                                                         | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3132241 | PA      | $3099664.71    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BH6689                                                                                                   | CUSIP: 3140GVNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23522 | PA      | $21923.07      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.876%/VAR 01/14/2031 144A                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     9300000 | PA      | $9560420.46    | 0.02%             | 2031-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/CAD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3637.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOF SECURITIZATION TRUST 2014-1 LTD                                                                        | COOF SECURITIZATION TRUST 2014-1 LTD VAR 06/25/2040 144A                                                                         | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28348 | PA      | $2004.84       | 0.00%             | 2040-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS5389                                                                                                 | CUSIP: 3140XL7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7417059 | PA      | $6113228.69    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                                    | SVENSKA HANDELSBANKEN AB 5.5% 06/15/2028 144A                                                                                    | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      943000 | PA      | $969260.04     | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 9.5% 12/25/2041                                                                                   | CUSIP: 31392B6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        7914 | PA      | $8622.33       | 0.00%             | 2041-12-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3146                                                                                                   | CUSIP: 3617KJP73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       78408 | PA      | $75116.63      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BM3700                                                                                                   | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      470159 | PA      | $439810.68     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 12/01/2035#QN4696                                                                                                   | CUSIP: 3133GBGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      247798 | PA      | $224932.57     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 6% 02/01/2028#G30591                                                                                                   | CUSIP: 3128CUUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1745 | PA      | $1766.62       | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.13000 L 06/20/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -7900000 | NC      | $-7865.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.5%/VAR 01/11/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      350000 | PA      | $415738.35     | 0.00%             | 2029-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2050#FM7973                                                                                                   | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2362480 | PA      | $2195220.02    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                                                                  | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      250000 | PA      | $293080.93     | 0.00%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     8522000 | PA      | $8578658.09    | 0.02%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 5.125% 09/01/2034                                                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136468.41     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3125                                                                                                   | CUSIP: 36192XPJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48320 | PA      | $43517.47      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2020-1                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 AFX 2.61% 02/25/2050 144A                                                          | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138287 | PA      | $124627.50     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#CB4628                                                                                                   | CUSIP: 3140QQEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1002316 | PA      | $977139.78     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#CB2110                                                                                                   | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2207833 | PA      | $1862647.56    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.206%/VAR 08/17/2029                                                                                          | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3380000 | PA      | $3115114.84    | 0.01%             | 2029-08-17      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035                                                                                      | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1022278.87    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                                                   | BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A                                                                              | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36150469 | PA      | $1033158.71    | 0.00%             | 2052-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2042#AJ6217                                                                                                   | CUSIP: 3138AX4B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52163 | PA      | $49637.75      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.298% 05/01/2029                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4226000 | PA      | $4444865.34    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL5881                                                                                                 | CUSIP: 3138ENRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      898653 | PA      | $883448.65     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A                                                                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $54688.81      | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                                                     | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      370000 | PA      | $371850.00     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 03/01/2052#                                                                                                    | CUSIP: 3140W04U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3767070 | PA      | $2946539.49    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | IRO EUR 10Y P 2.59 L 06/09/25 BRC                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $-3720.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                                                            | RED VENTURES TERM B5 1LN 3/3/2030                                                                                                | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      216847 | PA      | $186488.08     | 0.00%             | 2030-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 6.25% 09/15/2054                                                                                    | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      771000 | PA      | $730115.18     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                                                    | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                                                  | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $461686.63     | 0.00%             | 2032-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6192000 | PA      | $6249813.47    | 0.02%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2028                                                                                                      | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $97185.74      | 0.00%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#QB7301                                                                                                 | CUSIP: 3133AEDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      183497 | PA      | $137214.95     | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $506962.48     | 0.00%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#CA0526                                                                                                 | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193985 | PA      | $176548.91     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/1/42 #Q13634                                                                                                     | CUSIP: 3132HQBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74522 | PA      | $68090.15      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#U99084                                                                                                 | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43264 | PA      | $42495.17      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                           | CHORD ENERGY CORP 6.75% 03/15/2033 144A                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178754.47     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.25% 02/15/2032                                                                                  | CUSIP: 31339NHY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3104 | PA      | $3165.53       | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1877331.03    | 0.00%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVIII LLC                                                                                      | OWL ROCK CLO XVIII LLC A TSFR3M+170 07/24/2036 144A                                                                              | CUSIP: 69122HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250566.50     | 0.00%             | 2036-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: BRL/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $152640.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 03/20/2067                                                                                      | CUSIP: 38376R2M7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      218555 | PA      | $9502.69       | 0.00%             | 2067-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007 16                                                                                | CWHL 2007-16 A1 6.5% 10/37                                                                                                       | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212623 | PA      | $86481.40      | 0.00%             | 2037-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-VLT3                                                                                    | BX TRUST TSFR1M+ 11/15/2028 144A                                                                                                 | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $550000.00     | 0.00%             | 2028-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 5.25% 04/01/2044                                                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       54000 | PA      | $41508.51      | 0.00%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2043#AB9432                                                                                                 | CUSIP: 31417GPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230909 | PA      | $200937.79     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 1.75% 07/01/2030                                                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      143000 | PA      | $124211.44     | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 4.8% 03/01/2030 144A                                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5860000 | PA      | $5896163.99    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#FM6272                                                                                                 | CUSIP: 3140X96J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4672377 | PA      | $3893371.84    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.45% 09/01/2049                                                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $4619656.88    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     6800160 | PA      | $6692437.31    | 0.02%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     4472000 | PA      | $4707057.93    | 0.01%             | 2031-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#QF4661                                                                                                 | CUSIP: 3133BSFA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      805838 | PA      | $802296.08     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS                                                                                                   | PIMCO Mortgage Opportunities and BdInstl                                                                                         | CUSIP: 72201U638<br>LEI: O7M5VNOD7AVYOESOBU56 | Long             | EC               | RF                | US        |   204844408 | NS      | $1900956103.31 | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC                                                                   | OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC AR2 TSFR3M+134 11/26/2037 144A                                                         | CUSIP: 67097LAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $320320.00     | 0.00%             | 2037-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2016-3 LTD                                                                                         | VOYA CLO 2016-3 LTD A1R2 TSFR3M+115 10/18/2031 144A                                                                              | CUSIP: 92915HAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2076562 | PA      | $2076539.12    | 0.00%             | 2031-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9417766 | PA      | $7699290.47    | 0.02%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GSR 2004-6F 3A4 6.5 5/34                                                                                                         | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1248 | PA      | $1252.14       | 0.00%             | 2034-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/35 #G06928                                                                                                          | CUSIP: 3128M9A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6460 | PA      | $6503.38       | 0.00%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8820371.21    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 01/31/2032                                                                                                      | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $607781.25     | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #782989                                                                                                          | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54830 | PA      | $53886.54      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RENEW POWER LTD                                                                                             | RENEW POWER LTD 5.875% 03/05/2027 REGS                                                                                           | CUSIP: N/A<br>LEI: 335800GORQFN2NQGG764       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $886050.00     | 0.00%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#SD8107                                                                                                 | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      982451 | PA      | $806677.35     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7621831 | PA      | $7633586.45    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 06/01/2036#BT0154                                                                                                   | CUSIP: 3140LNE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195736 | PA      | $178408.24     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| F and G GLOBAL FUNDING                                                                                      | F and G GLOBAL FUNDING 5.875% 06/10/2027 144A                                                                                    | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3058565.64    | 0.01%             | 2027-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 3% 05/01/2027#MA3010                                                                                                   | CUSIP: 31418CKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2048 | PA      | $2018.65       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A                                                                            | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1449518 | PA      | $1444082.64    | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 A1 5.735% 07/25/2069 144A                                                            | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670886 | PA      | $671086.55     | 0.00%             | 2069-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#                                                                                                         | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9886232 | PA      | $8507006.33    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOND FUND AMERICA INC                                                                                       | American Funds Bond Fund of Amer F2                                                                                              | CUSIP: 097873822<br>LEI: F2Q0NH642XF1RP5YCC95 | Long             | EC               | RF                | US        |   124339308 | NS      | $1393843643.73 | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                                                                 | BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      597098 | PA      | $597133.61     | 0.00%             | 2030-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#FM9210                                                                                                   | CUSIP: 3140XDGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1918120 | PA      | $1649924.26    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#G60603                                                                                                 | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1353107 | PA      | $1232257.19    | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                                   | EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A                                                                                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      760000 | PA      | $773306.02     | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $229431.00     | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 03/01/2050#BP1381                                                                                            | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183988 | PA      | $152507.86     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#AB9757                                                                                                 | CUSIP: 31417GZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      699643 | PA      | $643931.45     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2031#AS7695                                                                                                 | CUSIP: 3138WHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      479934 | PA      | $460301.87     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 5.875% 02/15/2027 144A                                                                                              | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      155000 | PA      | $155036.27     | 0.00%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.875% 01/11/2029 REGS                                                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $7604900.62    | 0.02%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                                                 | ACUSHNET CO 7.375% 10/15/2028 144A                                                                                               | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336767.28     | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                                                | COCA COLA CO 5.3% 05/13/2054                                                                                                     | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81263.13      | 0.00%             | 2054-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738229                                                                                                          | CUSIP: 3620ASEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10109 | PA      | $10156.40      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B16 MORTGAGE TRUST 2.483% 02/15/2053                                                                              | CUSIP: 08161NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $2897706.24    | 0.01%             | 2053-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA 5% 05/18/2027 144A                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     5410000 | PA      | $5419225.89    | 0.01%             | 2027-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #MA1213                                                                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111608 | PA      | $103161.09     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT JUN25 XMM5                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -25 | NC      | $-26180.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BT0330                                                                                                 | CUSIP: 3140LNLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1133412 | PA      | $934171.83     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.4% 06/01/2033                                                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1575400.78    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 12/25/2041                                                                                     | CUSIP: 31392B6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4639 | PA      | $4790.49       | 0.00%             | 2041-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GCBSL 2020-48A                                                                                              | GCBSL 2020-48A A1R TSFR3M+131 04/17/2038 144A                                                                                    | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250437.50     | 0.00%             | 2038-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 3.75% 04/18/2029                                                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1359500.14    | 0.00%             | 2029-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9727796 | PA      | $9723541.24    | 0.02%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2042#AL6997                                                                                                 | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1125339 | PA      | $1106023.57    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#U92996                                                                                                 | CUSIP: 3132HDGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5374 | PA      | $4877.43       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.4% 06/01/2033 144A                                                                                              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      637000 | PA      | $632909.31     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 10/20/2033#738059                                                                                                     | CUSIP: 3620AR5U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2654 | PA      | $2731.08       | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.5% 03/25/2035                                                                                   | CUSIP: 31394CJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       23980 | PA      | $24378.68      | 0.00%             | 2035-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2043#AV0893                                                                                                 | CUSIP: 3138XB7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7913 | PA      | $7097.90       | 0.00%             | 2043-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.875% 02/01/2032 144A                                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1263849.05    | 0.00%             | 2032-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                                               | TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A                                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      645000 | PA      | $627108.02     | 0.00%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                                 | AMEREN CORP 1.95% 03/15/2027                                                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9579.54       | 0.00%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 03/31/2027 144A                                                                                 | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      202568 | PA      | $212443.19     | 0.00%             | 2027-03-31      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#QH4626                                                                                                   | CUSIP: 3133CHD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2192023 | PA      | $2217913.01    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       58000 | PA      | $55511.52      | 0.00%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 06/20/2046#AS8104                                                                                                  | CUSIP: 36193UAD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29075 | PA      | $26560.16      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3910000 | PA      | $4242815.29    | 0.01%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV2634                                                                                                   | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      701107 | PA      | $643856.19     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783295                                                                                                          | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      332509 | PA      | $326224.55     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 12/39 #004598                                                                                                      | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97870 | PA      | $96335.58      | 0.00%             | 2039-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#BY4736                                                                                                 | CUSIP: 3140NMHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1876125 | PA      | $1871983.43    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/15/2046                                                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      190000 | PA      | $138946.53     | 0.00%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                                                | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                                                               | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6221724.16    | 0.01%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9167                                                                                                   | CUSIP: 3140XDFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      879850 | PA      | $691778.08     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/39                                                                                                                  | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35395000 | PA      | $17739974.00   | 0.04%             | 2039-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS LN MGMT 2024-20 LTD/LLC                                                                                 | HPS LN MGMT 2024-20 LTD/LLC C TSFR3M+220 07/25/2037 144A                                                                         | CUSIP: 40443WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251299.75     | 0.00%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65254.66      | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                                                     | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $176413.21     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS1015                                                                                                   | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      469673 | PA      | $370892.89     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9961                                                                                                   | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      320360 | PA      | $253082.92     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.15% 07/15/2034                                                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3536000 | PA      | $3489670.51    | 0.01%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/46#G08707                                                                                                        | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147417 | PA      | $137988.68     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC                                                                   | BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC A1RR TSFR3M+159 07/17/2037 144A                                                        | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701850.10     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2042#MA1159                                                                                                 | CUSIP: 31418AJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6498 | PA      | $6366.16       | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                                                                   | EAGLEVIEW TECHNOLOGY TERM B 1LN 08/14/2025                                                                                       | CUSIP: 27004GAJ2<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |      512057 | PA      | $496567.53     | 0.00%             | 2025-08-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.7% 08/05/2051                                                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      775000 | PA      | $470879.17     | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2047#RA7212                                                                                                 | CUSIP: 3133KPAM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      986394 | PA      | $882012.49     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $673983.52     | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1429000 | PA      | $1443290.00    | 0.00%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6538                                                                                                   | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3730470 | PA      | $3808337.20    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-126 KB 4% 12/41                                                                                                         | CUSIP: 3136A2WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      163981 | PA      | $158608.96     | 0.00%             | 2041-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                                          | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $750310.72     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.75% 05/15/2046                                                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      825000 | PA      | $598899.67     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+250 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      160090 | PA      | $217493.71     | 0.00%             | 2035-02-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NMLT TRUST 2021-INV3                                                                                        | NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A                                                                                 | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4803925 | PA      | $4392677.76    | 0.01%             | 2056-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                           | CF INDUSTRIES INC 4.95% 06/01/2043                                                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      422000 | PA      | $361439.70     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      210000 | PA      | $188839.48     | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KSL1 MTG TR                                                                                      | FREMF 2018-KSL1 MORTGAGE TRUST CSTR 11/25/2025 144A                                                                              | CUSIP: 30295VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498334 | PA      | $493320.16     | 0.00%             | 2025-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.238% 08/17/2038 144A                                                                                          | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $289560.39     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A                                                                                        | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131881.77     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT SEP25 UXYU5                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1933 | NC      | $2167949.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.15% 02/21/2040                                                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      155000 | PA      | $117177.72     | 0.00%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                                                         | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                                                                       | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $333307.94     | 0.00%             | 2035-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.5% 02/14/2053                                                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      135000 | PA      | $92899.98      | 0.00%             | 2053-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                                 | CHEMOURS CO 4.625% 11/15/2029 144A                                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      640000 | PA      | $523529.09     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C30                                                                            | WELLS FARGO COML MTG TR 2015-C30 3.664% 09/15/2058                                                                               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121990 | PA      | $121594.66     | 0.00%             | 2058-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2044#AS3638                                                                                                   | CUSIP: 3138WDBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59466 | PA      | $56108.43      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93172                                                                                                 | CUSIP: 3132QDFM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16922 | PA      | $15326.05      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM LTD                                                                                                    | SLAM LTD 2024-1A A 5.335% 09/15/2049 144A                                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3548197 | PA      | $3474181.83    | 0.01%             | 2049-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.875% 02/15/2053                                                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41508.16      | 0.00%             | 2053-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 1/1/43 #Q14696                                                                                                      | CUSIP: 3132HRGD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91871 | PA      | $82915.14      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                                                      | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      340000 | PA      | $350642.00     | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 04/01/2042#SC0481                                                                                                   | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1104225 | PA      | $938233.36     | 0.00%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2043#AB7964                                                                                                 | CUSIP: 31417EZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1800613 | PA      | $1666481.27    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042                                  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      408000 | PA      | $282172.05     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-10R                                                                                        | CSMC SERIES 2014-10R 5.57%/VAR 05/27/2036 144A                                                                                   | CUSIP: 12649BAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196310 | PA      | $67289.33      | 0.00%             | 2036-05-27      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| LIFE TIME INC                                                                                               | LIFE TIME INC 6% 11/15/2031 144A                                                                                                 | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240536.16     | 0.00%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTG LN TR 2006-AR35                                                                            | INDYMAC INDX MTG LN TR 2006-AR35 TSFR1M+45.448 01/25/2037                                                                        | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       21929 | PA      | $19870.28      | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2028                                                                                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289920 | PA      | $282062.21     | 0.00%             | 2028-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                        | PARKER-HANNIFIN CORP 6.25% 05/15/2038                                                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12891.64      | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#FS5757                                                                                                   | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3079174 | PA      | $3139597.60    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $49638.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA TSFR1M+309.072 06/15/2030 144A                                                                               | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $254952.60     | 0.00%             | 2030-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6510                                                                                                 | CUSIP: 3138Y8GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374766 | PA      | $363386.14     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-C                                                                                  | OPORTUN ISSUANCE TRUST 2021-C A 2.18% 10/08/2031 144A                                                                            | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3114337 | PA      | $3036431.47    | 0.01%             | 2031-10-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2051#QB8131                                                                                                   | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17859 | PA      | $13980.09      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK A TSFR1M+287.964 10/15/2041 144A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $461437.50     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 9.875% 07/15/2031 144A                                                                           | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       68000 | PA      | $74265.25      | 0.00%             | 2031-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO                                           | PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO A 3MEUR+99 05/15/2034 144A                                     | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     4862750 | PA      | $5492361.90    | 0.01%             | 2034-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7410                                                                                                  | CUSIP: 31417EGU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268205 | PA      | $240599.64     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 02/25/2036                                                                                                   | CUSIP: 362334BP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1546608 | PA      | $683336.31     | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                             | SYNEOS TERM B 1LN 9/27/2030                                                                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       81884 | PA      | $80410.26      | 0.00%             | 2030-09-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40360000 | PA      | $40090834.72   | 0.10%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 11/30/2027                                                                                                      | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10522000 | PA      | $10521178.02   | 0.03%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                              | PACIFIC LIFE GF II 4.5% 08/28/2029 144A                                                                                          | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5080332.72    | 0.01%             | 2029-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.35% 03/30/2029 144A                                                                           | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $304751.09     | 0.00%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 07/01/2041#SC0162                                                                                                   | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6431740 | PA      | $5473576.18    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 06/25/2029                                                                                    | CUSIP: 31392DD66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       60290 | PA      | $847.47        | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2032#U89009                                                                                                 | CUSIP: 3132H1AK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5878 | PA      | $5674.90       | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1880000 | PA      | $2295485.51    | 0.01%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/35 #357843                                                                                                          | CUSIP: 31376KP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23266 | PA      | $24280.73      | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2033#AL7521                                                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6506678 | PA      | $6541781.93    | 0.02%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.083%/VAR 05/15/2031                                                                                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      520000 | PA      | $524259.23     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1                                                                          | BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A                                                                         | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6292306 | PA      | $5680913.10    | 0.01%             | 2061-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.25% 01/15/2054                                                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      275000 | PA      | $248248.05     | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.75% 02/25/2026                                                                                          | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3874340.50    | 0.01%             | 2026-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XII LTD                                                                                 | MIDOCEAN CREDIT CLO XII LTD A1R TSFR3M+134 04/18/2036 144A                                                                       | CUSIP: 59803TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250017.00     | 0.00%             | 2036-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2029                                                                                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10900000 | PA      | $10981750.00   | 0.03%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM LLC                                                                           | GULFSTREAM NAT GAS SYS LLC 6.19% 11/01/2025 144A                                                                                 | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3654174.82    | 0.01%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A                                                                         | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461000 | PA      | $410939.36     | 0.00%             | 2032-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#SD8135                                                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13999815 | PA      | $11495064.71   | 0.03%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2048#FS0559                                                                                                 | CUSIP: 3140XFTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461601 | PA      | $474967.57     | 0.00%             | 2048-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.88% 12/01/2028#BL0907                                                                                                | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8484 | PA      | $8386.73       | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B B 1.96% 05/08/2031 144A                                                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       73643 | PA      | $71756.76      | 0.00%             | 2031-05-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                                                                       | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.91% 10/17/2033 144A                                                                      | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1157304.27    | 0.00%             | 2033-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 02/29/2028                                                                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3359000 | PA      | $3370021.72    | 0.01%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                                                | CROSS 2024-H2 MORTGAGE TRUST 6.093% 04/25/2069 144A                                                                              | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      765049 | PA      | $768128.53     | 0.00%             | 2069-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1303                                                                                                 | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      313419 | PA      | $296849.42     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 09/20/2051#785616                                                                                                   | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1618880 | PA      | $1345225.21    | 0.00%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 5/40 #AL2129                                                                                                          | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41679 | PA      | $43696.43      | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2050#BP7685                                                                                                 | CUSIP: 3140KFRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2800245 | PA      | $2308870.32    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 10/01/2025#AM9942                                                                                                | CUSIP: 3138LBBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321808 | PA      | $319352.99     | 0.00%             | 2025-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4.50% 7/25 #G13844                                                                                                     | CUSIP: 3128MCP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          56 | PA      | $56.05         | 0.00%             | 2025-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AS8461                                                                                                 | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      409552 | PA      | $371332.27     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 6.1% 06/01/2037                                                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      775000 | PA      | $809444.36     | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                                                   | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                                                                   | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      278140 | PA      | $278499.67     | 0.00%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2040#FM4644                                                                                                   | CUSIP: 3140X8ES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141310 | PA      | $120679.25     | 0.00%             | 2040-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST CSTR 12/10/2029 144A                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      827000 | PA      | $851743.76     | 0.00%             | 2041-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                                                      | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      285000 | PA      | $291270.00     | 0.00%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                                             | CATERPILLAR INC 3.25% 09/19/2049                                                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4111.74       | 0.00%             | 2049-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 5.05% 11/20/2031 144A                                                                                     | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2737940.70    | 0.01%             | 2031-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2046#MA4070                                                                                                     | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      329427 | PA      | $307646.45     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 10.07% 07/25/2027 144A                                                                                        | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672872 | PA      | $691753.60     | 0.00%             | 2027-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                                             | ANGEL OAK MORTGAGE TRUST 2024-4 6.197% 01/25/2069 144A                                                                           | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-CBDO         | CORP              | US        |      377689 | PA      | $380639.03     | 0.00%             | 2069-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#Q49499                                                                                                 | CUSIP: 3132WPRV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113273 | PA      | $109054.68     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-10 LTD                                                                                            | CBAM 2019-10 LTD A1R TSFR3M+138.161 04/20/2032 144A                                                                              | CUSIP: 12482NAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      172496 | PA      | $172776.94     | 0.00%             | 2032-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                                                        | WABASH NATIONAL CORP 4.5% 10/15/2028 144A                                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      295000 | PA      | $251752.91     | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                                                          | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    24300000 | PA      | $25123594.31   | 0.06%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                                           | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $182250.00     | 0.00%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028                                                                                       | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3712728.00    | 0.01%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738218                                                                                                          | CUSIP: 3620ASDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22219 | PA      | $22316.60      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2043#MA1376                                                                                                   | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      203122 | PA      | $193119.49     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7728000 | PA      | $7870786.47    | 0.02%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 7.25% 02/02/2033                                                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1987000 | PA      | $2030750.18    | 0.00%             | 2033-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                                               | CSMC 2020-NET 2.2569% 08/15/2037 144A                                                                                            | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      907411 | PA      | $897062.75     | 0.00%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.2% 02/01/2033                                                                                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4822000 | PA      | $4407483.09    | 0.01%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7110                                                                                                 | CUSIP: 3138WG3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      642778 | PA      | $616755.56     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1521496.60    | 0.00%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/39 #723339                                                                                                          | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23925 | PA      | $24037.38      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      790466 | PA      | $647806.41     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BJ2973                                                                                                 | CUSIP: 3140H4JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7667 | PA      | $7363.61       | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063                                                                                   | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3944673 | PA      | $2851436.20    | 0.01%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3282000 | PA      | $3213460.45    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2041#FM8862                                                                                                   | CUSIP: 3140XCZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478777 | PA      | $403858.07     | 0.00%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 6.5% 05/15/2032                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      655000 | PA      | $669401.49     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.75% 02/15/2028                                                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6721841.28    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030                                                            | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      794000 | PA      | $803578.82     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                                       | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      186000 | PA      | $178587.57     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 2.25% 08/01/2031                                                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $2965621.36    | 0.01%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                                                  | ANHEUSER BUSCH INBEV SA NV 3.95% 03/22/2044 REGS                                                                                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      805000 | PA      | $903714.11     | 0.00%             | 2044-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.419% 04/15/2033 144A                                                                                              | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5399000 | PA      | $4816082.17    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5869.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#CB3771                                                                                                 | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2563089 | PA      | $2282248.02    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.528% 05/01/2034                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2062000 | PA      | $2200920.75    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAPITAL I INC TSFR1M+125 11/15/2034 144A                                                                          | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $863291.10     | 0.00%             | 2034-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    79721000 | PA      | $81863462.01   | 0.20%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0190                                                                                                   | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1350600 | PA      | $1367818.08    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD A2R TSFR3M+168 10/15/2034 144A                                                                                | CUSIP: 800130AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250352.50     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                                             | CITIGROUP COML MTG TR 2015-GC33 AAB 3.522% 09/10/58                                                                              | CUSIP: 29425AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18769 | PA      | $18744.83      | 0.00%             | 2058-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F022469<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2365000 | PA      | $2182545.22    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39                                                                | CUSIP: 59259YBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      380000 | PA      | $404177.35     | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 5.875% 06/01/2027                                                                                           | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      448000 | PA      | $441242.31     | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10693000 | PA      | $9201554.26    | 0.02%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #783143                                                                                                         | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93462 | PA      | $89773.29      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2051#CB1642                                                                                                 | CUSIP: 3140QLZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      532432 | PA      | $475257.76     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #616878                                                                                                          | CUSIP: 36290TJX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77582 | PA      | $72032.92      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR D 7.10914% 11/13/2041 144A                                                                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4644473.40    | 0.01%             | 2041-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM5997                                                                                                   | CUSIP: 3140X9UX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34598 | PA      | $27343.35      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/42#AK8632                                                                                                      | CUSIP: 3138EDSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6295 | PA      | $5821.87       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS TRUST 2024-TI                                                                                         | VEGAS TRUST 2024-TI A 5.5183% 11/10/2039 144A                                                                                    | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $736256.68     | 0.00%             | 2039-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 05/01/2038#C91994                                                                                                   | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1402779 | PA      | $1344133.22    | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                                                                          | SCRIPPS ESCROW INC 5.875% 07/15/2027 144A                                                                                        | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $30523.06      | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                                 | VISTRA CORP 7%/VAR PERP 144A                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |     2575000 | PA      | $2612015.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2019                                                                                                   | BANK 2019 2.846% 12/15/2052                                                                                                      | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365705 | PA      | $350835.49     | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                                                                  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5300000 | PA      | $5240708.90    | 0.01%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Cash Central Fund                                                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   177595635 | NS      | $177631153.99  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                                                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1005059.68    | 0.00%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 07/25/2036                                                                                   | CUSIP: 31397QP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2594 | PA      | $2738.65       | 0.00%             | 2036-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.997500 3/12/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1769432663 | NC      | $-21882.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1700000 | NC      | $-29762.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.685% 06/15/2054                                                                                         | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      931000 | PA      | $889000.88     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A                                                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A 5.66% 10/15/2072 144A                                                           | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593093 | PA      | $597247.89     | 0.00%             | 2072-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.19% 11/01/2027#AM9605                                                                                                | CUSIP: 3138LAU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250000 | PA      | $244519.13     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/33#731291                                                                                                        | CUSIP: 31402KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78818 | PA      | $79227.36      | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.625% 09/01/2028                                                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1859000 | PA      | $1900301.76    | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.05% 05/15/2052                                                                                         | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38370.40      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3159                                                                                                   | CUSIP: 3617KJQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19445 | PA      | $18604.73      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                                                      | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                                                             | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |      745000 | PA      | $759779.89     | 0.00%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.875% 08/21/2042                                                                                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      830000 | PA      | $658869.89     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                                                                          | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $868408.26     | 0.00%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/39#G05624                                                                                                      | CUSIP: 3128M7SM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45445 | PA      | $44797.74      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#CB5267                                                                                                 | CUSIP: 3140QQZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4365024 | PA      | $4139377.65    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR                                                                                  | MASTR ASSET BACKED SECS TR TSFR1M+183.948 06/25/2035                                                                             | CUSIP: 57643LKC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1816559 | PA      | $1864388.99    | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/42 #AL1521                                                                                                          | CUSIP: 3138EHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105953 | PA      | $100612.00     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 04/20/2046#MA3596                                                                                                     | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      356003 | PA      | $314872.11     | 0.00%             | 2046-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/20/2051#MA7472                                                                                                   | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5177296 | PA      | $4340959.00    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6.9% 05/23/2053 144A                                                                                       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      390000 | PA      | $408575.79     | 0.00%             | 2053-05-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BACKED SECS 2004 K TR                                                                       | WELLS FARGO MTG BACK SEC 04 K VAR 07/25/2034                                                                                     | CUSIP: 94981VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         661 | PA      | $657.85        | 0.00%             | 2034-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P A 6.338% 08/10/2044 144A                                                                                          | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1872000.36    | 0.00%             | 2044-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                                        | CSMC 2022-NQM3 TRUST 4.265% 03/25/2067 144A                                                                                      | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $140172.92     | 0.00%             | 2067-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338000 | PA      | $321635.12     | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A                                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1037115.50    | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A                                                                | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $3096422.85    | 0.01%             | 2039-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.75% 02/15/2032                                                                                          | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158294.53     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1452945.20    | 0.00%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8126000 | PA      | $8090504.01    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV6778                                                                                                   | CUSIP: 3140MLQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2514077 | PA      | $2315853.75    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4455393.43    | 0.01%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -119795000 | PA      | $-116240754.23 | -0.28%            | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2048#BN0861                                                                                                   | CUSIP: 3140JG5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27044 | PA      | $26741.46      | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 3.55% 06/02/2027                                                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      635000 | PA      | $623795.02     | 0.00%             | 2027-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 5.35% 10/20/2046 144A                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160511 | PA      | $1161184.49    | 0.00%             | 2046-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD3246                                                                                                   | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6912563 | PA      | $6344291.66    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC                                                            | HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC AR TSFR3M+135 10/18/2037 144A                                                   | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $279702.92     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS1598                                                                                                   | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15313211 | PA      | $11929883.93   | 0.03%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                                         | STAR LEASING CO LLC 7.625% 02/15/2030 144A                                                                                       | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1914248.39    | 0.00%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 05/01/2041#RB5111                                                                                                   | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5996075 | PA      | $5078257.19    | 0.01%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                                            | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                                            | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      979000 | PA      | $992641.39     | 0.00%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 1.8% 10/15/2030                                                                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      291000 | PA      | $252126.40     | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1410000 | PA      | $1386904.19    | 0.00%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026                                                                                | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4104100.00    | 0.01%             | 2026-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CR AUTO TR 2023-3                                                                                  | FLAGSHIP CR AUTO TR 2023-3 D 6.58% 08/15/2029 144A                                                                               | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1091000 | PA      | $1092780.95    | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 3.75% 02/15/2031 144A                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1732459.91    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1 TRUST                                                                                         | NYMT 2024-RR1 TRUST 7.375% 05/25/2064 144A                                                                                       | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      333113 | PA      | $334050.35     | 0.00%             | 2064-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2052#SD8253                                                                                                   | CUSIP: 3132DWE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1358501 | PA      | $1380065.00    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD5251                                                                                                 | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      472407 | PA      | $391429.90     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-25449.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMPAC CMB TR STEP 03/25/2035                                                                                                     | CUSIP: 45254NLN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1819 | PA      | $1763.92       | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2052#SD1465                                                                                                   | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      200234 | PA      | $195705.10     | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                                                              | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7125000 | PA      | $6124510.35    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/40 #743665                                                                                                          | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18860 | PA      | $18945.84      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $191477.09     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.012%/VAR 01/23/2030                                                                                      | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1366007.75    | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#RA7375                                                                                                   | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3079140 | PA      | $2648126.94    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH8029                                                                                                          | CUSIP: 3138A94P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67904 | PA      | $66764.00      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                              | PUBLIC STORAGE 5.1% 08/01/2033                                                                                                   | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      171000 | PA      | $173402.45     | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 4.3733% 09/15/2037 144A                                                                                         | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3944000 | PA      | $3011596.20    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2022-1                                                                         | HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 5.082%/VAR 07/25/2067 144A                                                              | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157674 | PA      | $157473.32     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-B                                                                               | TESLA AUTO LEASE TRUST 2023-B 6.22% 03/22/2027 144A                                                                              | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2888000 | PA      | $2905186.78    | 0.01%             | 2027-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 10/40 #004833                                                                                                      | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      848414 | PA      | $813470.02     | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2022-3 LTD A2R TSFR3M+160 04/15/2031 144A                                                             | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $660388.08     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC STEP 04/01/2036                                                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      271000 | PA      | $249053.74     | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM6338                                                                                                   | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35741 | PA      | $28033.98      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2051#QC0423                                                                                                   | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      195841 | PA      | $153183.71     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                                        | WINGSTOP FUNDING LLC 20-1A A2 2.841% 12/05/2050 144A                                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3694735 | PA      | $3484994.50    | 0.01%             | 2050-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #AP7882                                                                                                         | CUSIP: 3138MBXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13956 | PA      | $12910.59      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                                                        | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      284408 | PA      | $276231.27     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC TSFR1M+169.124 08/15/2039 144A                                                            | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5692299 | PA      | $5710087.72    | 0.01%             | 2039-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#SD8121                                                                                                   | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      431521 | PA      | $337798.36     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                                                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3450000 | PA      | $3462999.29    | 0.01%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2046#MA2781                                                                                                 | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      232642 | PA      | $195963.21     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/52#FS2458                                                                                                        | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57672 | PA      | $56710.33      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.4% 08/15/2035                                                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      112000 | PA      | $104551.25     | 0.00%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                                                 | SLAM 2025-1 5.807% 05/15/2050 144A                                                                                               | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2370000 | PA      | $2417400.00    | 0.01%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3168                                                                                                   | CUSIP: 3133B0QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      550166 | PA      | $434456.67     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 05/20/2053#MA8879                                                                                                   | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5568976 | PA      | $5556909.92    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 8.125% 02/15/2033 144A                                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70037.10      | 0.00%             | 2033-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/42#AB7319                                                                                                      | CUSIP: 31417EDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87934 | PA      | $83291.26      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 06/01/2029#J28440                                                                                                 | CUSIP: 31307HLV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61896 | PA      | $60608.58      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-17                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $7389.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2006-77 PC 6.5 8/36                                                                                                          | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1419 | PA      | $1471.66       | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 08/07/2025                                                                                                          | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1327000 | PA      | $1316709.12    | 0.00%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2046#MA3803                                                                                                   | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1476801 | PA      | $1337409.46    | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGATTA IX FUNDING LTD                                                                                      | REGATTA IX FUNDING LTD B1R TSFR3M+200 04/17/2037 144A                                                                            | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1254061.25    | 0.00%             | 2037-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD A1R2 TSFR3M+140 10/21/2037 144A                                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $340794.58     | 0.00%             | 2037-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL                                                                               | GOLDEN BAR SECURITISATION SRL 2024-1 B 3MEUR+150 09/22/2043 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-CBDO         | CORP              | IT        |       90516 | PA      | $103424.40     | 0.00%             | 2043-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                             | FRTKL 2021-SFR1 3.171% 09/17/2038 144A                                                                                           | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $120903.03     | 0.00%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                                            | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      725000 | PA      | $329875.00     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       79000 | PA      | $69317.51      | 0.00%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                                                        | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      464000 | PA      | $463752.22     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.25% 10/02/2043                                                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $979912.31     | 0.00%             | 2043-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#QE0312                                                                                                   | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10214389 | PA      | $7954412.75    | 0.02%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                                                        | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5345000 | PA      | $5389681.53    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.45% 04/15/2042                                                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       87000 | PA      | $67692.63      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2036#SB8083                                                                                                 | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2229541 | PA      | $1966444.50    | 0.00%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1832000 | PA      | $1606548.97    | 0.00%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91429.45      | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 3.25% 01/15/2032                                                                                    | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4370000 | PA      | $3780542.94    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/40                                                                                                                  | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4427000 | PA      | $2094899.61    | 0.01%             | 2040-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 09/25/2033                                                                                        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6490 | PA      | $6186.16       | 0.00%             | 2033-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.452% 08/17/2038 144A                                                                                          | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1450249.35    | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH TSFR1M+ 07/15/2038 144A                                                                           | CUSIP: 30227FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171546 | PA      | $171687.46     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $769817.52     | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | VERIZON COMMUNICATIONS INC SNR S ICE                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     7000000 | NC      | $-8434.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 4.125% 08/25/2027                                                                                               | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $199110.00     | 0.00%             | 2027-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219327.98     | 0.00%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8857                                                                                                   | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2939618 | PA      | $2975255.42    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 06/15/2031                                                                                     | CUSIP: 3133TUBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         572 | PA      | $500.02        | 0.00%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 D 7.46% 07/15/2036 144A                                                                | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102907.05     | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2031 144A                                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1507890.53    | 0.00%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2041#SC0119                                                                                                 | CUSIP: 3132D9DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      389788 | PA      | $342811.59     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     2800000 | NC      | $-49020.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1086187.37    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.35% 03/10/2036                                                                                       | CUSIP: 3133EMSR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1825000 | PA      | $1438613.97    | 0.00%             | 2036-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046                                                                                     | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      641927 | PA      | $595678.61     | 0.00%             | 2046-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.678%/VAR 01/23/2035                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147715.99     | 0.00%             | 2035-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SI2064                                                                                                   | CUSIP: 3133USJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1921963 | PA      | $1657734.77    | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                                   | CROCS INC 4.125% 08/15/2031 144A                                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      120000 | PA      | $106513.18     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                                                 | PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032                                                                     | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      590000 | PA      | $673653.63     | 0.00%             | 2032-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2402000 | PA      | $2350468.67    | 0.01%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 01/01/2038#BM3254                                                                                                   | CUSIP: 3140J7TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126394 | PA      | $121316.17     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX IG43 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    76900000 | NC      | $47092.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2049#BM5577                                                                                                   | CUSIP: 3140JAFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1137702 | PA      | $1125391.25    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 4.60% 2/35 #779905                                                                                                      | CUSIP: 31404VNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18759 | PA      | $19353.03      | 0.00%             | 2035-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2023-RTL2                                                                              | LHOME MORTGAGE TRUST 2023-RTL2 STEP 06/25/2028 144A                                                                              | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3015151.80    | 0.01%             | 2028-06-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.4% 02/15/2035                                                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7466669.83    | 0.02%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TR                                                                                           | ATLX 2024-RPL1 A1 3.85% 04/25/2064 144A                                                                                          | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2814597 | PA      | $2704003.14    | 0.01%             | 2064-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 6% 04/01/2054                                                                                                            | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $104373.16     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#FM0035                                                                                                 | CUSIP: 3140X3BD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154815 | PA      | $139932.48     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS D VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1029819.89    | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MERRILL LYNCH MTGE INVS INC VAR 09/25/2029                                                                                       | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         320 | PA      | $304.16        | 0.00%             | 2029-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | FSWP: OIS SOF 3.55680 05/15/2026                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -1977000 | NC      | $1974.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-2 LTD                                                                                      | OAKTREE CLO 2021-2 LTD AR TSFR3M+97 01/15/2035 144A                                                                              | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248134.00     | 0.00%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                                                     | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      353000 | PA      | $310281.49     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                                                            | APIDOS CLO XXXVI B TSFR3M+186.161 07/20/2034 144A                                                                                | CUSIP: 03769LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1160000 | PA      | $1161028.92    | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047                                                                                   | CUSIP: 3136AWLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10899396 | PA      | $9819737.12    | 0.02%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO                                                                                                  | CARVAL CLO A1R TSFR3M+142 10/22/2037 144A                                                                                        | CUSIP: 14686NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250146.75     | 0.00%             | 2037-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.2% 04/01/2030                                                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5754615.52    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.45% 09/29/2027                                                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4610952.46    | 0.01%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                                     | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                                                          | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      855000 | PA      | $863020.12     | 0.00%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                      | ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 STEP 02/25/2038 144A                                                      | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      601977 | PA      | $505627.37     | 0.00%             | 2038-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                                                        | DAVE and BUSTER'S TERM B 1LN 11/01/2031                                                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      230206 | PA      | $216943.78     | 0.00%             | 2031-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#721575                                                                                                   | CUSIP: 31401XT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44078 | PA      | $44307.70      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                                             | MV24 CAPITAL BV 6.748% 06/01/2034 144A                                                                                           | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      146464 | PA      | $140212.92     | 0.00%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4275                                                                                                   | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1243599 | PA      | $1068550.76    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2048#FS5721                                                                                                   | CUSIP: 3140XMLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1694866 | PA      | $1514871.99    | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#RA5680                                                                                                   | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28938 | PA      | $22598.69      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                                          | BAYTEX ENERGY CORP 8.5% 04/30/2030 144A                                                                                          | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      464000 | PA      | $449593.31     | 0.00%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2042#AB8144                                                                                                   | CUSIP: 36178VBM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14161 | PA      | $13547.90      | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1816508.72    | 0.00%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                                | ACRISURE TERM B6 1LN 11/06/2030                                                                                                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |        4988 | PA      | $4951.14       | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                                                        | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2668809.34    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 3.875% 09/16/2046                                                                                               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      551000 | PA      | $394621.51     | 0.00%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2252892.39    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.7% 12/30/2034 144A                                                                                    | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1728383.75    | 0.00%             | 2034-12-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.77% 02/04/2031                                                                                       | CUSIP: 3133EMZ39<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      815000 | PA      | $715533.32     | 0.00%             | 2031-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.3537 05/12/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    15700000 | NC      | $-8903.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                                              | JPMCC 2021-MHC E TSFR1M+256.448 04/15/2038 144A                                                                                  | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $16989.38      | 0.00%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC                               | INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A                                 | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39987.35      | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CES1 5.705% 02/25/2055 144A                                                                       | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-CBDO         | CORP              | US        |     3800000 | PA      | $3807600.00    | 0.01%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 07/25/2035                                                                                                        | CUSIP: 12667GLC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3435 | PA      | $2772.57       | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/46#BM3928                                                                                                      | CUSIP: 3140J8LJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780935 | PA      | $768435.62     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2023-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2023-A 7.11% 10/22/2035 144A                                                                      | CUSIP: 56847FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733000 | PA      | $743166.20     | 0.00%             | 2035-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.625% 03/15/2032 144A                                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      605000 | PA      | $619356.75     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 1.862% 12/01/2032                                                                                               | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2350000 | PA      | $1840050.00    | 0.00%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD                                                             | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD A1RR TSFR3M+122 07/20/2032 144A                                                  | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      321921 | PA      | $322044.75     | 0.00%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS 2014-2 PASS THRU TR                                                                            | UNITED AIRLS 2014-2 PASS THRU TR 3.75% 03/03/2028                                                                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149673 | PA      | $146666.56     | 0.00%             | 2028-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                                                       | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A                                                            | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5727000 | PA      | $5740527.17    | 0.01%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AS2319                                                                                                 | CUSIP: 3138WBSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2212 | PA      | $2148.60       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9279265 | PA      | $9267665.68    | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 4.375% 02/15/2030 144A                                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188062.32     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 2.5% 08/15/2050                                                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $597932.39     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#BU6530                                                                                                   | CUSIP: 3140M8HG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325768 | PA      | $274730.65     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Aggregate Bond Inst                                                                                                        | CUSIP: 057071854<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   115528832 | NS      | $1124095537.48 | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                                                    | COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A                                                                                      | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $73526.39      | 0.00%             | 2032-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 6.95% 10/15/2033 144A                                                                                   | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2077000 | PA      | $2238642.82    | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE6506                                                                                                 | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50389 | PA      | $48481.18      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC E TSFR1M+221.544 1 04/15/2026 144A                                                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4340000 | PA      | $4337287.50    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCING USD LLC                                                                                   | TELENET TERM AR 1LN 04/30/2028                                                                                                   | CUSIP: N/A<br>LEI: 213800BMPOX34U6DWN81       | Long             | LON              | CORP              | US        |      111723 | PA      | $109152.92     | 0.00%             | 2028-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 8/37 #888817                                                                                                          | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77648 | PA      | $79684.20      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.0% 06/01/2031#MA0777                                                                                                 | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23346 | PA      | $23556.35      | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      736000 | PA      | $773407.20     | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 VAR 12/25/2054 144A                                                                | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430606 | PA      | $426072.43     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778863                                                                                                          | CUSIP: 36176XB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45093 | PA      | $41880.39      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 9.625% 04/22/2030                                                                                                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      481000 | PA      | $545715.74     | 0.00%             | 2030-04-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 3.7% 12/06/2026                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1185920.62    | 0.00%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                                        | BANK OF MONTREAL QUE 5.511% 06/04/2031                                                                                           | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $258421.18     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                                              | EFMT 2024-NQM1 5.708% 11/25/2069 144A                                                                                            | CUSIP: 26845DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290874 | PA      | $1293839.60    | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029                                 | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5888000 | PA      | $5383349.41    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#FM9558                                                                                                 | CUSIP: 3140XDTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2020175 | PA      | $1764342.50    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 1.9% 03/15/2033                                                                                                          | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10925.16      | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2817257.63    | 0.01%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                            | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $295334.66     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                                           | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                                                 | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1651238.38    | 0.00%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 5.25% 09/15/2054                                                                                             | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       71000 | PA      | $65361.54      | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.163% 5/15/2035                                                                                                     | CUSIP: 544445UE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $385041.60     | 0.00%             | 2035-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 5.8% 05/01/2037                                                                                   | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25014.40      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | STATION CASINOS LLC 6.625% 03/15/2032 144A                                                                                       | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170233.07     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.65% 01/15/2034                                                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2014628.18    | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     6393000 | PA      | $6812751.66    | 0.02%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#MA2833                                                                                                   | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107513 | PA      | $94076.13      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2042#AB5049                                                                                                   | CUSIP: 31417BTF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25926 | PA      | $24634.22      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                                                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3978000 | PA      | $3413038.63    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2051#FS4297                                                                                                 | CUSIP: 3140XKX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      584487 | PA      | $559249.71     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                                            | FIMM MM Government Portfolio - Instl Cl                                                                                          | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |   264089096 | NS      | $264089096.10  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                                                     | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $344360.22     | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 12/20/2042#MA0624                                                                                                   | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1064741 | PA      | $963606.17     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FGLMC 30YR 3.5% 09/46#Q43176                                                                                                     | CUSIP: 3132WGQ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1851165 | PA      | $1680625.43    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2052#MA8046                                                                                                   | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9445813 | PA      | $8996860.68    | 0.02%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59637.26      | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 4.85% 04/01/2030                                                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7067507.79    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.85%/VAR PERP                                                                                            | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      930000 | PA      | $955810.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.076%/VAR 01/27/2030                                                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $402344.80     | 0.00%             | 2030-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+318.889 06/15/2039 144A                                                            | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207000 | PA      | $205351.08     | 0.00%             | 2039-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 6.625% 07/15/2026 144A                                                                           | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $215541.16     | 0.00%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.25% 06/30/2029                                                                                                       | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3150100 | PA      | $3070240.05    | 0.01%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                                                   | CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A                                                                     | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      160000 | PA      | $152479.38     | 0.00%             | 2029-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 08/09/2028                                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $451576.57     | 0.00%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE TERM B1 1LN 03/29/2029                                                                                            | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      173487 | PA      | $172945.50     | 0.00%             | 2029-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                                                 | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336573 | PA      | $277905.57     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                                | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      300000 | PA      | $318439.22     | 0.00%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021                                                                                              | CIM TRUST 2021-R1 A2 2.4% 08/25/2056 144A                                                                                        | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3781193 | PA      | $3404677.81    | 0.01%             | 2056-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.454% 11/01/2032#BM6491                                                                                               | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5250505 | PA      | $4243000.60    | 0.01%             | 2032-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GSR 2005-5F 8A3 TSFR1M+61.448 6/35                                                                                               | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         126 | PA      | $121.08        | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ7311                                                                                                   | CUSIP: 3140H9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398944 | PA      | $371821.54     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2053#SD4987                                                                                                   | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1202621 | PA      | $1168937.39    | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-4955.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2023-RTL4                                                                              | LHOME MORTGAGE TRUST 2023-RTL4 STEP 11/25/2028 144A                                                                              | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2471689.12    | 0.01%             | 2028-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1892692.53    | 0.00%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP                                                        | COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP AR TSFR3M+143.161 10/20/2034 144A                                           | CUSIP: 197363AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5895000 | PA      | $5889087.32    | 0.01%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.766% 01/13/2033                                                                                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $208009.87     | 0.00%             | 2033-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2044#MA1921                                                                                                   | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      193106 | PA      | $189335.15     | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.63 10/30/25                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-51453.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                                    | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      270000 | PA      | $244841.54     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2016-1 LTD                                                                                         | VOYA CLO 2016-1 LTD A1R TSFR3M+133.161 01/20/2031 144A                                                                           | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       67573 | PA      | $67691.01      | 0.00%             | 2031-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 4.3% 10/15/2028                                                                                                     | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22741.12      | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNRS 51 LTD                                                                           | OCTAGON INVESTMENT PARTNRS 51 LTD BR TSFR3M+150 07/20/2034 144A                                                                  | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4205367.60    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.26% 10/27/2059 144A                                                                     | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      758000 | PA      | $757577.49     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.15% 02/15/2028                                                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $2880814.53    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2041#AH6648                                                                                                 | CUSIP: 3138A8L61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18376 | PA      | $18010.60      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A                                                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      910000 | PA      | $931294.00     | 0.00%             | 2028-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4% 02/15/2030                                                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      157000 | PA      | $147965.03     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2041#FM7891                                                                                                   | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123385 | PA      | $105259.96     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1                                                     | NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 3.844% 12/25/2025 144A                                                   | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105324 | PA      | $103998.68     | 0.00%             | 2025-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.95%/VAR PERP                                                                                                     | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      623000 | PA      | $628304.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 10/15/2026                                                                                                      | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34854000 | PA      | $35122212.33   | 0.08%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2016-NXSR COML MTG TR                                                                                  | CSMC 2016-NXSR COML MTG TR 3.7948% 12/15/2049                                                                                    | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1966161.20    | 0.00%             | 2049-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      475000 | PA      | $467072.15     | 0.00%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: JPY/USD settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $14122.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC                                                                 | LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+306.448 06/15/2039 144A                                                       | CUSIP: 50203JAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      365500 | PA      | $353984.92     | 0.00%             | 2039-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2051#MA7534                                                                                                   | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10419971 | PA      | $8739991.24    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                                             | GOAT HOLDCO LLC 6.75% 02/01/2032 144A                                                                                            | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $184286.83     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6147                                                                                                   | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60847 | PA      | $55745.60      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2033#G18681                                                                                                   | CUSIP: 3128MMXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307358 | PA      | $296675.12     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97686                                                                                                 | CUSIP: 312946RF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57078 | PA      | $57421.00      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                                                                        | SYMPHONY CLO XXI LTD AR2 TSFR3M+90 07/15/2032 144A                                                                               | CUSIP: 87166RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      246810 | PA      | $246175.61     | 0.00%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-2                                                                                  | DT AUTO OWNER TRUST 2023-2A E 11.06% 04/15/2030 144A                                                                             | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $861151.52     | 0.00%             | 2030-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                                                       | SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A                                                                                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      983000 | PA      | $953629.04     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3394912.15    | 0.01%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.95% 10/15/2058                                                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      230000 | PA      | $192214.91     | 0.00%             | 2058-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2043#890564                                                                                                   | CUSIP: 31410LMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78125 | PA      | $70438.47      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                                             | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                                           | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2478263 | PA      | $2403943.16    | 0.01%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                                             | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $199647.33     | 0.00%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#MA5038                                                                                                   | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5978023 | PA      | $5803116.31    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD8189                                                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2482807 | PA      | $2032393.11    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                                                               | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                                                              | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $230392.12     | 0.00%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23130971 | PA      | $18905795.87   | 0.05%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+46.448 03/25/2036                                                                          | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124722 | PA      | $32060.64      | 0.00%             | 2036-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                                                      | MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 11.5% 09/01/2028 144A                                                                     | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $922136.10     | 0.00%             | 2028-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM2502                                                                                                 | CUSIP: 3140X5X81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594588 | PA      | $555845.73     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A                                                                          | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214803 | PA      | $215406.77     | 0.00%             | 2040-12-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 04/20/2036#737987                                                                                                     | CUSIP: 3620AR2U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         370 | PA      | $373.48        | 0.00%             | 2036-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                                                 | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      901608 | PA      | $743857.53     | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 5.5% 02/15/2035                                                                                                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      580000 | PA      | $567431.80     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                                             | ALLEGRO CLO LTD A TSFR3M+140.161 07/20/2034 144A                                                                                 | CUSIP: 01750WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4673000 | PA      | $4675355.19    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#SD8214                                                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4377016 | PA      | $3893317.44    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/44#MA2446                                                                                                     | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66608 | PA      | $63192.77      | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/47#784304                                                                                                          | CUSIP: 3622A2X98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1576757 | PA      | $1464624.79    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A                                                                                   | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2788100 | PA      | $2788100.01    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP VAR 09/25/2035 144A                                                                                             | CUSIP: 362341LS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371563 | PA      | $323351.92     | 0.00%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      752000 | PA      | $787582.85     | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 08/19/2025                                                                                                          | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1433000 | PA      | $1419852.97    | 0.00%             | 2025-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.3% 06/15/2043                                                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      117000 | PA      | $98534.53      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027                                                                                  | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $506229.68     | 0.00%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                                                 | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $1939784.70    | 0.00%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                                                                | BIOCEANICO SOVEREIGN CTF LTD 0% 06/05/2034 144A                                                                                  | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      118768 | PA      | $93237.76      | 0.00%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1905701 | PA      | $1573562.07    | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.65%/VAR 10/21/2032                                                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1191122.17    | 0.00%             | 2032-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2043#AU7317                                                                                                 | CUSIP: 3138X7DX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51468 | PA      | $45678.86      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                        | TC ZIRAAT BANKASI AS 7.25% 02/04/2030 144A                                                                                       | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      207000 | PA      | $206087.13     | 0.00%             | 2030-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2034#CA4890                                                                                                   | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177441 | PA      | $169311.46     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                                                            | GREENKO DUTCH BV 3.85% 03/29/2026 144A                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      176000 | PA      | $172260.00     | 0.00%             | 2026-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                       | BROOKLYN UNION GAS CO 3.865% 03/04/2029 144A                                                                                     | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28922.68      | 0.00%             | 2029-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                                                | FLEX INTERMEDIATE HOLDCO LLC 3.363% 06/30/2031 144A                                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     4831000 | PA      | $4224510.46    | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.2% 01/15/2033                                                                                                 | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1387000 | PA      | $1392244.61    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.125% 06/15/2051                                                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1328192.37    | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.7% 02/15/2055                                                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      176000 | PA      | $165487.06     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                                            | ASB BANK LIMITED 2.375% 10/22/2031 144A                                                                                          | CUSIP: 00216LAE3<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $173326.87     | 0.00%             | 2031-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053                                                                                    | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       81000 | PA      | $72412.44      | 0.00%             | 2053-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A                                                                       | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110402 | PA      | $113361.20     | 0.00%             | 2072-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#BC9077                                                                                                      | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2323225 | PA      | $2106419.09    | 0.01%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED VAR 10/25/2037                                                                                    | CUSIP: 3136FFQS1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1475 | PA      | $321.22        | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#BC3883                                                                                                   | CUSIP: 3140EYJ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200021 | PA      | $187110.26     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2                                                               | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2 3.541% 12/15/2048                                                                  | CUSIP: 95000AAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4844942 | PA      | $4812478.00    | 0.01%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                                    | BASS PRO TERM B 1LN 01/23/2032                                                                                                   | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |       99912 | PA      | $98963.33      | 0.00%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-5C1                                                                            | WELLS FARGO COML MTG TR 2024-5C1 5.928% 07/15/2057                                                                               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1969512.83    | 0.00%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                             | MASTERBRAND INC 7% 07/15/2032 144A                                                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      320000 | PA      | $318198.88     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2054#CB7923                                                                                                   | CUSIP: 3140QTYV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6145838 | PA      | $5639181.47    | 0.01%             | 2054-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A                                                                         | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3032675 | PA      | $3034570.51    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                             | BANK 2025-BNK49 5.623% 03/15/2058                                                                                                | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3287933.12    | 0.01%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 5% 09/15/2029                                                                                                          | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      365000 | PA      | $347668.41     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1944912.43    | 0.00%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX TERM 1LN 11/17/2029                                                                                                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      142282 | PA      | $136590.71     | 0.00%             | 2029-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                                               | MADISON PARK FUNDING XXXI LTD B1R TSFR3M+180 07/23/2037 144A                                                                     | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601757.40     | 0.00%             | 2037-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9361                                                                                                 | CUSIP: 31417GMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105244 | PA      | $97312.11      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 6% 11/25/2034                                                                                                   | CUSIP: 466247JV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5407 | PA      | $5037.67       | 0.00%             | 2034-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.55% 11/01/2032#WA3237                                                                                                | CUSIP: 3132WWZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      433462 | PA      | $405833.47     | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                                                                                    | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      752000 | PA      | $740969.55     | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                                                | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                                                           | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5330340.00    | 0.01%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 5.125% 02/01/2028                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14996.34      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 2.27% 05/15/2064                                                                                                 | CUSIP: 06541CBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $7900163.10    | 0.02%             | 2064-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/20/2051#MA7254                                                                                                     | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1585987 | PA      | $1274776.22    | 0.00%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2036#SB0535                                                                                                 | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2907421 | PA      | $2698898.85    | 0.01%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1255                                                                                                   | CUSIP: 3140XGMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238805 | PA      | $222364.34     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-08-20                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-100124.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC SER 2015-6R                                                                                            | CSMC SER 2015-6R TSFR1M+29.448 03/27/2036 144A                                                                                   | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59208 | PA      | $43686.71      | 0.00%             | 2036-03-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BANC OF AMERICA FUNDING CORP 5.5% 08/25/2035                                                                                     | CUSIP: 05946XF57<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |       16613 | PA      | $15972.38      | 0.00%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 3% 06/01/2030                                                                                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      550000 | PA      | $502962.09     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                                                           | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5187780.00    | 0.01%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/24/2027                                                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1656084.45    | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.685000 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1736000 | NC      | $-9334.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#CB2637                                                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      755494 | PA      | $623395.23     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2047#CA0346                                                                                                 | CUSIP: 3140Q7L47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140421 | PA      | $133822.55     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                                                             | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2146921.13    | 0.01%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $479193.93     | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/41 #762904                                                                                                          | CUSIP: 36176DKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38506 | PA      | $37791.57      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY                                                       | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      855000 | PA      | $955398.46     | 0.00%             | 2041-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.303% 09/06/2029                                                                                             | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4643837.57    | 0.01%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4 6.48% 03/20/2057 144A                                                              | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1546579 | PA      | $1507369.72    | 0.00%             | 2057-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM9748                                                                                                 | CUSIP: 3140XDZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40659 | PA      | $33677.09      | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     6908000 | PA      | $6358645.65    | 0.02%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2053#FS7252                                                                                                   | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1876507 | PA      | $1820431.03    | 0.00%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/41#RB5115                                                                                                      | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      941619 | PA      | $825532.28     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W2 2A2 7% 2/44                                                                                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         488 | PA      | $502.99        | 0.00%             | 2044-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 10/01/2035#BK5705                                                                                                   | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1267561 | PA      | $1153368.44    | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     6000000 | NC      | $-10924.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                                                          | DELTA AIRLINES INC 2% 12/10/2029                                                                                                 | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      222933 | PA      | $208203.46     | 0.00%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NJ TR 2023-GSP                                                                                              | NJ TR 2023-GSP A VAR 12/06/2028                                                                                                  | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143000 | PA      | $149283.92     | 0.00%             | 2029-01-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST MTG PASS THRU CTFS SER 2006-AF1                         | NAA 2006-AF1 1A3 6.408% 5/36                                                                                                     | CUSIP: 65536PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2759870 | PA      | $513147.59     | 0.00%             | 2036-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3 D 6.44% 05/15/2029 144A                                                                        | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1407000 | PA      | $1438179.40    | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3 3MEUR+0 07/20/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       86311 | PA      | $98458.00      | 0.00%             | 2038-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.05% 03/25/2048                                                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3126572.51    | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                                                         | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146965.85     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 7/41 #769093                                                                                                          | CUSIP: 36176LGA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9825 | PA      | $9414.70       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.9% 03/01/2055                                                                                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      108000 | PA      | $96977.05      | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                               | LOANCORE 2025-CRE8 ISSUER LLC A TSFR1M+138.504 08/17/2042 144A                                                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143000 | PA      | $142446.39     | 0.00%             | 2042-08-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2670000 | PA      | $2570546.02    | 0.01%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 4.349% 04/15/2122                                                                                          | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $1741142.29    | 0.00%             | 2122-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 3% 04/18/2026 144A                                                                                  | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16786.75      | 0.00%             | 2026-04-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-PURE                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-PURE CAON+190 11/15/2029 144A                                                                  | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71000 | PA      | $52363.73      | 0.00%             | 2041-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#MA4237                                                                                                   | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14889189 | PA      | $11655380.79   | 0.03%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A                                                                               | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      715000 | PA      | $674092.28     | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS B PASS THROUGH TRUST                                                           | UNITED AIRLS 2016-2 CL B PASS THRU TR 3.65% 04/07/2027                                                                           | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20743 | PA      | $20542.35      | 0.00%             | 2027-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A4 TSFR1M+36 4/37                                                                                                 | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1211077 | PA      | $399157.00     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2025-NQM2                                                                                    | A and D MTG TR 2025-NQM2 VAR 06/25/2070 144A                                                                                     | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      504839 | PA      | $505311.23     | 0.00%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.0% 02/01/2038#A73397                                                                                                 | CUSIP: 3128L6X20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18790 | PA      | $19748.19      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT                                                 | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS                                               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $309576.92     | 0.00%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B 1LN 06/30/2028                                                                                                      | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       68295 | PA      | $66860.74      | 0.00%             | 2028-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      160000 | PA      | $170438.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                                            | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                                           | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3610000 | PA      | $3631334.02    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 REGS                                                                                   | CUSIP: N/A<br>LEI: 54930044PULMORCKB765       | Long             | DBT              | NUSS              | SA        |     8800000 | PA      | $8591000.00    | 0.02%             | 2028-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 TR                                                                                         | PRKCM 2024-HOME1 TR VAR 05/25/2059 144A                                                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2307110 | PA      | $2329101.58    | 0.01%             | 2059-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04268                                                                                                 | CUSIP: 31292LW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50553 | PA      | $45430.84      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#MA4256                                                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6211324 | PA      | $5100036.69    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TR VII                                                                             | WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A                                                                        | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      997159 | PA      | $1018185.43    | 0.00%             | 2048-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y P 4.15000 L 06/20/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -4200000 | NC      | $-3527.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 1.7% 03/01/2028                                                                                               | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      515000 | PA      | $476490.92     | 0.00%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                                                           | CUSIP: 455780CQ7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      660000 | PA      | $610005.00     | 0.00%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.0% 01/20/2035#781859                                                                                                   | CUSIP: 36241KB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      830628 | PA      | $835849.62     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#CA0990                                                                                                 | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206536 | PA      | $187777.75     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                                                 | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135159 | PA      | $118997.74     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6510                                                                                                   | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3131904 | PA      | $2473212.45    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2350                                                                                                   | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2370582 | PA      | $1863860.19    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1202.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/47#Q48876                                                                                                      | CUSIP: 3132WN2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143191 | PA      | $137902.90     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2046#BM1169                                                                                                   | CUSIP: 3140J5JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206989 | PA      | $195309.96     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2048#BN1312                                                                                                   | CUSIP: 3140JHN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174669 | PA      | $162466.42     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE5530                                                                                                 | CUSIP: 3140FREC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104740 | PA      | $94867.66      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2046#BE4488                                                                                                 | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117323 | PA      | $112770.11     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16935                                                                                                 | CUSIP: 3132J8EH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194181 | PA      | $179640.15     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4722                                                                                                   | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26083 | PA      | $20605.22      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AB4115                                                                                                         | CUSIP: 31417ASD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2866 | PA      | $2725.65       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                                                 | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7647000 | PA      | $7195042.04    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q43088                                                                                                 | CUSIP: 3132WGNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      413665 | PA      | $375943.91     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 2.1% 07/01/2030                                                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2954185.12    | 0.01%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                                                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3773000 | PA      | $3321829.23    | 0.01%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                                                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      731000 | PA      | $743598.25     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                                             | CASCADE MH ASSET TRUST 2019-MH1 5% 11/25/2044 144A                                                                               | CUSIP: 14732FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497340 | PA      | $456598.16     | 0.00%             | 2044-11-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 3.625% 09/11/2036                                                                                                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3709957.29    | 0.01%             | 2036-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                                                     | FISERV FUNDING UNLTD CO 4% 06/15/2036                                                                                            | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     1025000 | PA      | $1158102.03    | 0.00%             | 2036-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 3.127%/VAR 06/03/2032 144A                                                                                         | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2515000 | PA      | $2247760.58    | 0.01%             | 2032-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.440000 05/09/2054                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -770000 | NC      | $29827.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                                                             | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       43000 | PA      | $33441.60      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.942%/VAR 09/10/2030                                                                                               | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2650000 | PA      | $2645387.60    | 0.01%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD8106                                                                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12426023 | PA      | $9734960.29    | 0.02%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2027                                                                                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2393000 | PA      | $2405993.25    | 0.01%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4393000 | PA      | $4206736.80    | 0.01%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/45#Q32820                                                                                                        | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5974 | PA      | $5304.62       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.836%/VAR 06/12/2034                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $944793.05     | 0.00%             | 2034-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 5.25% 03/01/2054                                                                                              | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      330000 | PA      | $305159.39     | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 07/01/2053#RA9373                                                                                                 | CUSIP: 3133KRMW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3132035 | PA      | $3129035.90    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 10.5% 07/15/2029 144A                                                                                        | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      285000 | PA      | $303103.49     | 0.00%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                                                     | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      230000 | PA      | $193775.00     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2046#G08732                                                                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      772221 | PA      | $676598.92     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2052#CL5064                                                                                                   | CUSIP: 3617YCTV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      394699 | PA      | $346738.32     | 0.00%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#MA4918                                                                                                   | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583142 | PA      | $566490.69     | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS3 TR                                                                                        | RALI SER 2007-QS3 TR 6.25% 02/25/2037                                                                                            | CUSIP: 75116BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1894929 | PA      | $1488838.83    | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   112441000 | PA      | $113533116.94  | 0.27%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 3.276% 12/01/2028                                                                                         | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $699504.39     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1186312.05    | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#FM7587                                                                                                 | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      244427 | PA      | $215660.41     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#MA4626                                                                                                   | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9615916 | PA      | $8833707.43    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-1 LTD                                                                                  | EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A                                                                        | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3921000 | PA      | $3924658.29    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 11/15/2041                                                                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39368000 | PA      | $26531878.96   | 0.06%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITION CO                                                                                  | SUNBELT SOLOMON TERM B 1LN 10/24/2031                                                                                            | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |      174562 | PA      | $174236.07     | 0.00%             | 2031-10-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                                        | ENTERGY ARKANSAS LLC 5.75% 06/01/2054                                                                                            | CUSIP: 29366MAG3<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67508.54      | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2049#FM7786                                                                                                   | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5324683 | PA      | $4967671.81    | 0.01%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.375% 02/15/2055                                                                                                       | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8570000 | PA      | $8263776.20    | 0.02%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12419203 | PA      | $11035130.31   | 0.03%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2048#BN0133                                                                                                   | CUSIP: 3140JGEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42651 | PA      | $39711.29      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2053#CB7100                                                                                                   | CUSIP: 3140QS3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4303426 | PA      | $4182894.30    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADMT 2023-NQM5 A1                                                                                           | ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A                                                                                         | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-CBDO         | CORP              | US        |      312040 | PA      | $316085.15     | 0.00%             | 2068-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-III LTD                                                                                   | CIFC FUNDING 2020-III LTD A1R TSFR3M+139.161 10/20/2034 144A                                                                     | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10005440.00   | 0.02%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS (MAURITIUS) LTD                                                                       | GREENKO WIND PROJECTS (MAURITIUS) LTD 7.25% 09/27/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $890100.00     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 07/31/2047 144A                                                                                         | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3767000 | PA      | $2997891.61    | 0.01%             | 2047-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASIMI FUNDING 2025-1 PLC                                                                                    | ASIMI FUNDING 2025-1 C PLC SONIO+175 05/16/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134922.44     | 0.00%             | 2032-05-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2250184.62    | 0.01%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.2% 04/15/2032                                                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1865313.55    | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2051#QC7496                                                                                                   | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1495519 | PA      | $1285010.38    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FS0965                                                                                                   | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120462 | PA      | $93959.93      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027                                                                                      | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $3021441.93    | 0.01%             | 2027-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3060902.82    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 11/15/2033                                                                                                        | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175900000 | PA      | $178524758.69  | 0.43%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2052#CB2695                                                                                                   | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82826 | PA      | $77304.66      | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                                                 | BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028                                                                                     | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5135495.80    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 VAR 09/25/2068 144A                                                     | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99486.17      | 0.00%             | 2068-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXVII FUNDING LTD                                                                                   | REGATTA XXVII FUNDING LTD A1 TSFR3M+153 04/26/2037 144A                                                                          | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250496.75     | 0.00%             | 2037-04-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/SGD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-284.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                                           | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     4653000 | PA      | $4665578.92    | 0.01%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725229                                                                                                          | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10497 | PA      | $10888.69      | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                                                     | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                                                   | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46922.67      | 0.00%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                        | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                                                           | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      860000 | PA      | $678921.39     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#QE4965                                                                                                   | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5058 | PA      | $4944.88       | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-85278.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7434305.06    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/52#FS0235                                                                                                      | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      440883 | PA      | $359661.06     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                                    | AMERICAN ASSETS TRUST LP 3.375% 02/01/2031                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $2948382.20    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 05/31/2028                                                                                                      | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9741000 | PA      | $9674030.63    | 0.02%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.6% 04/01/2044                                                                                                        | CUSIP: 29336UAC1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      630000 | PA      | $562138.98     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1030364.62    | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 4.25% 10/31/2026 144A                                                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4270000 | PA      | $4205950.00    | 0.01%             | 2026-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST 12MTA+72 12/25/2046                             | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12997 | PA      | $11165.99      | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8572                                                                                                      | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1331504 | PA      | $1207246.05    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2037#FS0785                                                                                                   | CUSIP: 3140XF2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      530337 | PA      | $483223.16     | 0.00%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 2005-29CB A6 5.5% 07/25/2035                                                                                           | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       79262 | PA      | $43860.00      | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/38 #889219                                                                                                          | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10896 | PA      | $11432.42      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AR9512                                                                                                 | CUSIP: 3138W7SA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57726 | PA      | $51256.58      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3274 B 6 2/37                                                                                                                | CUSIP: 31397F5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1378 | PA      | $1440.86       | 0.00%             | 2037-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/46#G08735                                                                                                      | CUSIP: 3128MJY95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      237167 | PA      | $228261.05     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 3.75% 03/01/2031 144A                                                                                        | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $324741.17     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE3095                                                                                                          | CUSIP: 31419DNM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13179 | PA      | $12944.53      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                                                   | AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028                                                                               | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       64296 | PA      | $64295.76      | 0.00%             | 2028-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2047#G61305                                                                                                   | CUSIP: 31335BNW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1598839 | PA      | $1493583.43    | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.625%/VAR PERP                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |      200000 | PA      | $197576.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.72% 07/25/2026                                                                                  | CUSIP: 3137BS5N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      294893 | PA      | $290015.74     | 0.00%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS4297                                                                                                   | CUSIP: 36193NX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      188650 | PA      | $169900.66     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8874                                                                                                 | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1882070 | PA      | $1934751.40    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.787%/VAR 03/10/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      710000 | PA      | $864773.00     | 0.00%             | 2032-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2050#SD8115                                                                                                   | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1533646 | PA      | $1319926.74    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AL2950                                                                                                 | CUSIP: 3138EKH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166669 | PA      | $149874.98     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ7688                                                                                                 | CUSIP: 3138E0RJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91015 | PA      | $86694.39      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.14 09/12/2025                                                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $140294.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                                                 | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      295000 | PA      | $271900.82     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.3% 08/21/2027                                                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371922.78     | 0.00%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC                                                                     | ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A                                                          | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3511000 | PA      | $3514995.52    | 0.01%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2061#BF0538                                                                                                 | CUSIP: 3140FXS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4051609 | PA      | $3579181.41    | 0.01%             | 2061-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.7% 05/08/2033 144A                                                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      148000 | PA      | $150643.12     | 0.00%             | 2033-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.8% 12/01/2030#BS9296                                                                                                 | CUSIP: 3140LLKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1992850 | PA      | $2006527.66    | 0.00%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 2.45% 02/04/2032                                                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      157000 | PA      | $133239.47     | 0.00%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                                                                             | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                                                           | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8491417 | PA      | $8453041.88    | 0.02%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.05% 03/30/2028                                                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5929315.80    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH3933                                                                                                 | CUSIP: 3138A5LP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154113 | PA      | $146825.84     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                                         | VIAVI SOLUTIONS INC 3.75% 10/01/2029 144A                                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      230000 | PA      | $211603.31     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/46#AS7319                                                                                                     | CUSIP: 36193TDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51491 | PA      | $46421.52      | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.125% 07/20/2045                                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2223000 | PA      | $1906589.72    | 0.00%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 4.75% 08/09/2027                                                                                                 | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1044266.90    | 0.00%             | 2027-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027                                                                                  | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     5608000 | PA      | $5352293.15    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A2 CSTR 6/34                                                                                                       | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3531 | PA      | $3210.75       | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    30572000 | PA      | $27889292.33   | 0.07%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-143729.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 05/01/2032#BS5500                                                                                                | CUSIP: 3140LGDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336436 | PA      | $307094.44     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $338847.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.55% 10/27/2059 144A                                                                     | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1002879.00    | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 12/18/24 10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    16390000 | NC      | $-258215.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                                               | BOSTON GAS CO 3.757% 03/16/2032 144A                                                                                             | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      320000 | PA      | $289577.06     | 0.00%             | 2032-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 0% 08/01/2027                                                                                      | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         550 | PA      | $523.14        | 0.00%             | 2027-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/52#RA6824                                                                                                        | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5945453 | PA      | $4695024.73    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                                                 | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42005 | PA      | $37048.36      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      667000 | PA      | $654809.16     | 0.00%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV CAL REV 4.131% 5/15/2045                                                                                                    | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1750000 | PA      | $1509359.08    | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 3.875% 07/15/2027                                                                                           | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    13369000 | PA      | $13133468.03   | 0.03%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.55% 05/01/2028 144A                                                                           | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5455000 | PA      | $5574723.78    | 0.01%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3410000 | PA      | $3328304.89    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2054#MA9719                                                                                                   | CUSIP: 36179YYQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       70191 | PA      | $58825.15      | 0.00%             | 2054-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 3.25% 05/15/2032                                                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1071467.87    | 0.00%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                                                        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      211000 | PA      | $200924.75     | 0.00%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2673000 | PA      | $2607511.50    | 0.01%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 01/01/2032#C91417                                                                                                 | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69752 | PA      | $68165.43      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATIO 3% 08/20/2050                                                                            | CUSIP: 38382VHH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1911138 | PA      | $325013.25     | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.685000 04/21/2027 FTO                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1717811321 | NC      | $16907.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                                                   | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1900000 | PA      | $1618800.00    | 0.00%             | 2031-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-4 PZ 5% 2/41                                                                                                            | CUSIP: 31397QKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      199034 | PA      | $197125.01     | 0.00%             | 2041-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2044#AX8459                                                                                                   | CUSIP: 3138YAMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      552162 | PA      | $520655.69     | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.4% 6/2/25                                                                                                       | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   884700000 | PA      | $884700000.07  | 2.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 06/05/2025                                                                                                          | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4217000 | PA      | $4215506.13    | 0.01%             | 2025-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 3.7% 04/14/2027                                                                                    | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177148.29     | 0.00%             | 2027-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.125% 12/01/2029                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     5123000 | PA      | $5157022.51    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT SEP25 WNU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1322 | NC      | $2136643.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049                                                                                    | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      183000 | PA      | $119264.70     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9985                                                                                                   | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      508381 | PA      | $522527.20     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 08/20/2051#785575                                                                                                   | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1847159 | PA      | $1534916.15    | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4613                                                                                                   | CUSIP: 3133BEDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153191 | PA      | $140777.84     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R5                                                                                           | CIM TRUST 2021-R5 2%/VAR 08/25/2061 144A                                                                                         | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5273190 | PA      | $4565811.42    | 0.01%             | 2061-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#FS1587                                                                                                   | CUSIP: 3140XGXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1580709 | PA      | $1366606.00    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                                                                    | HUDSON RIVER TRADING TERM B 1LN 03/18/2030                                                                                       | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |      342920 | PA      | $343656.91     | 0.00%             | 2030-03-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MTG TR INC                                                                                       | BLACKSTONE MTG TR TERM B 04/23/2026                                                                                              | CUSIP: 09259GAC7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |      408379 | PA      | $407357.84     | 0.00%             | 2026-04-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11285                                                                                                 | CUSIP: 3132HMNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54598 | PA      | $51218.05      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A                                                                                           | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      317431 | PA      | $307973.54     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST 2.875% 04/07/2030                                                             | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32428 | PA      | $30420.41      | 0.00%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 10/20/2052#MA8345                                                                                                   | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4770243 | PA      | $4260363.26    | 0.01%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#SD8177                                                                                                   | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4704422 | PA      | $3669429.31    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      415000 | PA      | $404181.86     | 0.00%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1234                                                                                                   | CUSIP: 3140Q8LQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48107 | PA      | $46039.44      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SALT RIVER PROJ AZ AGRIC and PWR                                                                            | SALT RIVER PROJ ARIZ AGRIC IMPT and PWR DIST ELEC SYS REV BUILD AMERICA BONDS                                                    | CUSIP: 79575DE63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $688884.68     | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4% 03/01/2048                                                                                                       | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      150000 | PA      | $112744.00     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2054#CB8984                                                                                                 | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1747251 | PA      | $1753221.85    | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1124151.24    | 0.00%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.5% 09/27/2064                                                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      160000 | PA      | $140932.35     | 0.00%             | 2064-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AS2599                                                                                                   | CUSIP: 3138WB3H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      535729 | PA      | $512300.89     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1083                                                                                                   | CUSIP: 3140A1FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2125761 | PA      | $2152196.26    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 A1A TR STEP 09/25/2036                                                        | CUSIP: 93935HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      625495 | PA      | $167793.82     | 0.00%             | 2036-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 06/01/2037#CB3715                                                                                                 | CUSIP: 3140QPDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292712 | PA      | $281416.04     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02130                                                                                                 | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46372 | PA      | $46644.68      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT TR 2006-J4                                                                                            | CWALT TR 2006-J4 6% 07/25/2036                                                                                                   | CUSIP: 23242WAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      226696 | PA      | $125407.29     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR2948                                                                                                 | CUSIP: 3140L1H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8262903 | PA      | $6771650.45    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      269000 | PA      | $264189.39     | 0.00%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2018-A                                                                                | BXG RECEIVABLES NT TR 2018-A C 4.44% 02/02/2034 144A                                                                             | CUSIP: 05607UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       15620 | PA      | $15538.96      | 0.00%             | 2034-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 1.2% 02/01/2026                                                                                    | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1758665.79    | 0.00%             | 2026-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 6.5% 01/15/2029                                                                                   | CUSIP: 911760MJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         730 | PA      | $741.49        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                                                    | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $285712.12     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 6.2% 08/15/2034                                                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991724.47     | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                                              | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $967182.67     | 0.00%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 01/31#BA4750                                                                                                      | CUSIP: 3140E9H41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      272890 | PA      | $267988.30     | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-170 B 4% 12/40                                                                                                          | CUSIP: 38377NRP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      172490 | PA      | $166832.29     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#FM3742                                                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3918702 | PA      | $3254333.07    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC B1 TSFR3M+168 10/15/2037 144A                                                           | CUSIP: 67120AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249875.50     | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                                | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485315 | PA      | $487846.82     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LN PROGRAM 2023-A LLC                                                                         | ELFI GRADUATE LOAN PROGRAM 2023-A LLC 6.37% 02/04/2048 144A                                                                      | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      524512 | PA      | $542349.90     | 0.00%             | 2048-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.15% 01/25/2032 144A                                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1661420.27    | 0.00%             | 2032-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 6.421% 01/25/2054 144A                                                                                  | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       52338 | PA      | $52635.02      | 0.00%             | 2054-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                                                 | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      520352 | PA      | $456332.53     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2045#G08671                                                                                                 | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      402105 | PA      | $365437.67     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1 6.25% 06/20/2057 144A                                                              | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2665560 | PA      | $2532998.45    | 0.01%             | 2057-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2                                                       | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 STEP 02/25/2036                                                            | CUSIP: 590215AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5204474 | PA      | $2906009.54    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2054#SD8474                                                                                                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    72148456 | PA      | $69879689.84   | 0.17%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#CB1069                                                                                                   | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1754278 | PA      | $1491392.67    | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                                              | BFLD 2024-WRHS A TSFR1M+149.21 08/15/2026 144A                                                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      834297 | PA      | $835959.00     | 0.00%             | 2026-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.893% 08/20/2071#CF9559                                                                                                 | CUSIP: 3617WBTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1071881 | PA      | $952458.68     | 0.00%             | 2071-08-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| B and G FOODS INC                                                                                           | B and G FOODS INC 5.25% 09/15/2027                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2016854.59    | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 4.55% 04/01/2049 144A                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2132000 | PA      | $1789520.13    | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.95 04/29/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     4640000 | NC      | $163589.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.4% 6/5/25                                                                                                       | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |  1000000000 | PA      | $999999999.99  | 2.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      183000 | PA      | $166229.88     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 3.125% 05/15/2027 144A                                                                                        | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1458000 | PA      | $1638931.24    | 0.00%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/47#MA4511                                                                                                          | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      441009 | PA      | $411024.30     | 0.00%             | 2047-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 E TSFR1M+236.448 01/15/2034 144A                                                                                    | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66555 | PA      | $66347.31      | 0.00%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 43B-R LTD / GOLUB CAP PARTNERS CLO 43B-R LLC                                         | GOLUB CAP PARTNERS CLO 43B-R LTD / GOLUB CAP PARTNERS CLO 43B-R LLC A1R TSFR3M+134 10/20/2037 144A                               | CUSIP: 38180PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1160000 | PA      | $1161160.00    | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                                           | State Street Instl US Govt MMkt Premier                                                                                          | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |   330916229 | NS      | $330916229.43  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2039#AW4267                                                                                                   | CUSIP: 3138XTW50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112616 | PA      | $107462.15     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+48.448 07/25/2037 144A                                                                        | CUSIP: 07325XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14560 | PA      | $13715.60      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HOLDINGS INC                                                                                   | RITCHIE BROS HOLDINGS INC 7.75% 03/15/2031 144A                                                                                  | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      204000 | PA      | $213547.72     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 PT 4.02446% 01/25/2064 144A                                                             | CUSIP: 362954AR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     9748106 | PA      | $8560786.40    | 0.02%             | 2064-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW9886                                                                                                 | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5631422 | PA      | $5331511.98    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                                               | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1585847 | PA      | $1583875.85    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.875%/VAR 10/01/2054                                                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      830000 | PA      | $809218.05     | 0.00%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2023-H2 MORTGAGE TRUST                                                                                | CROSS 2023-H2 MORTGAGE TRUST STEP 11/25/2068 144A                                                                                | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87780 | PA      | $88994.58      | 0.00%             | 2068-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD / BATTALION CLO X LLC                                                                   | BATTALION CLO X LTD / BATTALION CLO X LLC A1R2 TSFR3M+143.161 01/25/2035 144A                                                    | CUSIP: 07132JBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12004800.00   | 0.03%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 9.625% 07/15/2027 144A                                                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       65000 | PA      | $57075.85      | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC                                                                   | GRANITE PARK EQUIPMENT LEASING 2023-1A E LLC 7% 06/20/2035 144A                                                                  | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1587000 | PA      | $1553840.59    | 0.00%             | 2035-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 2.125% 06/01/2030                                                                                           | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      434000 | PA      | $387270.03     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $-7002.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNMA 13-149 MA 2.5% 5/20/40                                                                                                      | CUSIP: 38378UQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      316590 | PA      | $310384.48     | 0.00%             | 2040-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                                       | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                                                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      347000 | PA      | $296685.00     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2.25% 04/16/2065                                                                                  | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98338 | PA      | $78816.55      | 0.00%             | 2065-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                                                         | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2047017.48    | 0.00%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                                            | AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST 6.088% 12/15/2044 144A                                          | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1373874.89    | 0.00%             | 2044-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.456% 06/08/2032                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $295517.88     | 0.00%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1102778.90    | 0.00%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/51#MA7473                                                                                                          | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5716229 | PA      | $4989709.16    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD8237                                                                                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13552757 | PA      | $12446069.88   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI4778                                                                                                 | CUSIP: 3138AJJY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100521 | PA      | $100991.29     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 09/15/2053                                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3113000 | PA      | $2068539.87    | 0.00%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $464508.74     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25825400 | PA      | $16775413.08   | 0.04%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      153000 | PA      | $135511.65     | 0.00%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030                                                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $363702.62     | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      729566 | PA      | $642665.57     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2045#MA3035                                                                                                   | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1200200 | PA      | $1124598.58    | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.48% 04/01/2033#BS8141                                                                                                | CUSIP: 3140LKBK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446114 | PA      | $438560.31     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 03/15/2028                                                                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      459000 | PA      | $459251.02     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.8% 01/09/2028 144A                                                                                | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11590662.09   | 0.03%             | 2028-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 3.4% 03/07/2029                                                                                                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1356046.50    | 0.00%             | 2029-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A                          | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      520000 | PA      | $496706.88     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5683192.76    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                                        | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                                                      | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $876673.00     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 8/37 #G06089                                                                                                          | CUSIP: 3128M8C28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22733 | PA      | $23812.42      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 11/20/2051#MA7704                                                                                                     | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1527230 | PA      | $1228026.35    | 0.00%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                                                       | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.75% 10/01/2031 144A                                                                      | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1726266.55    | 0.00%             | 2031-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FIN ISSUANCE TR 2024-A                                                                             | REPUBLIC FIN ISSUANCE TR 24-A B 6.47% 08/20/2032 144A                                                                            | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $284935.84     | 0.00%             | 2032-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6035000 | PA      | $5388651.50    | 0.01%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     2883664 | PA      | $2908833.68    | 0.01%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 5.2% 02/10/2035                                                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1752083.85    | 0.00%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 2.65% 03/15/2032                                                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      115000 | PA      | $98595.24      | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709470                                                                                                   | CUSIP: 31401JFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32806 | PA      | $32977.23      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#G07345                                                                                                 | CUSIP: 3128M9P63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1801021 | PA      | $1711661.41    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.6% 06/15/2043                                                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       57000 | PA      | $44713.71      | 0.00%             | 2043-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                                                      | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      442000 | PA      | $423443.60     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3071655.26    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7538                                                                                                   | CUSIP: 36194GLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95500 | PA      | $88768.96      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047                                                                                   | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       37000 | PA      | $27691.33      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2016-M6 A2 2.488% 05/26                                                                                                      | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      175423 | PA      | $171879.05     | 0.00%             | 2026-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                                           | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      595000 | PA      | $625656.99     | 0.00%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTG INVS TR 2006-AF2                                                                          | MERRILL LYNCH MTG INVS TR 2006-AF2 AV1 TSFR1M+43.448 09/25/2037                                                                  | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       26985 | PA      | $14604.89      | 0.00%             | 2037-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AW5713                                                                                                 | CUSIP: 3138XVK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1936 | PA      | $1880.74       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2019-FL2 LTD / ARBOR RLTY COML REAL E                                       | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 25-BTR1 A TSFR1M+192.5 01/18/2041 144A                                           | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      408000 | PA      | $408255.04     | 0.00%             | 2041-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 12/41 #AJ7680                                                                                                         | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10987 | PA      | $10212.01      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0977                                                                                                   | CUSIP: 3140XGCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20667016 | PA      | $17841892.92   | 0.04%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-LIFE                                                                                             | BX TRUST 2025-LIFE A VAR 06/13/2047 144A                                                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      689000 | PA      | $694075.86     | 0.00%             | 2047-06-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2033                                                                                     | CUSIP: 3136ABMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       53648 | PA      | $3866.27       | 0.00%             | 2033-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                                          | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118788.17     | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 3.45% 10/01/2029                                                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1105114.81    | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH4404                                                                                                          | CUSIP: 3138A53N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      292969 | PA      | $279334.90     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                   | MYLAN INC 5.2% 04/15/2048                                                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      910000 | PA      | $686581.84     | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      850000 | PA      | $851993.88     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 11/41 #489862                                                                                                         | CUSIP: 36210EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      261969 | PA      | $251017.75     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 6.86% 06/05/2026                                                                                              | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $874089.62     | 0.00%             | 2026-06-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2046#MA2593                                                                                                   | CUSIP: 31418B3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146557 | PA      | $137005.41     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.75% 07/01/2031 144A                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      513000 | PA      | $501563.10     | 0.00%             | 2031-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 0.5% 06/17/2025                                                                                                       | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1685000 | PA      | $1682230.55    | 0.00%             | 2025-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2042#AO5578                                                                                                 | CUSIP: 3138LWFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7929 | PA      | $7765.62       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                                   | GARDA WORLD SECURITY CORP 4.625% 02/15/2027 144A                                                                                 | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      289000 | PA      | $285276.78     | 0.00%             | 2027-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2022-1                                                                               | LENDMARK FUNDING TRUST 2022-1 6.6% 07/20/2032 144A                                                                               | CUSIP: 52608JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $400012.96     | 0.00%             | 2032-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT VAR 03/25/2028                                                                                    | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      785045 | PA      | $761016.75     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/47#Q48877                                                                                                        | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2290521 | PA      | $2149750.67    | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37800000 | PA      | $33761601.47   | 0.08%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2578312.08    | 0.01%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 B2 SOFR30A+ 05/20/2032 144A                                               | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213839 | PA      | $214686.09     | 0.00%             | 2032-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      110000 | PA      | $110209.03     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2052#MA8097                                                                                                   | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2403904 | PA      | $2015953.88    | 0.00%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                                                     | CGI INC 1.45% 09/14/2026                                                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      109000 | PA      | $104695.48     | 0.00%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2042#AK8453                                                                                                 | CUSIP: 3138EDMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183635 | PA      | $179961.75     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+141.448 09/20/2063                                                                           | CUSIP: 38375B8G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        8298 | PA      | $8408.28       | 0.00%             | 2063-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.2% 06/15/2033                                                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      401000 | PA      | $400478.32     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#RC1891                                                                                                   | CUSIP: 3133L8C45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15421 | PA      | $13940.08      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037                                                                                     | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      930000 | PA      | $958871.24     | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                                                         | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1100000 | PA      | $1106050.00    | 0.00%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 VAR 03/01/2050 144A                                                                                  | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3669468.80    | 0.01%             | 2050-03-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD6932                                                                                                   | CUSIP: 3132DUVZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1242226 | PA      | $976306.65     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5                                                                                              | VOLT 2021-NPL5 A1 STEP 03/27/2051 144A                                                                                           | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       68586 | PA      | $68544.44      | 0.00%             | 2051-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 VAR 07/25/2064 144A                                                                    | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $160645.47     | 0.00%             | 2064-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5 PUT 109 06/20/2025                                                                              | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -71 | NC      | $-8875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 5.07% 03/17/2031 144A                                                                  | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3248722.95    | 0.01%             | 2031-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TR MN7                                                                                     | FREDDIE MAC MSCR TR MN7 M2 SOFR30A+570 09/25/2043 144A                                                                           | CUSIP: 35563QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1070112.73    | 0.00%             | 2043-09-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.046% 08/15/2041 144A                                                                                                | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      165000 | PA      | $128609.82     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY451600 12/16/72 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     2140000 | NC      | $-3896.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                                                        | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1457398.90    | 0.00%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.5% 06/25/2057                                                                | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239565 | PA      | $213137.54     | 0.00%             | 2057-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/40 #AE0061                                                                                                          | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159461 | PA      | $167114.22     | 0.00%             | 2040-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1013952.68    | 0.00%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC                           | NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC A TSFR3M+132.161 04/16/2033 144A               | CUSIP: 64134JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      467990 | PA      | $468292.93     | 0.00%             | 2033-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 05/01/2042#AO2961                                                                                                 | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3227 | PA      | $3065.16       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1117317.39    | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2051#CB1142                                                                                                   | CUSIP: 3140QLHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2324639 | PA      | $2004687.90    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2024-FL9 ISSUER LLC                                                                               | FS RIALTO 2024-FL9 ISSUER LLC A TSFR1M+163.063 10/19/2039 144A                                                                   | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $245229.20     | 0.00%             | 2039-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.375%/VAR 08/15/2055                                                                               | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350435.05     | 0.00%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MTG TR                                                                                      | BBCMS 2018-TALL MORTGAGE TRUST TSFR1M+87.2 2 03/15/2037 144A                                                                     | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $494470.25     | 0.00%             | 2037-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2046#AS8105                                                                                                     | CUSIP: 36193UAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23536 | PA      | $21840.07      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS                                                                                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      450000 | PA      | $521108.19     | 0.00%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 09/01/2030                                                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      555000 | PA      | $517670.96     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 7.52% 09/15/2036 144A                                                                    | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2468496.48    | 0.01%             | 2036-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                                                 | EMBARQ CORP 7.995% 06/01/2036                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $55930.00      | 0.00%             | 2036-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.377% 05/15/2043                                                                                             | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      655000 | PA      | $602300.09     | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3094                                                                                                 | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5729 | PA      | $4996.88       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056                                                                               | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2222141 | PA      | $131232.10     | 0.00%             | 2056-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                                            | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152493.26     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                                                        | AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST 3.35% 04/15/2031                                                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310572 | PA      | $290025.60     | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLT XCIX LLC                                                                                               | VOLT XCIX LLC 6.1157% 04/25/2051 144A                                                                                            | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       50986 | PA      | $50955.86      | 0.00%             | 2051-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.7% 08/15/2053                                                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $238180.62     | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2052#SD8268                                                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23394443 | PA      | $23291622.15   | 0.06%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE 2024-2 LLC                                                                                    | PALMER SQUARE 2024-2 LLC B TSFR3M+165 07/20/2037 144A                                                                            | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250222.00     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                                           | VERUS SECURITIZATION TRUST 2024-4 STEP 06/25/2069 144A                                                                           | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     1182681 | PA      | $1191632.02    | 0.00%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      138000 | PA      | $116535.02     | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 04/01/2043#Q16915                                                                                                 | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32983 | PA      | $29798.67      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.1% 09/15/2038                                                                                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       87000 | PA      | $76340.11      | 0.00%             | 2038-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD                                                                                | SAGARD-HALSEYPOINT CLO 8 LTD A1 TSFR3M+139 01/30/2038 144A                                                                       | CUSIP: 78662AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250623.00     | 0.00%             | 2038-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.6% 05/15/2053                                                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2633000 | PA      | $2575384.40    | 0.01%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-AON 4.1283% 07/05/2031 144A                                                               | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1559750.51    | 0.00%             | 2031-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                                                       | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311872.50     | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231234.39     | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2054#CB9668                                                                                                 | CUSIP: 3140QVW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5583120 | PA      | $5539389.98    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2049#BO0592                                                                                                   | CUSIP: 3140JUUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15999 | PA      | $14871.65      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD0856                                                                                                   | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43203 | PA      | $33698.53      | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR9 1A6 CSTR 9/33                                                                                                      | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1082 | PA      | $1028.74       | 0.00%             | 2033-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AY3962                                                                                                        | CUSIP: 3138YHML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53997 | PA      | $50545.72      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029                                                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7810000 | PA      | $7639613.29    | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-07-01                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $5107.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 6/1/52#CB3785                                                                                                       | CUSIP: 3140QPF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      665020 | PA      | $614248.69     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       94000 | PA      | $91074.25      | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1130000 | PA      | $1090676.00    | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                                               | VALVOLINE TERM B 1LN 03/19/2032                                                                                                  | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |      185000 | PA      | $185231.25     | 0.00%             | 2032-03-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AMERICA                                                                                | ROLLER BEARING CO OF AMERICA 4.375% 10/15/2029 144A                                                                              | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28639.83      | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4% 06/15/2029                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     6961000 | PA      | $6760057.23    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.75% 03/15/2044                                                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       95000 | PA      | $77557.32      | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR VAR 12/25/2034                                                                                     | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1049 | PA      | $1026.70       | 0.00%             | 2034-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                                                      | TEXAS INSTRUMENTS INC 3.875% 03/15/2039                                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       47000 | PA      | $40682.23      | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 4.13500 L 06/03/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -5700000 | NC      | $-10382.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0063                                                                                            | CUSIP: 3140W0B95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      532312 | PA      | $439902.39     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q16749                                                                                                 | CUSIP: 3132J75K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22405 | PA      | $21526.61      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | RED ROCK RESORTS TERM B 1LN 03/14/2031                                                                                           | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       93584 | PA      | $93541.70      | 0.00%             | 2031-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                                                   | TELEDYNE TECHNOLOGIES INC 2.75% 04/01/2031                                                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3043024.52    | 0.01%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.581%/VAR 04/22/2030                                                                                      | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309676.36     | 0.00%             | 2030-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA                                                                    | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA A TSFR1M+192.068 08/15/2041 144A                                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100156.25     | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO LTD                                                                                              | ROMARK CLO LTD A1R TSFR3M+129.161 10/23/2030 144A                                                                                | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       54373 | PA      | $54397.11      | 0.00%             | 2030-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.5% 06/01/2042                                                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      138000 | PA      | $119378.82     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#CA5416                                                                                                 | CUSIP: 3140QDAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594615 | PA      | $492875.72     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YRS 3.50% 12/30 #MA0602                                                                                                   | CUSIP: 31417YU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1653 | PA      | $1618.17       | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 LTD                                                                                              | KKR CLO 41 LTD A1 TSFR3M+133 04/15/2035 144A                                                                                     | CUSIP: 48255PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7855000 | PA      | $7862281.59    | 0.02%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106114.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                                                    | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                                                      | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $234561.85     | 0.00%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | ORO USD 10Y 3.70100 L 06/30/25 GLM                                                                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -4000000 | NC      | $-16017.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8892000 | PA      | $9157870.80    | 0.02%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.0% 11/01/2037#A67449                                                                                                 | CUSIP: 3128KYH28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         838 | PA      | $876.34        | 0.00%             | 2037-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC PIK VAR 10/01/2027 144A                                                                                   | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40905 | PA      | $36037.51      | 0.00%             | 2027-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ4198                                                                                                         | CUSIP: 3138AVUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144918 | PA      | $138072.68     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-129670.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                                            | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                                                   | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1113106 | PA      | $1116193.62    | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3428671 | PA      | $3418360.44    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1462                                                                                                 | CUSIP: 31418ATU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16117 | PA      | $14848.47      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.7% 11/01/2054                                                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2082426.39    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                                                              | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1436000 | PA      | $1434961.17    | 0.00%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+392.66 10/15/2041 144A                                                                                    | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $111720.02     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2044#Q30880                                                                                                 | CUSIP: 3132QL6S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89743 | PA      | $87130.25      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30785000 | PA      | $30295434.46   | 0.07%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                                            | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      173000 | PA      | $161617.59     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD AR TSFR3M+120 03/30/2038 144A                                                                                  | CUSIP: 054978AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249373.50     | 0.00%             | 2038-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+62.448 07/25/2037 144A                                                                       | CUSIP: 07325YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8407 | PA      | $7539.08       | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1811000 | PA      | $1746303.15    | 0.00%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 F TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2253179.52    | 0.01%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60596.22      | 0.00%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC9526                                                                                                 | CUSIP: 31417WSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201126 | PA      | $206937.51     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.75% 05/01/2028 144A                                                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25029.25      | 0.00%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                               | COREWEAVE INC 9.25% 06/01/2030 144A                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      885000 | PA      | $884007.11     | 0.00%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 10/01/2037#BM1951                                                                                                 | CUSIP: 3140J6EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344335 | PA      | $312962.50     | 0.00%             | 2037-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                                                  | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      355000 | PA      | $352584.87     | 0.00%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4316000 | PA      | $4368193.82    | 0.01%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                                                       | TESLA SUSTAINABLE ENERGY TRUST 2024-1 5.08% 06/21/2050 144A                                                                      | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3973596 | PA      | $3973542.10    | 0.01%             | 2050-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.5%/VAR 08/15/2055                                                                                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      265000 | PA      | $266887.60     | 0.00%             | 2055-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2042#Q13237                                                                                                 | CUSIP: 3132HPS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      453323 | PA      | $419941.04     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 AIOS TR VAR 02/25/2070 144A                                                                                        | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9620588 | PA      | $81403.65      | 0.00%             | 2070-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 09/20/2052#MA8269                                                                                                     | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3407289 | PA      | $3324295.27    | 0.01%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A                                                                     | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      442000 | PA      | $446192.81     | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2044#Q25598                                                                                                 | CUSIP: 3132M53F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1523303 | PA      | $1481808.27    | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5.5% 06/20/2063#CU1093                                                                                                 | CUSIP: 3618BJGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      413027 | PA      | $409808.59     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230648.50     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEGASUS MERGER CO                                                                                           | TENNECO TERM B 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1700000 | PA      | $1644223.00    | 0.00%             | 2028-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 2.9% 03/01/2032                                                                                               | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      415000 | PA      | $372095.66     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028                                                                                   | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802781.60     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $389222.90     | 0.00%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#MA4400                                                                                                   | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3788321 | PA      | $3253894.52    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#FM4701                                                                                                 | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13670 | PA      | $12056.83      | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 04/15/2043#AA6294                                                                                                 | CUSIP: 36178D7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      145725 | PA      | $131068.31     | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.25% 07/01/2029 144A                                                                           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $354784.70     | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 7.2% 11/28/2033 144A                                                                                         | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      865000 | PA      | $955110.74     | 0.00%             | 2033-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2427000 | PA      | $2463141.02    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.875% 04/30/2029 144A                                                                             | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     4600000 | PA      | $4784210.45    | 0.01%             | 2029-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 05/15/2035                                                                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47281000 | PA      | $46749088.75   | 0.11%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2029 144A                                                                                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      565000 | PA      | $576724.88     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/46#MA3521                                                                                                        | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      920253 | PA      | $834830.94     | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#MA4618                                                                                                   | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9962461 | PA      | $9151245.51    | 0.02%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#QD0399                                                                                                   | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      211157 | PA      | $166747.07     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6936.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.75%/VAR PERP                                                                                                     | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1425000 | PA      | $1409708.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                                                | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1485887 | PA      | $1481859.01    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#QB7708                                                                                                   | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17859 | PA      | $13979.85      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 10/15/2028                                                                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2023553.73    | 0.00%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8291                                                                                                   | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      428649 | PA      | $419757.65     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.9255 05/08/25-01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    20500000 | NC      | $-8940.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2037#SB0855                                                                                                   | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149198 | PA      | $140869.97     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.4% 03/02/2026                                                                                                 | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4522424.40    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.69% 12/01/2028#AN3685                                                                                                | CUSIP: 3138LGCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      441052 | PA      | $419202.59     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5273500 | PA      | $5147228.68    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $200400.00     | 0.00%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                                                   | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $560926.80     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      290000 | PA      | $343124.06     | 0.00%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC                                                             | ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC A TSFR3M+153.161 01/20/2034 144A                                                 | CUSIP: 04940AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7845000 | PA      | $7848938.19    | 0.02%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 07/01/2055 #TBA                                                                                                       | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    32000000 | PA      | $25705900.80   | 0.06%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4040000 | PA      | $4042525.00    | 0.01%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                                          | HOME RE 2022-1 LTD SOFR30A+550 10/25/2034 144A                                                                                   | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      563164 | PA      | $584648.65     | 0.00%             | 2034-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 03/01/2032#A27201                                                                                                 | CUSIP: 31297FAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         485 | PA      | $498.48        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                                                        | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $234575.48     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD XR3 TSFR3M+120 10/18/2037 144A                                                                               | CUSIP: 67092RAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      225000 | PA      | $225048.15     | 0.00%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#MA4512                                                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3173543 | PA      | $2597820.78    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#RA4749                                                                                                 | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      527077 | PA      | $434093.99     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES7                                                                                       | RCKT MTG TR 2024-CES7 A1A VAR 10/25/2044 144A                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3247387 | PA      | $3219236.18    | 0.01%             | 2044-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 5% 02/15/2027 144A                                                                                    | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9931.89       | 0.00%             | 2027-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/BRL settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-94408.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2023-3                                                                     | AMERICAN CR ACCEP RECEIVABLES TR 2023-3 6.82% 10/12/2029 144A                                                                    | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2223367.18    | 0.01%             | 2029-10-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 2.5% 01/15/2051                                                                                      | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      355000 | PA      | $206180.18     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      701000 | PA      | $574697.27     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.80662 04-02-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $102384.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AR6071                                                                                                 | CUSIP: 3138W3W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5365 | PA      | $4845.39       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 4.75% 10/15/2028                                                                                       | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      230000 | PA      | $224965.62     | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      574000 | PA      | $337886.97     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0645                                                                                                 | CUSIP: 3138M3WF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28013 | PA      | $27062.08      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A4 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14082718 | PA      | $14140469.43   | 0.03%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                                                | OT MIDCO INC 10% 02/15/2030 144A                                                                                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $95808.92      | 0.00%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 6.265% 12/25/2068 144A                                                                                            | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390298 | PA      | $392652.39     | 0.00%             | 2068-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.764% 07/15/2040                                                                                         | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25511.67      | 0.00%             | 2040-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                                                   | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                                                              | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      211899 | PA      | $210613.16     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                                                                      | LENDMARK FDG TR 2024-2 4.86% 02/21/2034 144A                                                                                     | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $98628.76      | 0.00%             | 2034-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                                                  | ARCOSA INC 4.375% 04/15/2029 144A                                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61952.00      | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                                         | SELECT MEDICAL CORP 6.25% 12/01/2032 144A                                                                                        | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      720000 | PA      | $713556.35     | 0.00%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA3452                                                                                                   | CUSIP: 3140A3ZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780737 | PA      | $789958.08     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      164547 | PA      | $19073.96      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 6% 07/20/2036                                                                                     | CUSIP: 38374DFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2349 | PA      | $2420.41       | 0.00%             | 2036-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 03/01/2033#BM4614                                                                                                   | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153911 | PA      | $148956.25     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-07-16                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC                                                                         | AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A                                                                | CUSIP: 00901WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4144000 | PA      | $4156257.95    | 0.01%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2018-IV                                                                                     | BARINGS CLO LTD 2018-IV A1R TSFR3M+115 10/15/2030 144A                                                                           | CUSIP: 06760XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3093324 | PA      | $3092850.63    | 0.01%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K736 MTG TR                                                                                      | FREMF 2019-K736 MTG TR CSTR 07/25/2026 144A                                                                                      | CUSIP: 30298MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      905000 | PA      | $889483.96     | 0.00%             | 2026-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #768770                                                                                                          | CUSIP: 36176K2B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27570 | PA      | $26422.87      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.2% 09/27/2029                                                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7879228.56    | 0.02%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 5.125% 01/13/2028 144A                                                                                   | CUSIP: 80413TBJ7<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    18400000 | PA      | $18641040.00   | 0.04%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2020-2 LTD ARR TSFR3M+124 07/19/2034 144A                                                                | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8600000 | PA      | $8605641.60    | 0.02%             | 2034-07-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 3.875% 08/15/2031 144A                                                                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      137000 | PA      | $121797.55     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BK SEC 04 U TR                                                                              | WFMBS 04-U A1 CSTR 10/34                                                                                                         | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1642 | PA      | $1604.31       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A                                                   | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1248912.00    | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2051#MA7768                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1138139 | PA      | $993128.34     | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                                            | TKO GROUP TERM B 1LN 11/21/2031                                                                                                  | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      108641 | PA      | $108871.42     | 0.00%             | 2031-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                                         | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $224660.60     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                                                  | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3301394 | PA      | $3301394.05    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                                                        | GCAT 2021-NQM3 B1 TRUST 3.471% 05/25/2066 144A                                                                                   | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $71964.28      | 0.00%             | 2066-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV4104                                                                                                 | CUSIP: 3138XFR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216448 | PA      | $211301.19     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                                                                           | FLAGSHIP CREDIT AUTO TRUST 2023-2 C 5.81% 05/15/2029 144A                                                                        | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $181266.28     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#310015                                                                                                   | CUSIP: 31374CK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5811 | PA      | $5842.68       | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/37 #942981                                                                                                          | CUSIP: 31413ECS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2781 | PA      | $2914.85       | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7347                                                                                                 | CUSIP: 3138WHEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      895849 | PA      | $858800.53     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                                               | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                                                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286173 | PA      | $286622.57     | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS                                                               | CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS 7.5% 06/26/2033 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |      879525 | PA      | $903339.54     | 0.00%             | 2033-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0038                                                                                                 | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283544 | PA      | $253606.09     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG F VAR 11/05/2041 144A                                             | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051000 | PA      | $1042282.90    | 0.00%             | 2039-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.76473 12/17/24 30Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5900000 | NC      | $286492.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 4.091% 06/01/2029                                                                                             | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       96000 | PA      | $91793.11      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/43 #Q15438                                                                                                             | CUSIP: 3132J6PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336879 | PA      | $304804.66     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    32897000 | PA      | $32290708.29   | 0.08%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      824000 | PA      | $808992.65     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97942                                                                                                          | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      221746 | PA      | $218202.37     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A1                                                                                | CHASE 2007-A1 3A1 CSTR 2/37                                                                                                      | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      308252 | PA      | $294004.86     | 0.00%             | 2037-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                                                       | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $696137.76     | 0.00%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 6% 06/04/2029                                                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2875000 | PA      | $2963623.72    | 0.01%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AT9528                                                                                                 | CUSIP: 3138WXSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527534 | PA      | $470710.78     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.4% 12/01/2030                                                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      785000 | PA      | $834555.79     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2020-01                                                                        | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 M10 SOFR30A+386.448 03/25/2050 144A                                      | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4490860 | PA      | $4556099.46    | 0.01%             | 2050-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HARTFORD MUT FDS INC                                                                                        | Hartford Total Return Bond I                                                                                                     | CUSIP: 416649820<br>LEI: RWDT2URQ448WL7QOZ819 | Long             | EC               | RF                | US        |    36652293 | NS      | $328771065.67  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $262096.29     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                                                   | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                                                 | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1703000 | PA      | $1660799.64    | 0.00%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                                                         | MID AMERICA APTS LP 4.2% 06/15/2028                                                                                              | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81350.41      | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045                                                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2937000 | PA      | $1967337.38    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030                                                                  | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475000 | PA      | $474328.26     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                                          | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      145000 | PA      | $147710.05     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS3743                                                                                                 | CUSIP: 3138WDER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329638 | PA      | $319171.40     | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2007-71 GZ 6 7/47                                                                                                            | CUSIP: 31396WMD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1602 | PA      | $1630.66       | 0.00%             | 2047-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/40 #004882                                                                                                      | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11152 | PA      | $10691.55      | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWALT 03-J3 2A1 6.25 12/33                                                                                                       | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         273 | PA      | $297.70        | 0.00%             | 2033-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                                                    | FED HOME LN MTG CORP 1.22% 08/19/2030                                                                                            | CUSIP: 3134GXBA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1530000 | PA      | $1314679.70    | 0.00%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD                                                                                             | TIAA CLO IV LTD A1AR TSFR3M+114 01/20/2032 144A                                                                                  | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2921520 | PA      | $2921073.08    | 0.01%             | 2032-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4.542% 08/01/2026                                                                                             | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197143.24     | 0.00%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                                                  | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.3% 09/15/2027                                                                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3185733 | PA      | $3198314.03    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A                                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $826786.61     | 0.00%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR3                                                                              | BAMLL RE-REMIC TRUST 2024-FRR3 VAR 01/27/2050 144A                                                                               | CUSIP: 054988AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2669130.60    | 0.01%             | 2050-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04272                                                                                                 | CUSIP: 31292LW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285290 | PA      | $256134.29     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TR                                                                                            | OBX 2025-NQM3 A1 TR VAR 12/01/2064 144A                                                                                          | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      356339 | PA      | $356807.68     | 0.00%             | 2064-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2046#Q39717                                                                                                   | CUSIP: 3132QWYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11172 | PA      | $9855.10       | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 F PLC SONIO+695 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      544000 | PA      | $725877.29     | 0.00%             | 2031-08-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                                           | VERUS SECURITIZATION TRUST 2025-2 5.307% 03/25/2070 144A                                                                         | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-CBDO         | CORP              | US        |     4117718 | PA      | $4097399.79    | 0.01%             | 2070-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                                                     | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $62592.15      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#SD8183                                                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1551936 | PA      | $1270394.36    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2200327.88    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 2.75% 03/01/2032 144A                                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3244078.50    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                                                                                         | COX ENTERPRISES INC 7.375% 07/15/2027 144A                                                                                       | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2048187.93    | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 3.96000 L 06/06/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -4100000 | NC      | $-4791.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 08/25/2028                                                                                   | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1188143.40    | 0.00%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD                                                                     | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD ARR TSFR3M+110 04/20/2034 144A                                                           | CUSIP: 38138LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5780000 | PA      | $5774179.54    | 0.01%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      133000 | PA      | $122944.07     | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD                                                                    | GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD ARR TSFR3M+112 01/20/2038 144A                                                          | CUSIP: 38090AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249475.00     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9633                                                                                                   | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2988452 | PA      | $2570600.15    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 02/25/2036                                                                                                        | CUSIP: 12668BFL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8365 | PA      | $4752.34       | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                                             | REGENCY CTRS LP 3.7% 06/15/2030                                                                                                  | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      177000 | PA      | $169433.86     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 3.7% 10/07/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      747000 | PA      | $622998.00     | 0.00%             | 2033-10-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#BR6340                                                                                                   | CUSIP: 3140L5BJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75313 | PA      | $59496.83      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                         | MACQUARIE GROUP LTD 5.033%/VAR 01/15/2030 144A                                                                                   | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       23000 | PA      | $23124.70      | 0.00%             | 2030-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                                                   | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                                           | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $151815.15     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                                                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     2237341 | PA      | $2538892.02    | 0.01%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP MTG TR                                                                                         | SCG 2024-MSP A MTG TR TSFR1M+174.1 04/15/2041 144A                                                                               | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229000 | PA      | $228785.31     | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 07/20/2045#MA2960                                                                                                   | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76711 | PA      | $67895.99      | 0.00%             | 2045-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 4.976% 10/01/2053                                                                                        | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      572000 | PA      | $510946.37     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#BU3295                                                                                                 | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179788 | PA      | $148015.09     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8410                                                                                                   | CUSIP: 3140XCKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93866 | PA      | $79273.74      | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2677761 | PA      | $2377423.25    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC FRN SOFRINDX+205 09/13/2027 144A                                                                  | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8712613.01    | 0.02%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 MTG TR                                                                                       | FREMF 2016-K59 B CSTR 11/49 144A                                                                                                 | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137909 | PA      | $135154.24     | 0.00%             | 2049-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                                                  | KOHLS CORP 4.25% 07/17/2025                                                                                                      | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19850.30      | 0.00%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD A1RR TSFR3M+104 01/20/2035 144A                                                               | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6300000 | PA      | $6265135.80    | 0.02%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5 PUT 108.50 06/20/2025                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -211 | NC      | $-16484.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MTG FIN TR SER 2007-S5                                                                                | CHASE MTG FIN TR SER 2007-S5 6% 07/25/2037                                                                                       | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2464052 | PA      | $1074567.53    | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A                                                                  | CUSIP: 95000FBA3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1900270.18    | 0.00%             | 2048-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 11% 11/30/2028 144A                                                                                        | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $4794721.48    | 0.01%             | 2028-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                                 | NETFLIX INC 5.375% 11/15/2029 144A                                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      518000 | PA      | $536784.14     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34584                                                                                                   | CUSIP: 31307RCV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14725 | PA      | $14320.60      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1                                                              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                                                                  | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5559187 | PA      | $5338826.18    | 0.01%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.63 10/30/25                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-120155.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 4.65% 03/15/2033                                                                                  | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2838842.52    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.83% 09/01/2032#BS6689                                                                                                | CUSIP: 3140LHNF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5689864.80    | 0.01%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/43#AS0080                                                                                                      | CUSIP: 3138W9CS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8597 | PA      | $7932.48       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 25YRS 7.50% 12/36 #G20028                                                                                                   | CUSIP: 31283LA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1619 | PA      | $1668.19       | 0.00%             | 2036-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XI FUNDING LTD                                                                                      | REGATTA XI FUNDING LTD AR TSFR3M+140 07/17/2037 144A                                                                             | CUSIP: 75887XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $801557.60     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2047#MA3184                                                                                                 | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310800 | PA      | $297962.41     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.625% 01/15/2028 144A                                                                                                 | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $223726.14     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2050#SD8108                                                                                                   | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      188015 | PA      | $161814.81     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LN FDG V LTD / ARES LN FDG V LLC                                                                       | ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A                                                              | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4720000 | PA      | $4722732.88    | 0.01%             | 2037-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      345000 | PA      | $348398.60     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1331                                                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3950391 | PA      | $3252255.53    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040                                                                            | CUSIP: 38377LAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1279499 | PA      | $1211990.38    | 0.00%             | 2040-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7568                                                                                                    | CUSIP: 31417EMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52193 | PA      | $46996.68      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.836% 05/09/2028                                                                                                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6667000 | PA      | $6678882.53    | 0.02%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.6% 08/14/2034                                                                                                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3066000 | PA      | $2988922.45    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9619                                                                                                 | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4436893 | PA      | $4440963.25    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC                                                           | ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC BR3 TSFR3M+205 04/28/2037 144A                                                 | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701682.80     | 0.00%             | 2037-04-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006-7 A1B TR STEP 09/25/2036                                                        | CUSIP: 93935HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1938931 | PA      | $527156.86     | 0.00%             | 2036-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                                            | BANK5 2024-5YR11 A3 5.893% 11/15/2057                                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116000 | PA      | $120391.12     | 0.00%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TR 2024-CMG1                                                                            | PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A                                                                     | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1528915 | PA      | $1519688.73    | 0.00%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                                             | SAN ANTONIO TEX ELEC and GAS BUILD AMERICA BONDS                                                                                 | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      230000 | PA      | $228381.21     | 0.00%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.428700 19-JUN-2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -395000 | NC      | $14731.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 5.549% 09/25/2054 144A                                                                 | CUSIP: 10570PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      428190 | PA      | $428313.88     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS CORP                                                                                   | RENAISSANCE LEARNING TERM B 1LN 4/5/2030                                                                                         | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |      350972 | PA      | $323003.45     | 0.00%             | 2030-04-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 08/20/2051#MA7533                                                                                                     | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42128 | PA      | $33861.55      | 0.00%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.25% 11/15/2049                                                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $826172.04     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029                                 | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1406421.49    | 0.00%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 VAR 08/25/2052 144A                                                                | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71355 | PA      | $66629.40      | 0.00%             | 2052-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 05/31/2032                                                                                                      | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9100000 | PA      | $9075847.69    | 0.02%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82743000 | PA      | $80622710.63   | 0.19%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                                           | TENNET HOLDING BV 4.75% 10/28/2042 REGS                                                                                          | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      450000 | PA      | $556393.54     | 0.00%             | 2042-10-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#AS8453                                                                                                   | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141997 | PA      | $124250.47     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11550.01      | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                                     | ARES COMMERCIAL MORTGAGE TRUST 2024-IND A TSFR1M+169.163 07/15/2041 144A                                                         | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $430537.50     | 0.00%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4.125%/VAR 04/01/2052                                                                                                     | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3629633.48    | 0.01%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A                                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $126897.13     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 6.625% 08/15/2029 144A                                                                                                | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43410.01      | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 09/25/2034                                                                                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         519 | PA      | $515.82        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                                                                              | ORGANON TERM B 1LN 05/19/2031                                                                                                    | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |       66806 | PA      | $64968.50      | 0.00%             | 2031-05-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KW10 MORTGAGE TRUST                                                                              | FREMF 2019-KW10 B MORTGAGE TRUST CSTR 10/25/2032 144A                                                                            | CUSIP: 30298XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268271 | PA      | $245004.58     | 0.00%             | 2032-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                                       | GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A                                                                                       | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $107637.10     | 0.00%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2046#U99134                                                                                                   | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       60942 | PA      | $57120.90      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AB7936                                                                                                 | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      954808 | PA      | $854964.57     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BCKD SEC TR                                                                              | BSABS 2003-SD2 2A CSTR 6/43                                                                                                      | CUSIP: 07384YLJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2771 | PA      | $2823.97       | 0.00%             | 2043-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 4.15% 01/15/2043                                                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       17000 | PA      | $13941.28      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-2                                                                    | GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A A2 5.77% 06/15/2027 144A                                                               | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      922348 | PA      | $923936.83     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#BV4119                                                                                                 | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7703512 | PA      | $6296364.58    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 3.557% 08/15/2027                                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2874608.39    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.031% 09/25/2028                                                                                 | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1119472.44    | 0.00%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 09/01/2053#CB7142                                                                                                 | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135583 | PA      | $140236.16     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#FS6498                                                                                                   | CUSIP: 3140XNGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4755825 | PA      | $4834526.13    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                                              | CVR ENERGY INC 5.75% 02/15/2028 144A                                                                                             | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33320.54      | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374756 | PA      | $358937.22     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 3/42 #AB4684                                                                                                          | CUSIP: 31417BF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      454749 | PA      | $420421.46     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 6.77% 04/21/2031                                                                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3455000 | PA      | $3351050.11    | 0.01%             | 2031-04-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.245000 09/13/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1090000 | NC      | $84779.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.9% 06/01/2053                                                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      195000 | PA      | $182513.97     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR and UTILS CORP                                                                                | ALGONQUIN PWR and UTILS CORP STEP 06/15/2026                                                                                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     3670000 | PA      | $3687440.28    | 0.01%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2022-CSMO                                                                                    | BX COML MTG TR 2022-CSMO TSFR1M+314.07 06/15/2027                                                                                | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1523800 | PA      | $1529514.25    | 0.00%             | 2027-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.5% 02/15/2031 144A                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36542.98      | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 12/25/2019                                                                                                 | CUSIP: 466247JX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         492 | PA      | $477.26        | 0.00%             | 2019-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.25% MAC 06/18/27                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -111652000 | NC      | $362910.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR                                                                                              | TYSN 2023-CRNR A VAR 12/10/2038 144A                                                                                             | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $105208.11     | 0.00%             | 2033-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6334                                                                                                   | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1118328 | PA      | $876135.28     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      120000 | PA      | $73247.94      | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3539000 | PA      | $3584743.70    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 04/30/2030                                                                                                      | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   193140000 | PA      | $192370456.85  | 0.46%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72037.68      | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 2.825% 02/13/2053                                                                       | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035922 | PA      | $890939.74     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                                                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123229.38     | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                                             | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      693000 | PA      | $692133.75     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15349000 | PA      | $14876165.46   | 0.04%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.625% 08/01/2031                                                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11006000 | PA      | $9322261.40    | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#CB3627                                                                                                   | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160262 | PA      | $147375.98     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 4.375% 08/04/2025                                                                                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     7713000 | PA      | $7702986.67    | 0.02%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO IX LTD/LLC                                                                                    | SIXTH STR CLO IX LTD/LLC AR TSFR3M+138 07/21/2037 144A                                                                           | CUSIP: 83012CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250428.00     | 0.00%             | 2037-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      245000 | PA      | $236611.98     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3480707.53    | 0.01%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1048845.40    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                                             | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                                           | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     1164095 | PA      | $991180.21     | 0.00%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TR 2025-I1 CSTR 10/25/2069 144A                                                                                              | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $690230.39     | 0.00%             | 2069-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.9% 02/15/2055                                                                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      600000 | PA      | $540869.80     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 11/35 #A80290                                                                                                         | CUSIP: 312926KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      772518 | PA      | $777990.26     | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9276                                                                                                   | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      661599 | PA      | $675409.25     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                                                      | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3703386.18    | 0.01%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.55% 08/15/2064                                                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      312000 | PA      | $298546.51     | 0.00%             | 2064-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR SER 2006 OA17                                                                       | CWALT ALTRNTV LN TR SR 06 OA17 STEP 12/20/2046                                                                                   | CUSIP: 12668PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      894829 | PA      | $797634.73     | 0.00%             | 2046-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK OP LLC 3% 01/15/2030                                                                                                  | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1553530.06    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                                            | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $194725.40     | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: GBP/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $94228.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                                    | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $305135.67     | 0.00%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FNS 313 1 0% 6/31                                                                                                                | CUSIP: 3136FAAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        5310 | PA      | $4699.88       | 0.00%             | 2031-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 3.132% 12/01/2051                                                                                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $123001.35     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 8.725% 06/12/2039 144A                                                                                       | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78000 | PA      | $78412.78      | 0.00%             | 2039-06-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#MA4206                                                                                                   | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3731405 | PA      | $3395249.30    | 0.01%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.95% 06/30/2033                                                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1773000 | PA      | $1814125.82    | 0.00%             | 2033-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                                                   | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    10920000 | PA      | $10876849.95   | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                                            | TKC HOLDINGS TERM 1LN 2/15/2027                                                                                                  | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      247847 | PA      | $227709.19     | 0.00%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD8190                                                                                                   | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1481143 | PA      | $1268492.28    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2035#SB8066                                                                                                 | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1476232 | PA      | $1307565.86    | 0.00%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                                                    | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $214499.87     | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.215% 06/12/2029 144A                                                                            | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3064570.47    | 0.01%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2049#BM9683                                                                                                     | CUSIP: 3617K1XL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      116201 | PA      | $114378.62     | 0.00%             | 2049-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AS3179                                                                                                 | CUSIP: 3138WCQ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7411 | PA      | $7186.08       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 4/42 #AK6572                                                                                                          | CUSIP: 3138EBJS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39044 | PA      | $36157.47      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/41 #Q03643                                                                                                         | CUSIP: 3132GJWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239602 | PA      | $235390.56     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AB6934                                                                                                      | CUSIP: 31417DV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58570 | PA      | $54117.64      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                                                      | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10730000 | PA      | $7323816.12    | 0.02%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 2.45% 03/15/2031                                                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $2830112.99    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD                                                                                             | RECETTE CLO LTD ARR TSFR3M+134.161 04/20/2034 144A                                                                               | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |     9600000 | PA      | $9605232.00    | 0.02%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                                             | BANK5 2024-5YR9 5.6136% 08/15/2057                                                                                               | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13500000 | PA      | $13860645.75   | 0.03%             | 2057-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                                            | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113410.33     | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.9% 05/01/2029#AN1872                                                                                                 | CUSIP: 3138LECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98818 | PA      | $93538.24      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR8 A CSTR 8/25/33                                                                                                     | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1420 | PA      | $1347.79       | 0.00%             | 2033-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1414882 | PA      | $1420006.33    | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                                                      | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5522571.51    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2042#AB7124                                                                                                 | CUSIP: 31417D4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633607 | PA      | $587434.71     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT2998                                                                                                 | CUSIP: 3138WQKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      598474 | PA      | $517121.38     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047                                                                                   | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      593364 | PA      | $524026.70     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61796                                                                                                 | CUSIP: 31335B7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      163901 | PA      | $161587.66     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4676                                                                                                   | CUSIP: 3140J9FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      711418 | PA      | $665941.91     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                                                  | CATERPILLAR FINL SVCS CORP 4.4% 10/15/2027                                                                                       | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4013303.72    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                                                      | UCB SA 4.25% 03/20/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2450259.88    | 0.01%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                                                  | EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A                                                                        | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     4210000 | PA      | $4220234.51    | 0.01%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL1 TRUST                                                                                        | PRET 2025-NPL1 TRUST 6.063% 02/25/2055 144A                                                                                      | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9207713 | PA      | $9239999.05    | 0.02%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                                                    | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      139000 | PA      | $115804.14     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 STEP 04/25/2030 144A                                                           | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233000 | PA      | $236273.51     | 0.00%             | 2030-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                                   | CIM TRUST 1.951% 06/25/2057 144A                                                                                                 | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1004913 | PA      | $911900.00     | 0.00%             | 2057-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.3% 02/15/2030                                                                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3709000 | PA      | $3669917.64    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRZ FHT EXCESS LLC                                                                                          | NRZ FHT EXCESS LLC 4.212% 11/25/2025 144A                                                                                        | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      596364 | PA      | $590407.62     | 0.00%             | 2025-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.869500 4/15/2028 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-33696.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2042#G07032                                                                                                 | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212379 | PA      | $191562.76     | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2050#MA4119                                                                                                   | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5705382 | PA      | $4476917.79    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-182702.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#CB2852                                                                                                   | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26116 | PA      | $20370.19      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 M1A TRUST 6.645% 11/25/2069 144A                                                                                  | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662810 | PA      | $668946.69     | 0.00%             | 2069-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A                                                                                      | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40957 | PA      | $40785.93      | 0.00%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.787% 09/15/2053                                                                                          | CUSIP: 08162WBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5495895.56    | 0.01%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 4.65% 11/15/2028                                                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      292000 | PA      | $292207.53     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 06/01/2032#C91456                                                                                                 | CUSIP: 3128P7TM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1768975 | PA      | $1726856.69    | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035                                                                        | CUSIP: 31394FGT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      128909 | PA      | $126579.01     | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                                                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1850000 | PA      | $1859451.91    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                                                   | MATIV INC 8% 10/01/2029 144A                                                                                                     | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      125000 | PA      | $106641.14     | 0.00%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                                                                | CREDIT SUISSE MORTGAGE TRUST 2021-RPL11 PT 3.77782% 10/25/2061 144A                                                              | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7024432 | PA      | $5550682.65    | 0.01%             | 2061-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A                                                         | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      973866 | PA      | $970518.77     | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2030#V60869                                                                                                 | CUSIP: 3132KE6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184738 | PA      | $178607.03     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1110                                                                                                   | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102571 | PA      | $80357.56      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A                                                                            | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     3419000 | PA      | $3206139.73    | 0.01%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FA0995                                                                                                   | CUSIP: 3140W1C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2052326 | PA      | $1614273.79    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 5.65% 05/18/2033                                                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3243998.43    | 0.01%             | 2033-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                                                             | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |      320000 | PA      | $343365.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK                                                              | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK SOFR30A+ 01/25/2051 144A                                                          | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3893281 | PA      | $3963636.09    | 0.01%             | 2051-01-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.065 05/02/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     3970000 | NC      | $149261.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUBLELINE FDS TR                                                                                           | DoubleLine Total Return Bond N                                                                                                   | CUSIP: 258620202<br>LEI: 54930080M2JY1L0IFX13 | Long             | EC               | RF                | US        |   145670561 | NS      | $1271703996.83 | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 3.15% 08/15/2051                                                                                         | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       70000 | PA      | $42965.78      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP EUR 2.505500 02/20/2054 EUR                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1666170 | NC      | $35285.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR 2019-SFR1 TRUST                                                                                        | AMSR 2019-SFR1 TRUST 3.867% 01/19/2039 144A                                                                                      | CUSIP: 00178XAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      576000 | PA      | $553977.27     | 0.00%             | 2039-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.531250 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1731500 | NC      | $758.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2046#G08729                                                                                                 | CUSIP: 3128MJY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169491 | PA      | $163444.14     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      326000 | PA      | $327305.63     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-1 LTD                                                                                     | CIFC FUNDING 2021-1 LTD BR TSFR3M+175 07/25/2037 144A                                                                            | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250305.00     | 0.00%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                                                      | VMED O2 UK FINANCING I 4.25% 01/31/2031 144A                                                                                     | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      495000 | PA      | $447963.27     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2032#AQ1534                                                                                                 | CUSIP: 3138MGV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8380 | PA      | $8077.33       | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 M4 VAR 12/25/2054 144A                                                                            | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194396 | PA      | $192408.26     | 0.00%             | 2054-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                                                | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2033000 | PA      | $2025747.25    | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#SD7521                                                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5035068 | PA      | $4189299.73    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                                        | FLUTTER ENTERTAINMENT TERM B 1LN 05/24/2032                                                                                      | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      283259 | PA      | $282196.34     | 0.00%             | 2032-05-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/20/2049#MA6282                                                                                                   | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      255246 | PA      | $214970.60     | 0.00%             | 2049-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2051#RA5574                                                                                                 | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2710500 | PA      | $2241649.34    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 2.45% 01/15/2031                                                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3078317.38    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2921000 | PA      | $2622450.43    | 0.01%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#889583                                                                                                   | CUSIP: 31410KJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52132 | PA      | $52417.87      | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3130                                                                                                 | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      958548 | PA      | $708394.27     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2044#MA1749                                                                                                 | CUSIP: 31418A5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6179 | PA      | $5523.49       | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.187% 11/15/2036 144A                                                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5372000 | PA      | $4369398.34    | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                                       | ACCENTURE CAPITAL INC 4.25% 10/04/2031                                                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3269717.01    | 0.01%             | 2031-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                                                         | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      600000 | PA      | $537529.19     | 0.00%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032                                                                                   | CUSIP: 3137H73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      643616 | PA      | $561326.93     | 0.00%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      540000 | NC      | $-16520.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A                                                                | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6596000 | PA      | $6002360.00    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $832759.47     | 0.00%             | 2029-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2044#G60319                                                                                                 | CUSIP: 31335AK80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      819187 | PA      | $802365.86     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12656000 | PA      | $12276320.00   | 0.03%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BTP FUTURE JUN25 IKM5                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -68 | NC      | $-110752.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.875% 10/01/2029                                                                                                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5583000 | PA      | $6246278.88    | 0.02%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I                                                                                    | MORGAN STANLEY CAPITAL I 2.782% 08/15/2049                                                                                       | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13840000 | PA      | $13475555.43   | 0.03%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2020-VIV3 B                                                                                        | BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A                                                                                      | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2635000 | PA      | $2423992.63    | 0.01%             | 2044-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/45#AZ9583                                                                                                        | CUSIP: 3140E2UH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75247 | PA      | $70390.19      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 05/15/2042#AA1859                                                                                                   | CUSIP: 36177YB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8687 | PA      | $8434.74       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                                                                 | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                                                                | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $405355.65     | 0.00%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-3                                                                                   | HERO FUNDING TRUST 2016-3 3.08% 09/20/2042 144A                                                                                  | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13019 | PA      | $11640.58      | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                                             | PFP 2024-11 LTD A TSFR1M+183.239 09/17/2039 144A                                                                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5728754 | PA      | $5741298.40    | 0.01%             | 2039-09-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6493                                                                                                 | CUSIP: 3138Y8GB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60988 | PA      | $59136.22      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2                                                                     | CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 2.7% 11/10/2046 144A                                                                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3371819.60    | 0.01%             | 2046-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                                                            | WELLS FARGO COML MTG TR 2017-C38 3.665% 07/15/2050                                                                               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1065295.97    | 0.00%             | 2050-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP                                                                                          | PFS FINANCING CORP 4.9% 08/15/2027 144A                                                                                          | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1047000 | PA      | $1046391.90    | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/40 #AE3832                                                                                                         | CUSIP: 31419EHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7054 | PA      | $6937.86       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                                              | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      325000 | PA      | $313776.87     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.125% 05/15/2026 144A                                                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      444000 | PA      | $435986.84     | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 7.05% 02/03/2031 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $830080.00     | 0.00%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC                                                               | SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC A1R TSFR3M+155 04/25/2037 144A                                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250808.50     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 02/15/2047                                                                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4836000 | PA      | $3554271.11    | 0.01%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 6.19% 04/25/2027 144A                                                                                         | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4292553 | PA      | $4288287.49    | 0.01%             | 2027-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-18 MA 0.5% 09/25/2054                                                                            | CUSIP: 3136BVLQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7001527 | PA      | $5622532.04    | 0.01%             | 2054-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719232                                                                                                          | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26460 | PA      | $25996.93      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.005%/VAR 10/15/2030 144A                                                                                | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $5895165.66    | 0.01%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 1.625% 04/15/2030                                                                                                       | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3002000 | PA      | $3025219.59    | 0.01%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIM                                                                              | THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A                                                                         | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3557029 | PA      | $3539318.79    | 0.01%             | 2038-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2045                                                                                     | CUSIP: 3136AR6G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      184741 | PA      | $172505.59     | 0.00%             | 2045-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23203000 | PA      | $24459173.06   | 0.06%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 04/48#BD0512                                                                                                          | CUSIP: 3617BFR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42556 | PA      | $41942.09      | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.75% 08/15/2034                                                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3955557.56    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR3 TR                                                                                 | FIRSTKEY HOMES 2021-SFR3 F2 TR 3.832% 12/17/2038 144A                                                                            | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2876640.90    | 0.01%             | 2038-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0305                                                                                                 | CUSIP: 3138W9KT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277772 | PA      | $247815.32     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 5.375% 11/01/2039                                                                                 | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11895.43      | 0.00%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039                                                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $254597.47     | 0.00%             | 2039-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16862000 | PA      | $15207814.53   | 0.04%             | 2031-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                                      | DIAMOND SPORTS TERM EXIT 1LN 01/02/2028                                                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      224705 | PA      | $201533.58     | 0.00%             | 2028-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                                                 | ALUMINA LTD 6.375% 09/15/2032 144A                                                                                               | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      570000 | PA      | $563747.39     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES                                                                                    | CARVANA AUTO RECEIVABLES TR 2023-P3 A4 5.71% 07/10/2029 144A                                                                     | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1418000 | PA      | $1451866.94    | 0.00%             | 2029-07-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                                      | EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A                                                                                    | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $1973418.29    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                            | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43962.30      | 0.00%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 2.7% 04/15/2040                                                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      183000 | PA      | $135889.94     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 1.456%/VAR 01/14/2027 144A                                                                                | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195866.00     | 0.00%             | 2027-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                                                 | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      565000 | PA      | $558073.61     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 3.4% 03/01/2050                                                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2549000 | PA      | $1663385.61    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 2.4% 10/01/2026                                                                                                   | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1043476.20    | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC STEP 04/01/2026                                                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      285000 | PA      | $287012.67     | 0.00%             | 2026-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#CB4306                                                                                                   | CUSIP: 3140QPYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6996098 | PA      | $6875028.67    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.758% 09/06/2049                                                                                               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1521358.51    | 0.00%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5.75% 05/28/2035 144A                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     5746000 | PA      | $5751725.20    | 0.01%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 11/25/2060 144A                                                            | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143654 | PA      | $93999.87      | 0.00%             | 2060-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 07/01/2054#QI9064                                                                                                 | CUSIP: 3133WGB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58574 | PA      | $60194.28      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.75% 08/21/2030                                                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1084324.74    | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049                                                                                     | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      372901 | PA      | $336955.92     | 0.00%             | 2049-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2476.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/36 #938577                                                                                                          | CUSIP: 31412YFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65317 | PA      | $68033.12      | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AO6757                                                                                                   | CUSIP: 3138LXQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35761 | PA      | $34038.62      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BK1963                                                                                                   | CUSIP: 3140HFFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62725 | PA      | $58891.81      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRVD 2A                                                                                                     | PRVD 2A ARR 3MEUR+116 10/15/2038 144A                                                                                            | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     9500000 | PA      | $10786774.99   | 0.03%             | 2038-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 10.875% 05/01/2030 144A                                                                                 | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      133088 | PA      | $65089.35      | 0.00%             | 2030-05-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 3% 04/15/2030                                                                                              | CUSIP: 023771R91<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       23333 | PA      | $21933.70      | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 03/15/2045#AL9337                                                                                                 | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      153070 | PA      | $136299.96     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                                                                              | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                                                                       | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11357247.78   | 0.03%             | 2039-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3131                                                                                                 | CUSIP: 3133AMPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149763 | PA      | $112130.12     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3% 09/42 #AP8070                                                                                                            | CUSIP: 3138MB6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171196 | PA      | $155321.17     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.85% 06/01/2049                                                                                         | CUSIP: 29366WAA4<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10118.99      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                                                                                 | KRATON CORP 5% 07/15/2027 144A                                                                                                   | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3027547.02    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 11/15/2034                                                                                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   434209500 | PA      | $429935250.23  | 1.03%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                                                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2224298.28    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 10/01/2053#CB7349                                                                                                 | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      383431 | PA      | $396590.03     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 7 LTD / GENERATE CLO 7 LLC                                                                     | GENERATE CLO 7 LTD / GENERATE CLO 7 LLC A1R TSFR3M+162 04/22/2037 144A                                                           | CUSIP: 37149LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250742.25     | 0.00%             | 2037-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#FS0286                                                                                                   | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5073227 | PA      | $4006242.35    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST STEP 06/25/2037                                 | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33905 | PA      | $31337.72      | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#QN5653                                                                                                   | CUSIP: 3133GCH62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      351924 | PA      | $318460.52     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 06/25/2029                                                                                   | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13598733 | PA      | $432829.98     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2050#MA7052                                                                                                   | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      802581 | PA      | $673434.12     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 5% 05/15/2029 144A                                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      180000 | PA      | $173449.66     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 05/20/2049#BN2615                                                                                                     | CUSIP: 3617K53Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      691474 | PA      | $637545.17     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2045#Q37784                                                                                                 | CUSIP: 3132QUUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46428 | PA      | $42194.26      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.3% 04/15/2032 144A                                                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $36786.74      | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                                         | ARBOR REALTY SR INC 9% 10/15/2027 144A                                                                                           | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2888498.58    | 0.01%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                                                        | GOLDEN ST TOBAC 3.85% 6/1/2050                                                                                                   | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $63065.48      | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 03/12/2034                                                                                                  | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $197221.60     | 0.00%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2051#MA7767                                                                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3929783 | PA      | $3294968.10    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2051#CB1703                                                                                                   | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88098 | PA      | $82253.40      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 01/31/2030                                                                                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10480000 | PA      | $10276540.65   | 0.02%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/37 #AE0265                                                                                                          | CUSIP: 31419AJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229468 | PA      | $238188.67     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.24% 03/01/2033#BS7706                                                                                                | CUSIP: 3140LJR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5330228 | PA      | $5183332.83    | 0.01%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A2R TSFR3M+170 10/15/2039 144A                                                                             | CUSIP: 74988CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250182.25     | 0.00%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 3.8% 03/15/2052                                                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      390000 | PA      | $272981.48     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 6.375%/VAR 03/30/2062                                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       68000 | PA      | $66469.81      | 0.00%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                                                    | WOLVERINE WORLD WIDE INC 4% 08/15/2029 144A                                                                                      | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      170000 | PA      | $148773.98     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 2.95% 04/15/2031                                                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $89416.27      | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.5% 08/03/2035                                                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2312643.37    | 0.01%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.81% 05/01/2026#AN1221                                                                                                | CUSIP: 3138LDLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117021 | PA      | $115114.21     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFCRE COML MTG TR 2011-C2                                                                                   | CFCRE COML MTG TR 2011-C2 VAR 12/15/2047 144A                                                                                    | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27696 | PA      | $26723.26      | 0.00%             | 2047-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#Q39412                                                                                                 | CUSIP: 3132QWN62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19579 | PA      | $17793.52      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                      | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $237478.82     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM6944                                                                                                   | CUSIP: 3140XAWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4741823 | PA      | $3746020.23    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                                                   | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                                                        | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20825797 | PA      | $444576.62     | 0.00%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+597.052 10/15/2041 144A                                                                                   | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25000 | PA      | $24937.49      | 0.00%             | 2041-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2049#CA4406                                                                                                   | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5312292 | PA      | $4620147.76    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO2717                                                                                                   | CUSIP: 3617KJAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150549 | PA      | $144228.53     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ0998                                                                                                 | CUSIP: 3138ASDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45673 | PA      | $44823.83      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2047#BE5696                                                                                                 | CUSIP: 3140FRKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67423 | PA      | $61067.38      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH5155                                                                                                 | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      456862 | PA      | $412941.92     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.4% 09/06/2026                                                                                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      900000 | PA      | $896269.08     | 0.00%             | 2026-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                                            | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3143400 | PA      | $3189228.32    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.669500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2273000 | NC      | $-10929.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2212000 | PA      | $2202680.64    | 0.01%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#BC8289                                                                                                 | CUSIP: 3140F4F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      506702 | PA      | $486163.77     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL4592                                                                                                    | CUSIP: 3617YCC51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      596345 | PA      | $620669.04     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 09/01/2041#SC0185                                                                                                 | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      296979 | PA      | $261171.94     | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B2 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      102463 | PA      | $50728.18      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 04/01/2053#BX8230                                                                                                   | CUSIP: 3140NDEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1128597 | PA      | $1096546.24    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2304146.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                                                 | GS MORTGAGE SECURITIES CORP TRUST 2025-800D A TSFR1M+265 11/18/2029                                                              | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      597000 | PA      | $598005.29     | 0.00%             | 2041-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                                                      | TEXAS INSTRUMENTS INC 5.05% 05/18/2063                                                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      406000 | PA      | $358481.43     | 0.00%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      514000 | PA      | $471116.53     | 0.00%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                                                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      900000 | PA      | $914710.64     | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2040#AE9547                                                                                                 | CUSIP: 31419LTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65463 | PA      | $64203.58      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785792                                                                                                   | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2191445 | PA      | $1821004.43    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                                                                            | WELLS FARGO COML MTG TR 2019-C50 XA CSTR 05/15/2052                                                                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8949390 | PA      | $366170.55     | 0.00%             | 2052-05-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C34                                                                                      | BBCMS MTG TR 2025-5C34 5.659% 05/15/2058                                                                                         | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1315000 | PA      | $1357906.21    | 0.00%             | 2058-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2349                                                                                                   | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4146561 | PA      | $3274469.66    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2050#SD0516                                                                                                   | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2582446 | PA      | $2227415.61    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    49055000 | PA      | $50822415.35   | 0.12%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $15287.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#BQ6615                                                                                                   | CUSIP: 3140KSK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      317838 | PA      | $268163.67     | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                                                 | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                                               | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      170000 | PA      | $176182.73     | 0.00%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-701.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                                                | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    11527000 | PA      | $10041430.90   | 0.02%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 144A                                                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2662000 | PA      | $2626063.00    | 0.01%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMREICA AUTO TR 2023-1A                                                                             | BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A                                                                         | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2261254 | PA      | $2275816.61    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A3 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3521616.00    | 0.01%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 0% 05/25/2052 144A                                                                                    | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2844211.60    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 4                                                                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                                                                  | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11300000 | PA      | $11300000.00   | 0.03%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BK1581                                                                                                   | CUSIP: 3140HEXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15212 | PA      | $14178.25      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.5% 10/04/2052 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      855000 | PA      | $765323.31     | 0.00%             | 2052-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                                            | WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052                                                                           | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2381494 | PA      | $2309332.45    | 0.01%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2047#AS9968                                                                                                   | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266694 | PA      | $249479.09     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2022-1 LLC                                                                          | BUSINESS JET SECURITIES 2022-1 LLC 6.413% 06/15/2037 144A                                                                        | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      277649 | PA      | $273828.34     | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILL 2024-2FL D                                                                                             | HILL 2024-2FL D 1MEUR+195 10/18/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $111523.29     | 0.00%             | 2032-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CR AUTO TR 2024-1                                                                                  | FLAGSHIP CREDIT AUTO TRUST 2024-1 5.64% 03/15/2028 144A                                                                          | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      522240 | PA      | $523522.30     | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                                                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      374000 | PA      | $280334.26     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 07/47#MA4587                                                                                                          | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1088174 | PA      | $1014188.01    | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1938000 | PA      | $1802607.44    | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88000 | PA      | $87712.30      | 0.00%             | 2040-04-13      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#QD0109                                                                                                   | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239522 | PA      | $189146.72     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#RA5287                                                                                                   | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245752 | PA      | $192760.99     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8192117 | PA      | $6713640.17    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 11/30/2026                                                                                                       | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80300000 | PA      | $77116230.27   | 0.19%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+4475.588 03/15/2032                                                                       | CUSIP: 31393WDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          89 | PA      | $104.95        | 0.00%             | 2032-03-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2034#G16829                                                                                                   | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      556890 | PA      | $533378.57     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                                                 | PETROBRAS GLOBAL FINANCE BV 6.625% 01/16/2034                                                                                    | CUSIP: N/A<br>LEI: 549300FNENFFSMO3GT38       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $524927.56     | 0.00%             | 2034-01-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#MA4208                                                                                                   | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4741725 | PA      | $3714825.51    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 4.25% 07/01/2036                                                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      171000 | PA      | $154032.65     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2032#J37270                                                                                                   | CUSIP: 31307UCF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54447 | PA      | $52706.83      | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM FLFO 01/24/2029                                                                                                   | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     1162729 | PA      | $1144567.42    | 0.00%             | 2029-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q33791                                                                                                 | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73883 | PA      | $67908.68      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 4 LTD / GENERATE CLO 4 LLC                                                                     | GENERATE CLO 4 LTD / GENERATE CLO 4 LLC ARR TSFR3M+143 07/20/2037 144A                                                           | CUSIP: 37148BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501257.50     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                                                                       | BAY CLUB TERM B 1LN 6/27/2031                                                                                                    | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |      139300 | PA      | $139125.88     | 0.00%             | 2031-06-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 1/35 #003664                                                                                                          | CUSIP: 36202EB99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      232759 | PA      | $234234.11     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                                             | NATGASOLINE TERM B 1LN 03/29/2030                                                                                                | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      189495 | PA      | $187126.37     | 0.00%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2713962.27    | 0.01%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/1/43 #Q15788                                                                                                           | CUSIP: 3132J62W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31065 | PA      | $28066.20      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2048#Z40179                                                                                                   | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136516 | PA      | $127272.56     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035 144A                                                                           | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      645000 | PA      | $638326.57     | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                                                     | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      373000 | PA      | $227852.81     | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2052#MA4580                                                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13569695 | PA      | $12070125.44   | 0.03%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9899.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 6/39 #AA7681                                                                                                          | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118862 | PA      | $117030.27     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                                            | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      207895 | PA      | $170025.50     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    19800000 | PA      | $19421964.14   | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 2.95% 09/01/2029                                                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11346000 | PA      | $10622664.02   | 0.03%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-321344.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                              | VOLT XCVII LLC 6.2395% 04/25/2051 144A                                                                                           | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       82039 | PA      | $81909.84      | 0.00%             | 2051-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS7270                                                                                                 | CUSIP: 3138WHCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97637 | PA      | $94790.41      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                                      | EQUIPMENTSHARE.COM INC 8.625% 05/15/2032 144A                                                                                    | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      285000 | PA      | $298865.70     | 0.00%             | 2032-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   445485436 | PA      | $431337664.97  | 1.04%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-4 B1                                                                                             | VERUS SECURITIZATION TRUST 22-4 B1 VAR 04/25/2067 144A                                                                           | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $143372.55     | 0.00%             | 2067-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 07/15/2032                                                                                             | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409362.00     | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028                                                                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1780900.83    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                                                 | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78525 | PA      | $69550.36      | 0.00%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#AS6515                                                                                                   | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329888 | PA      | $308594.56     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | CDX.O P 0.85 IG44 5Y V1 I 07/16/25 RBC                                                                                           | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DCR              | CORP              | CA        |    -8900000 | NC      | $-2442.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                                                 | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1209336.75    | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2021                                                                            | HERTZ VEHICLE FINANCING LLC 2023-3A A 5.94% 02/25/2028 144A                                                                      | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1197000 | PA      | $1214496.55    | 0.00%             | 2028-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2037#QO0091                                                                                                   | CUSIP: 3133WJC49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      648835 | PA      | $612214.20     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 4.25% 01/15/2030 144A                                                                                                   | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      575000 | PA      | $538256.24     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                                                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      430000 | PA      | $430635.11     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.6% 04/01/2034                                                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      699000 | PA      | $702888.33     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                             | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      965000 | PA      | $986602.49     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033                                                                                  | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3860406 | PA      | $3536411.59    | 0.01%             | 2033-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2036#SB8131                                                                                                 | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      351358 | PA      | $308578.86     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC                                                                              | CVC CORDATUS LOAN FUND XXI DAC A1E 3MEUR+96 09/22/2034 144A                                                                      | CUSIP: N/A<br>LEI: 549300830IXOSQG2RQ34       | Long             | ABS-CBDO         | CORP              | IE        |     8000000 | PA      | $9061926.52    | 0.02%             | 2034-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1224                                                                                                         | CUSIP: 3138ASLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55976 | PA      | $55078.15      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                                                    | METRO AG 4% 03/05/2030 REGS                                                                                                      | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |      375000 | PA      | $430818.12     | 0.00%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#FS2982                                                                                                   | CUSIP: 3140XJJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      464955 | PA      | $452549.98     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       58000 | PA      | $42166.40      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.125% 03/15/2033                                                                                                 | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1328645.47    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CA ST 4.6% 4/1/2038                                                                                                              | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1180000 | PA      | $1194267.03    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030                                                                                     | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12926664.14   | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 3.2% 08/15/2029                                                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      175000 | PA      | $163697.05     | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2038#AV1874                                                                                                   | CUSIP: 3138XDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      474923 | PA      | $453988.20     | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-52 PI 5 7/39                                                                                                            | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2952 | PA      | $415.66        | 0.00%             | 2039-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        4264 | NC      | $1407399.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M3 VAR 02/25/2055 144A                                                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $160581.85     | 0.00%             | 2055-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#BR1356                                                                                                   | CUSIP: 3140KYQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162062 | PA      | $147664.81     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2543 YX 6 12/32                                                                                                              | CUSIP: 31393HGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2589 | PA      | $2663.77       | 0.00%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 06/15/2048                                                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $444873.60     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2881000 | PA      | $2622123.71    | 0.01%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD8201                                                                                                   | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7358521 | PA      | $6280195.65    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4249589.61    | 0.01%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT                                       | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 6.53% 11/15/2028 144A                                      | CUSIP: 74445PAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1950000 | PA      | $2037750.00    | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 EXCESS OWNER LLC                                                                                   | NRM FHT1 EXCESS OWNER LLC 6.545% 03/25/2032 144A                                                                                 | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4395264 | PA      | $4397582.76    | 0.01%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                                                     | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                                                               | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     3225000 | PA      | $3212906.25    | 0.01%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      255000 | PA      | $208421.39     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 11/42 #MA0534                                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      179970 | PA      | $166158.34     | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 5.15% 03/28/2033 144A                                                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      920000 | PA      | $922682.20     | 0.00%             | 2033-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR A VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7700000 | PA      | $7678241.34    | 0.02%             | 2041-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2052#MA8201                                                                                                   | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17417463 | PA      | $16589625.20   | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                            | ANGEL OAK MORTGAGE TRUST 2024-10 5.348% 10/25/2069 144A                                                                          | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-CBDO         | CORP              | US        |      584677 | PA      | $581618.20     | 0.00%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HLTN COML MTG TR 2024-DPLO                                                                                  | HLTN COML MTG TR 2024-DPLO TSFR1M+164.15 06/15/2041 144A                                                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1601000 | PA      | $1599999.38    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A2R TSFR3M+158 10/19/2037 144A                                                                                   | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250381.00     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/2041#AI5189                                                                                                 | CUSIP: 3138AJXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3204 | PA      | $3220.15       | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $30178.37      | 0.00%             | 2040-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 4.625% 02/01/2029 144A                                                                                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1169516.16    | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO                                                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A                                                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2024606 | PA      | $2030886.27    | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.25% 01/15/2031                                                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      386000 | PA      | $332307.73     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                                  | ENTAIN TERM B 1LN 10/31/2029                                                                                                     | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      121868 | PA      | $122210.76     | 0.00%             | 2029-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.25% MAC 06/18/29                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -61109000 | NC      | $323799.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | OIS 3.84680 06/09/2026 SOF                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     3254500 | NC      | $-5259.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                                    | FIRSTKEY HOMES 2020-SFR2 3.117% 10/19/2037 144A                                                                                  | CUSIP: 33767JAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $562120.15     | 0.00%             | 2037-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/01/2036#FM7659                                                                                                 | CUSIP: 3140XBQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      314113 | PA      | $276653.91     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.7% 10/15/2032                                                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      616000 | PA      | $638012.07     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST FRR1 1B 2021-FRR1 0% 11/29/2050 144A                                                                          | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4382564.00    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#SD8232                                                                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2755369 | PA      | $2681855.15    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                 | EXELON CORP 6.5%/VAR 03/15/2055                                                                                                  | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169799.11     | 0.00%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.75% 03/15/2031                                                                                                     | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     2560000 | PA      | $2904250.75    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      800000 | NC      | $61148.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM KF TSFR12M+96.513 11/20/2066                                                                        | CUSIP: 38376RG34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      353232 | PA      | $355451.76     | 0.00%             | 2066-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 11/01/2041#QK1180                                                                                                   | CUSIP: 3133D4JZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      569476 | PA      | $479970.08     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                                     | GRAND CANYON UNIVERSITY 5.125% 10/01/2028                                                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $264684.29     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027                                                                                 | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60593.50      | 0.00%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SERIES 2015-A                                                                                     | AIMCO CLO SERIES 2015-A AR3 TSFR3M+125 10/17/2034 144A                                                                           | CUSIP: 00900LAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11600000 | PA      | $11610695.20   | 0.03%             | 2034-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#FM5278                                                                                                   | CUSIP: 3140X82L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127797 | PA      | $116004.48     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.375% 07/15/2029 144A                                                                                | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3840364.74    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.875% 07/15/2032 144A                                                                                     | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      853000 | PA      | $809656.68     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044 #AL5713                                                                                                | CUSIP: 3138ENK32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      931530 | PA      | $916024.17     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                                                          | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                                                         | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8304688 | PA      | $8027532.96    | 0.02%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.224% 03/15/2032                                                                                               | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5056928.25    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                                                    | NOTA DO TESOURO NACIONAL 10% 01/01/2035                                                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    22522000 | PA      | $3162166.37    | 0.01%             | 2035-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO I LTD                                                                                          | WHITEBOX CLO I LTD A1RR TSFR3M+132 07/24/2036 144A                                                                               | CUSIP: 96467FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      411100 | PA      | $411400.93     | 0.00%             | 2036-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ IND DEV AU ED                                                                              | MARICOPA AZ IND 7.375% 10/1/2029                                                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4950000 | PA      | $5069535.57    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 5.3% 02/01/2053                                                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       95000 | PA      | $86884.00      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 05/15/2028                                                                                                       | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   102506000 | PA      | $102201762.19  | 0.25%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.835% 08/01/2029#BL3491                                                                                               | CUSIP: 3140HU2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465159 | PA      | $434323.28     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ3743                                                                                                 | CUSIP: 3138YVER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      814298 | PA      | $739069.86     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.5% 01/15/2028                                                                                                      | CUSIP: 3133TCLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          65 | PA      | $65.94         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1103218.41    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052                                                                                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $431000.00     | 0.00%             | 2052-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                                               | P3 GROUP SARL 4% 04/19/2032 REGS                                                                                                 | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $456321.00     | 0.00%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 TRUST                                                                                         | MFA 2024-NPL1 TRUST 6.33% 09/25/2054                                                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      532156 | PA      | $533943.53     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USDSOFR-3.89548 12-23-24-30* LCH                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -24961000 | NC      | $652744.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV STEP 07/12/2031 144A                                                                                        | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     5974000 | PA      | $5171958.72    | 0.01%             | 2031-07-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                                                 | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                                                        | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3006000 | PA      | $3048527.99    | 0.01%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                                                 | CONCORD MUSIC ROYALTIES LLC 5.644% 10/20/2074 144A                                                                               | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $160550.01     | 0.00%             | 2074-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                                                  | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      139000 | PA      | $98280.54      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                        | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159738.30     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12300000 | PA      | $12619025.10   | 0.03%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                                                    | VIRGIN MEDIA TERM N 01/31/2028                                                                                                   | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |      532674 | PA      | $523793.91     | 0.00%             | 2028-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ9524                                                                                                 | CUSIP: 3140E2SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25999 | PA      | $23596.80      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97520                                                                                                 | CUSIP: 312946K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57977 | PA      | $58347.14      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 01/20/2044#MA1599                                                                                                   | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      774948 | PA      | $699418.43     | 0.00%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.75% 12/20/2051                                                                                  | CUSIP: 38383D3B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1071151 | PA      | $873571.04     | 0.00%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                                                         | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                                                                         | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |      770000 | PA      | $602084.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                                                  | FORTIS INC 3.055% 10/04/2026                                                                                                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      301000 | PA      | $294916.61     | 0.00%             | 2026-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2053#SD8317                                                                                                   | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1235412 | PA      | $1251161.55    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2046#Q40165                                                                                                   | CUSIP: 3132WDFF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13475 | PA      | $11886.72      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      297000 | PA      | $229658.39     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                                                      | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      110000 | PA      | $89881.87      | 0.00%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047                                                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       96000 | PA      | $70440.11      | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054                                                                     | CUSIP: 3137HF4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6403549 | PA      | $6402561.74    | 0.02%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                                            | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A                                                                      | CUSIP: 05530SAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      715549 | PA      | $709735.05     | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXXV LTD                                                                                       | SCULPTOR CLO XXXV LTD A1 TSFR3M+125 04/27/2038 144A                                                                              | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $329201.40     | 0.00%             | 2038-04-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                                                                    | BENCHMARK 2018-B2 MTG TR 3.6147% 02/15/2051                                                                                      | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3416317.45    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                                              | TRANSALTA CORP 6.5% 03/15/2040                                                                                                   | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $150364.71     | 0.00%             | 2040-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $705186.99     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                                                     | RXO INC 7.5% 11/15/2027 144A                                                                                                     | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153187.54     | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                                                     | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |     3716100 | PA      | $1241571.92    | 0.00%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2048#CA1710                                                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70987 | PA      | $67966.15      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                                                     | BX COML MTG TR 2021-CIP TSFR1M+293.448 12/15/2028 144A                                                                           | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4398225 | PA      | $4384480.94    | 0.01%             | 2038-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 7/40 #A92914                                                                                                          | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11796 | PA      | $11873.58      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TR 23-1A                                                                        | CREDIT ACCEPTANCE AUTO LOAN TR 23-1A 7.71% 07/15/2033 144A                                                                       | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1008000 | PA      | $1035641.78    | 0.00%             | 2033-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                                                     | CAN 10YR BOND FUT SEP25 CNU5                                                                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |          -2 | NC      | $-2187.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2615082.79    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -619398000 | PA      | $-584460360.29 | -1.40%            | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#                                                                                                         | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36155 | PA      | $30506.78      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 3.734% 09/25/2040                                                                                               | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      272000 | PA      | $208594.31     | 0.00%             | 2040-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033                                                                                       | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      625000 | PA      | $661232.15     | 0.00%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2035#843431                                                                                                 | CUSIP: 31407XA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      768040 | PA      | $772390.48     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                                 | ILLINOIS ST TXBL                                                                                                                 | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1562353 | PA      | $1553494.56    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOUNT SINAI HOSP NEW YORK                                                                                   | MOUNT SINAI HOSP NEW YORK 3.737% 07/01/2049                                                                                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |      460000 | PA      | $294146.82     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 09/25/2060 144A                                                            | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304413 | PA      | $227838.73     | 0.00%             | 2060-09-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $217640.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2 6.28% 08/15/2031                                                                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1026045.10    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                                                        | WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A                                                              | CUSIP: 95003TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1695850.98    | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                                                        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      385000 | PA      | $349617.04     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2021-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2021-A LLC 3.32% 08/27/2035 144A                                                                      | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235153 | PA      | $218574.79     | 0.00%             | 2035-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042                                                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $62303.09      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                                                             | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      158000 | PA      | $143234.93     | 0.00%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.95% 05/01/2042                                                                                  | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      505000 | PA      | $405336.04     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5599000 | PA      | $4733391.74    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                                        | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      595000 | PA      | $594890.76     | 0.00%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                                                   | VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A                                                                          | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1927000 | PA      | $1927077.08    | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/TRY settle 2025-06-25                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-23252.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/46#AS7125                                                                                                      | CUSIP: 3138WG4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103843 | PA      | $87632.63      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM ARM 3.995% 10/01/2037#1Q0476                                                                                                | CUSIP: 3128S4Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1226 | PA      | $1265.10       | 0.00%             | 2037-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC A1 TSFR3M+136 10/15/2037 144A                                                           | CUSIP: 67120AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251210.50     | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.751%/VAR 05/12/2028 144A                                                                                          | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      937000 | PA      | $938078.73     | 0.00%             | 2028-05-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 09/45#MA3106                                                                                                        | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6111 | PA      | $5726.14       | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                                                   | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $356147.34     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                                                          | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      750000 | PA      | $651251.47     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.65% 10/01/2028                                                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $509943.08     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.275% 09/10/2054                                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      330000 | PA      | $299725.47     | 0.00%             | 2054-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032                                  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1473859.75    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A                                                                           | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       63000 | PA      | $63090.85      | 0.00%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                                  | NEW YORK LIFE INSURANCE CO 6.75% 11/15/2039 144A                                                                                 | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8850.93       | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2045#BM4643                                                                                                 | CUSIP: 3140J9ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141717 | PA      | $140128.98     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                             | COLT 2024-6 MORTGAGE LOAN TRUST 5.39% 11/25/2069 144A                                                                            | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-CBDO         | CORP              | US        |      855387 | PA      | $852006.71     | 0.00%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.6% 09/15/2037                                                                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $864520.44     | 0.00%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 3.875% 01/15/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $699984.49     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 VAR 05/15/2064                                                                                                   | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13343825 | PA      | $563747.23     | 0.00%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 06-2 3CB 6% 03/25/2036                                                                              | CUSIP: 93934FME9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035389 | PA      | $799591.96     | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 06/20/2053#CV0174                                                                                             | CUSIP: 3618BVFP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1206204 | PA      | $1255008.05    | 0.00%             | 2053-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO 2017-1 LTD                                                                                     | TRESTLES CLO 2017-1 LTD A1R TSFR3M+118 04/25/2038 144A                                                                           | CUSIP: 894940AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1176460.00    | 0.00%             | 2038-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                                                | AMS-OSRAM AG 12.25% 03/30/2029 144A                                                                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $416982.40     | 0.00%             | 2029-03-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 5/39 #AA7165                                                                                                          | CUSIP: 31416Q6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8141 | PA      | $8015.26       | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: EUR/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $145407.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.15% 04/15/2053                                                                                  | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       31000 | PA      | $26120.55      | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AD8812                                                                                                     | CUSIP: 36180MYH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107539 | PA      | $97634.89      | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A3 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3933892.95    | 0.01%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5321                                                                                                   | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117654 | PA      | $108046.93     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                                                 | APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A                                                               | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165225 | PA      | $152011.42     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SD0499                                                                                                   | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      793341 | PA      | $687744.14     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61242                                                                                                 | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      255749 | PA      | $250992.37     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                                | PERATON TERM B 1LN 02/01/2028                                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      298850 | PA      | $258397.31     | 0.00%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 10/40 #A94605                                                                                                         | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      168169 | PA      | $160800.59     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COML MTG TR                                                                                   | CSAIL 2016-C6 A5 3.0898% 01/15/2049                                                                                              | CUSIP: 12636MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $982921.20     | 0.00%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.536250 04/15/29 USC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1731500 | NC      | $375.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4750                                                                                                 | CUSIP: 3138YWH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177943 | PA      | $161670.47     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS COML MTG TR 2025-TWR                                                                                  | TEXAS COML MTG TR 2025-TWR B TSFR1M+159.272 04/15/2042 144A                                                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3258803.46    | 0.01%             | 2042-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6.4% 06/05/2049 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      450000 | PA      | $411880.50     | 0.00%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.016%/VAR 10/23/2035                                                                              | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $6750141.83    | 0.02%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 C MTG TR 0% 06/25/2028 144A                                                                                      | CUSIP: 30306WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365011 | PA      | $292371.15     | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2023-3                                                                           | GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026                                                                               | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      965694 | PA      | $967615.35     | 0.00%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/41 #AJ3402                                                                                                         | CUSIP: 3138AUX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103343 | PA      | $101686.80     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2048#BG3833                                                                                                   | CUSIP: 3617GNHJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      193808 | PA      | $185853.57     | 0.00%             | 2048-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#AS6328                                                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127093 | PA      | $115351.37     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    61099000 | PA      | $53247564.65   | 0.13%             | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.1% 03/17/2030 144A                                                                           | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503266.90     | 0.00%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6350                                                                                                   | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239524 | PA      | $225036.42     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 2.7% 08/10/2026                                                                                               | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1064143.43    | 0.00%             | 2026-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.143% 04/25/2029                                                                                 | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466255 | PA      | $445369.66     | 0.00%             | 2029-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                                                                        | PELICAN PRODUCTS TERM 1LN 12/29/2028                                                                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |      272069 | PA      | $233979.73     | 0.00%             | 2028-12-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                                                               | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7300000 | PA      | $7293722.00    | 0.02%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.5% 03/30/2034                                                                                                   | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3522505.13    | 0.01%             | 2034-03-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 4.75% 07/19/2027 144A                                                                                                    | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $251246.17     | 0.00%             | 2027-07-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/42#AP9654                                                                                                      | CUSIP: 3138MDWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13835 | PA      | $12872.68      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.895% 02/01/2033#BS7843                                                                                               | CUSIP: 3140LJWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559653 | PA      | $530707.36     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 5.5% 12/15/2029 144A                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1575194.89    | 0.00%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.684 04/15/2029 USC                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1736000 | NC      | $-9270.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      740000 | PA      | $735366.56     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2375093.82    | 0.01%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES PASS THRU TR 2015-1AA                                                                       | DELTA AIR LINES PASS THRU TR 2015-1AA 3.625% 01/30/2029                                                                          | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70286 | PA      | $68232.90      | 0.00%             | 2029-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                                                          | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      287524 | PA      | $244995.72     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO 6.125% 09/30/2032                                                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      245000 | PA      | $244566.55     | 0.00%             | 2032-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.176%/VAR 01/09/2030 144A                                                                                           | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1920000 | PA      | $1943889.31    | 0.00%             | 2030-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.375% 02/15/2028                                                                                               | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      190000 | PA      | $182708.95     | 0.00%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2016-1                                                                                       | TOWD PT MTG TR 2016-1 VAR 02/25/2055 144A                                                                                        | CUSIP: 89172EAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $479048.55     | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2042                                                                                    | CUSIP: 31392ET34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       33248 | PA      | $369.60        | 0.00%             | 2042-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9482                                                                                                   | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      269074 | PA      | $212567.51     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX CORP 10.25% 10/15/2030 144A                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      550000 | PA      | $565192.10     | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3132DWB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5250742 | PA      | $4688538.92    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $682.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/32#BJ6650                                                                                                        | CUSIP: 3140H8L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66138 | PA      | $63818.27      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#MA4624                                                                                                   | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8728414 | PA      | $7439342.73    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                                    | NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A                                                                                   | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1317591 | PA      | $1213306.13    | 0.00%             | 2068-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#MA2690                                                                                                 | CUSIP: 31418B7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114807 | PA      | $103841.72     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 08/20/2038#005034                                                                                                     | CUSIP: 36202FSX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         645 | PA      | $662.21        | 0.00%             | 2038-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Long-Term Treasury Bond Index Fund                                                                                  | CUSIP: 31635V851<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    14412253 | NS      | $95264991.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.5% 05/15/2036                                                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      440000 | PA      | $417075.80     | 0.00%             | 2036-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.568% 12/17/2026                                                                                          | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $11013707.43   | 0.03%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KBF3 MORTGAGE TRUST                                                                              | FREMF 2019-KBF3 MORTGAGE TRUST SOFR30A+475 01/25/2029 144A                                                                       | CUSIP: 30311TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254909 | PA      | $244907.04     | 0.00%             | 2029-01-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS9599                                                                                                 | CUSIP: 3140XRUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398720 | PA      | $331620.17     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 D TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2115000 | PA      | $2034400.31    | 0.00%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 5.55% 09/15/2054                                                                                                 | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      293000 | PA      | $271275.82     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A                                                                                     | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $216975.00     | 0.00%             | 2029-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#BU6885                                                                                                 | CUSIP: 3140M8UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2154251 | PA      | $1775559.51    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HOLDINGS INC                                                                            | EVEREST REINSURANCE HOLDINGS INC 3.5% 10/15/2050                                                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1382072.77    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM5651                                                                                                 | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313467 | PA      | $258166.97     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BD1372                                                                                                   | CUSIP: 3140F8Q26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23113 | PA      | $21606.23      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                                                 | VALARIS LTD 8.375% 04/30/2030 144A                                                                                               | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $501943.50     | 0.00%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719228                                                                                                          | CUSIP: 3620A5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33369 | PA      | $32796.89      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6685                                                                                                 | CUSIP: 31417DNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195739 | PA      | $175587.49     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-1 TR                                                                                     | BANC AMER FDG 2007-1 1A6 TR 5.75% 01/25/2037                                                                                     | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         928 | PA      | $780.08        | 0.00%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2054#DB4845                                                                                                   | CUSIP: 3140AEL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4960142 | PA      | $4813078.81    | 0.01%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares Core US Aggregate Bond ETF                                                                                               | CUSIP: 464287226<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |        1461 | NS      | $143324.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALPHA TRAINS FINANCE SA                                                                                     | ALPHA TRAINS FINANCE SA 2.064% 06/30/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 529900FR0E130P05IY43       | Long             | DBT              | CORP              | LU        |      950000 | PA      | $1077640.89    | 0.00%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS1863                                                                                                 | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349593 | PA      | $314346.97     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                                            | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      825000 | PA      | $375375.00     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 2.2% 10/15/2030                                                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2359000 | PA      | $2050723.66    | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                                                   | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                                                 | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      346500 | PA      | $339136.88     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                                                                 | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                                                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      216000 | PA      | $205344.53     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $89222.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#FM5661                                                                                                 | CUSIP: 3140X9JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      995060 | PA      | $919530.01     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                                                     | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                                                                          | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $225424.98     | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#SD2230                                                                                                   | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      671168 | PA      | $525815.04     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 3.7%/VAR PERP                                                                                                     | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     4850000 | PA      | $4622267.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                                    | EUROPEAN INVESTMENT BANK 0.625% 01/22/2029 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     3050000 | PA      | $3273523.47    | 0.01%             | 2029-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4                                                                    | WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4A D 7.19% 07/16/2029 144A                                                                | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2177756.28    | 0.01%             | 2029-07-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 11/01/2036#FM9724                                                                                                   | CUSIP: 3140XDYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96168 | PA      | $87098.87      | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R TSFR1M+653.552 04/20/2037                                                                         | CUSIP: 38373MC57<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        7308 | PA      | $647.82        | 0.00%             | 2037-04-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7458                                                                                                 | CUSIP: 31417EJC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253626 | PA      | $228662.84     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.398% 10/25/2042                                                                                 | CUSIP: 31393BT47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1888 | PA      | $1883.24       | 0.00%             | 2042-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5% 07/15/2028 144A                                                                                                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      355000 | PA      | $349635.84     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 5.25% 08/01/2033                                                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21757.24      | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 6/46#V82414                                                                                                         | CUSIP: 3132L7VF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      204845 | PA      | $180695.57     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $870475.19     | 0.00%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 12/01/2041#MA4500                                                                                                 | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3777161 | PA      | $3085420.97    | 0.01%             | 2041-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 5.15% 09/15/2034                                                                                                  | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178080.51     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 11/20/2047#784391                                                                                                   | CUSIP: 3622A22Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5250576 | PA      | $4730375.23    | 0.01%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.75% 12/01/2028 144A                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $44852.68      | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A                                                                        | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      705000 | PA      | $689650.25     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                                                            | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1556324.91    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.54% 08/15/2047                                                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3947.02       | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $7643.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9080                                                                                                   | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163897 | PA      | $129426.75     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.15% 06/01/2030                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      390000 | PA      | $393664.49     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.7% 05/14/2045                                                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4315112.11    | 0.01%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                                                | DP WORLD PLC 2.375% 09/25/2026 144A                                                                                              | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |     1430000 | PA      | $1612327.64    | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 9/40 #004800                                                                                                       | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57692 | PA      | $55312.61      | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.087%/VAR 10/23/2029                                                                                      | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29400000 | PA      | $30702000.76   | 0.07%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.497%/VAR 05/20/2030 144A                                                                                           | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      285000 | PA      | $290406.04     | 0.00%             | 2030-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                                                        | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.5747% 10/15/2054 144A                                                     | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $384444.63     | 0.00%             | 2054-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2045#Q33547                                                                                                 | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      383637 | PA      | $351089.24     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                                                 | PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025                                                                                    | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $162211.99     | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#BJ2421                                                                                                 | CUSIP: 3140H3VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14187 | PA      | $12912.26      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1500000 | NC      | $-26260.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 07/20/2045#MA2962                                                                                                   | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      290533 | PA      | $275104.60     | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                                                    | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7381854 | PA      | $7391081.36    | 0.02%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Securities Lending Cash Central Fund                                                                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   481265577 | NS      | $481313703.06  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#MA4437                                                                                                   | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7605784 | PA      | $5932479.28    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166169.10     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020                                                                                  | TRICON AMERICAN HOMES 2020-SFR1 E 3.544% 07/17/2038 144A                                                                         | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $782238.40     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                                                   | SOUTHERN GAS NETWORKS PLC 3.5% 10/16/2030 REGS                                                                                   | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $682867.44     | 0.00%             | 2030-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT AUTH NY and NJ CONS-ONE HUNDRED SIXTY-EIGHT                                                                                 | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       70000 | PA      | $63245.24      | 0.00%             | 2051-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCRED LNS MTG PAS                                                                              | RESIDENTIAL ACCRED LNS MTG PAS 5.75% 04/25/2035                                                                                  | CUSIP: 76110H3A5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16958 | PA      | $14769.13      | 0.00%             | 2035-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                                               | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                                                               | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3098496 | PA      | $3094438.98    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2022-1                                                                         | HOMEWARD OPPORTUNITIES FD TR 2022-1 CSTR 07/25/2067 144A                                                                         | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $195803.90     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24221516 | PA      | $19827415.36   | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                                                  | JYSKE BANK AS 3.625%/VAR 04/29/2031 REGS                                                                                         | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      425000 | PA      | $488444.39     | 0.00%             | 2031-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 5.99% 09/01/2054 144A                                                                  | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      849744 | PA      | $853062.20     | 0.00%             | 2064-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                                                        | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                                             | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |      189957 | PA      | $167053.57     | 0.00%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNR 2003-25 KP 5 4/33                                                                                                            | CUSIP: 31393APU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       13601 | PA      | $13649.16      | 0.00%             | 2033-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 2/15/42                                                                                                                  | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9703646 | PA      | $4145718.76    | 0.01%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDINGS LLC                                                                                     | TECHNIMARK HOLDINGS TERM B 1LN 4/14/2031                                                                                         | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      571574 | PA      | $570145.48     | 0.00%             | 2031-04-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.187%/VAR 07/06/2027 144A                                                                                | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $709964.12     | 0.00%             | 2027-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTL INC                                                                                   | COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A                                                                                  | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119973.40     | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 TSFR1M+303.971 08/15/2041 144A                                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43000 | PA      | $42886.82      | 0.00%             | 2041-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.65% 03/01/2028                                                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1929000 | PA      | $1869577.66    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS1782                                                                                                   | CUSIP: 3140XG6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      703932 | PA      | $609246.39     | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      230000 | PA      | $235118.42     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                                                       | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5951000 | PA      | $5049835.79    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIR2                                                                                    | BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 A TSFR1M+169.093 10/14/2041 144A                                                          | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6109978 | PA      | $6115705.60    | 0.01%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#Q24165                                                                                                 | CUSIP: 3132M4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      175436 | PA      | $166193.69     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.092% 04/25/2027                                                                                 | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133972 | PA      | $131076.94     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 1.7% 10/01/2030                                                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3413547.87    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 2.1% 08/01/2032                                                                                                          | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       47000 | PA      | $38088.02      | 0.00%             | 2032-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                                                     | IMCD NV 2.125% 03/31/2027 REGS                                                                                                   | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $4946140.39    | 0.01%             | 2027-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2014-1                                                                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 VAR 06/25/2044 144A                                                        | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      585474 | PA      | $588681.51     | 0.00%             | 2044-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                               | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                                             | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      410000 | PA      | $371826.09     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78159600 | PA      | $68337747.34   | 0.16%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                                                | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      540000 | PA      | $598783.05     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC                                                                 | REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC A TSFR3M+138 09/06/2037 144A                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26000000 | PA      | $26056290.00   | 0.06%             | 2037-09-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                                                      | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2493825.38    | 0.01%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.95% 06/15/2041                                                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      640000 | PA      | $632667.92     | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.01 05/07/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6510000 | NC      | $272190.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING                                                                                        | STORE MASTER FUNDING 2.12% 06/20/2051 144A                                                                                       | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470625 | PA      | $1352565.18    | 0.00%             | 2051-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1196660.16    | 0.00%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                                  | MONDELEZ INTL INC 4.625% 07/03/2031                                                                                              | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3098594.38    | 0.01%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#SD8244                                                                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      982217 | PA      | $902011.08     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                                                    | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4545420 | PA      | $4409622.85    | 0.01%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                                                      | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      605000 | PA      | $524277.60     | 0.00%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-F                                                                        | NAVIENT PRIVATE ED REFI LN TR 2019-F 2.6% 08/15/2068 144A                                                                        | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1686319 | PA      | $1617903.23    | 0.00%             | 2068-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     9930000 | PA      | $8347811.39    | 0.02%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FM9777                                                                                                   | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1260567 | PA      | $1084312.10    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1242151.84    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3370006.80    | 0.01%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A                                                                         | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369318 | PA      | $370703.05     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                                              | PRET 2025-RPL2 4% 08/25/2064 144A                                                                                                | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2944347 | PA      | $2818685.62    | 0.01%             | 2064-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XII LTD                                                                                           | MAGNETITE XII LTD AR4 TSFR3M+115 10/15/2031 144A                                                                                 | CUSIP: 55953HBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1230082 | PA      | $1230077.42    | 0.00%             | 2031-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313081.58     | 0.00%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $546414.25     | 0.00%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#SD1924                                                                                                   | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1433094 | PA      | $1403367.71    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#CA7953                                                                                                 | CUSIP: 3140QFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1505153 | PA      | $1327537.92    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/52#SD8188                                                                                                        | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2178449 | PA      | $1697138.96    | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2048#BM4426                                                                                                 | CUSIP: 3140J84L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1279408 | PA      | $1159212.28    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 4.6% 05/15/2052                                                                                              | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      110000 | PA      | $91125.80      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 6% 08/15/2029                                                                                               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2904836.48    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.099%/VAR 05/22/2036                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      300000 | PA      | $348546.59     | 0.00%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 3.95% 05/15/2043                                                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      225000 | PA      | $179910.23     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34653                                                                                                   | CUSIP: 31307RE27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115611 | PA      | $112289.00     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.875% 06/01/2053                                                                                                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1738154.77    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC MFD HSG COP GTD (FREDMAC 6.5% 01/15/2028                                                                                   | CUSIP: 3133TD6D3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |         453 | PA      | $460.43        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A                                                                                   | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      483000 | PA      | $443394.00     | 0.00%             | 2054-11-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5336000 | PA      | $4668725.25    | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| REGATTA XX FDG LTD / REGATTA XX FDG LLC                                                                     | REGATTA XX FDG LTD / REGATTA XX FDG LLC AR TSFR3M+118 01/15/2038 144A                                                            | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1150000 | PA      | $1149945.95    | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH9861                                                                                                          | CUSIP: 3138AB5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         993 | PA      | $977.43        | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 2.9% 01/15/2027                                                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1122647.83    | 0.00%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                                                        | CELSIUS TERM B 1LN 04/01/2032                                                                                                    | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      180091 | PA      | $180822.39     | 0.00%             | 2032-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 B 2.42% 03/17/2031 144A                                                                | CUSIP: 75907VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $236572.00     | 0.00%             | 2031-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 06/15/2037                                                                                   | CUSIP: 31398KP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        7281 | PA      | $7458.65       | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                                     | FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+300 12/25/2050 144A                                                              | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3910000 | PA      | $4178422.67    | 0.01%             | 2050-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                                               | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      180000 | PA      | $173769.98     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048                                                                                     | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2868232 | PA      | $2507666.83    | 0.01%             | 2048-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.231% 06/01/2042                                                                                  | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $340042.95     | 0.00%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 02/20/2043#MA0783                                                                                                   | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      201728 | PA      | $186131.91     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2045                                                                                        | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4317000 | PA      | $3234714.63    | 0.01%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                                                                            | SYMPHONY CLO LTD A1AR TSFR3M+118 04/18/2033 144A                                                                                 | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4800000 | PA      | $4799774.40    | 0.01%             | 2033-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      450000 | PA      | $635841.37     | 0.00%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/44#AW7446                                                                                                        | CUSIP: 3138XXHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163510 | PA      | $154122.83     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 3.625% 08/21/2042                                                                                             | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      343000 | PA      | $262011.87     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                                                                      | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                                                                                      | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |     1015000 | PA      | $1116454.30    | 0.00%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIDGE 2022-SFR1 TRUST                                                                                      | BRIDGE 2022-SFR1 E1 TRUST 6.3% 11/17/2037 144A                                                                                   | CUSIP: 10805VAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2993561.40    | 0.01%             | 2037-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | RFR USD SOFR-3.69392 09/03/24 7Y CME                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -8625000 | NC      | $85238.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 05/15/2032                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      295000 | PA      | $272103.63     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 05/01/2036#BR1069                                                                                                 | CUSIP: 3140KYFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55829 | PA      | $49170.75      | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                                                    | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $57098.20      | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                                                         | VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4109000 | PA      | $4121096.90    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A                                                                                     | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1357110 | PA      | $1356262.14    | 0.00%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                                                   | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      629300 | PA      | $629300.01     | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                                            | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1665573 | PA      | $1381112.91    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS7746                                                                                                 | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1286664 | PA      | $1068525.37    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     8950324 | PA      | $10264879.93   | 0.02%             | 2054-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Core Plus Bond Inst                                                                                                        | CUSIP: 057071870<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   101082961 | NS      | $1019927079.87 | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 07/31/2027                                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    96725000 | PA      | $94446672.61   | 0.23%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.625% 12/15/2029                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     9777000 | PA      | $9415260.78    | 0.02%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 3.125% 07/15/2029                                                                                             | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |       64000 | PA      | $57600.00      | 0.00%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2042#AB6212                                                                                                   | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      416470 | PA      | $374639.09     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $345114.82     | 0.00%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4% 05/06/2054                                                                                                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112896.18     | 0.00%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RALI SER 2006 QS4 TR                                                                                        | RALI SER 2006 QS4 TR 6% 04/25/2036                                                                                               | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1234044 | PA      | $970239.20     | 0.00%             | 2036-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2041#AK4260                                                                                                 | CUSIP: 3138E8WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25597 | PA      | $25193.79      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-4                                                                                 | CHL MTG PASS THRU TR 2007-4 1A47 6% 05/25/2037                                                                                   | CUSIP: 12544RBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733641 | PA      | $324063.19     | 0.00%             | 2037-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 06/01/2051                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34764.44      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                                       | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                                                     | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      175000 | PA      | $168008.57     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1928928.64    | 0.00%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    10830000 | NC      | $19718.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2045#AS5645                                                                                                 | CUSIP: 3138WFHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229674 | PA      | $208599.08     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2046#BC0784                                                                                                 | CUSIP: 3140EU2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4475 | PA      | $4047.97       | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P D TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68968 | PA      | $68666.03      | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $4440274.68    | 0.01%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                                           | ARES CAPITAL CORP 3.875% 01/15/2026                                                                                              | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    13816000 | PA      | $13724331.25   | 0.03%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2051#MA7535                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9773405 | PA      | $8525119.15    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACC TRUST 2022-1                                                                                            | ACC TRUST 2022-1 3.24% 10/20/2025 144A                                                                                           | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      267495 | PA      | $78373.07      | 0.00%             | 2025-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049 144A                                                                         | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1135553.64    | 0.00%             | 2049-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2037#969230                                                                                                 | CUSIP: 31414LHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48561 | PA      | $49894.17      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2034#FM8940                                                                                                   | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      388717 | PA      | $378285.26     | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/39 #710776                                                                                                          | CUSIP: 36297FT93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27050 | PA      | $27177.13      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+150 03/15/2034 144A                                                                                       | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197000 | PA      | $197061.56     | 0.00%             | 2034-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATTA XIX FDG LTD / REGATTA XIX FDG LLC                                                                   | REGATTA XIX FDG LTD / REGATTA XIX FDG LLC A1 TSFR3M+132 04/20/2035 144A                                                          | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551338.15     | 0.00%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#AS8269                                                                                                   | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1606234 | PA      | $1405489.34    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                                              | MORGAN STANLEY BK NA SALT LAKE 4.952%/VAR 01/14/2028                                                                             | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      546000 | PA      | $549280.54     | 0.00%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      241000 | PA      | $235558.82     | 0.00%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2052#SD3490                                                                                                   | CUSIP: 3132DQ2X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1930651 | PA      | $1507709.97    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREED ABS TR 2021-3FP                                                                                       | FREED ABS TRUST 2021-3FP D 2.37% 11/20/2028 144A                                                                                 | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430967 | PA      | $428521.37     | 0.00%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $7681.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.4% 10/15/2029                                                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1743000 | PA      | $1715120.65    | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 4.75% 11/01/2028 144A                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      196000 | PA      | $188569.29     | 0.00%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.4% 10/15/2052                                                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      520000 | PA      | $339578.80     | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.97% 04/01/2028#AN1449                                                                                                | CUSIP: 3138LDTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174761 | PA      | $168647.33     | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11625000 | PA      | $10309461.53   | 0.02%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#FM9396                                                                                                   | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1512979 | PA      | $1274643.86    | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8181201 | PA      | $7275828.31    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS STEP 01/25/2045                                                                                       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781238 | PA      | $762446.80     | 0.00%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.85% 12/01/2042                                                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $545613.66     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/AUD settle 2025-07-08                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1303.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 01/25/2028                                                                                    | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      764904 | PA      | $740477.20     | 0.00%             | 2028-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 4.7% 06/15/2032                                                                                           | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39137.12      | 0.00%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR 3.171% 08/15/2050                                                                                             | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2610323.55    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 3.125% 05/15/2033                                                                                                       | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1403521.77    | 0.00%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/28/2029                                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1930000 | PA      | $1952692.57    | 0.00%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      630000 | NC      | $107414.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 6.625% 01/15/2032 144A                                                                                                   | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      230000 | PA      | $234768.36     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050                                                                                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      290000 | PA      | $183921.53     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053                                                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      120000 | PA      | $114224.99     | 0.00%             | 2053-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.834% 02/20/2031                                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1344039.94    | 0.00%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5                                                       | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5 STEP 06/25/2036                                                            | CUSIP: 07388CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      205901 | PA      | $199264.51     | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 6.316%/VAR 10/03/2029 144A                                                                                    | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3655000 | PA      | $3821548.04    | 0.01%             | 2029-10-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENEFIT STR PARTNERS CLO VIII LTD / BENEFIT STR PARTNERS CLO VIII LLC                                       | BENEFIT STR PARTNERS CLO VIII LTD / BENEFIT STR PARTNERS CLO VIII LLC A1AR TSFR3M+136.161 01/20/2031 144A                        | CUSIP: 08180XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      142254 | PA      | $142354.91     | 0.00%             | 2031-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWABS INC 2005-3 MF3 VAR 08/25/2035                                                                                              | CUSIP: 126673ZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1179789 | PA      | $880743.38     | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 SOCGEN  B                                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1000000 | NC      | $7597.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                                                   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58628.49      | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.4% 02/01/2031                                                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1795640.30    | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2046#G08737                                                                                                   | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      344593 | PA      | $301923.18     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 4.25% 03/15/2052                                                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7287.27       | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2042#AB9917                                                                                                     | CUSIP: 36178XAS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34581 | PA      | $32983.74      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 11/01/2034#CA4723                                                                                                 | CUSIP: 3140QCG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107067 | PA      | $103436.78     | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 04/01/2027#AB4924                                                                                                   | CUSIP: 31417BPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195530 | PA      | $192721.26     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                                                    | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      560000 | PA      | $568736.56     | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                                                      | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      607064 | PA      | $605926.19     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                                                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3420100 | PA      | $3253770.93    | 0.01%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                                                       | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.7% 06/20/2031 144A                                                                       | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       82000 | PA      | $82327.91      | 0.00%             | 2031-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                                                    | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                                                   | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124758.78     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 06/15/2049                                                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      510000 | PA      | $441090.20     | 0.00%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                                                     | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2636750 | PA      | $2587822.20    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      944000 | PA      | $884068.12     | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                                 | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1112261.70    | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A                                                            | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      291391 | PA      | $290752.49     | 0.00%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                                                        | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      956000 | PA      | $889363.36     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     3699000 | PA      | $3821529.38    | 0.01%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 02/20/2043#AD1755                                                                                                   | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      925473 | PA      | $859394.90     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                                                       | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    11572000 | PA      | $7501642.96    | 0.02%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                                                          | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      200000 | PA      | $169517.13     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 11/15/2044                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48680000 | PA      | $36669731.25   | 0.09%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORCHARD PK CLO LTD                                                                                          | ORCHARD PK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                                  | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $727730.43     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 03/20/2033                                                                                   | CUSIP: 38373SM61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        5572 | PA      | $5683.96       | 0.00%             | 2033-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/48#CA1545                                                                                                        | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109489 | PA      | $102353.25     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TRUST 2024-7IND A TSFR1M+144.3 10/15/2041 144A                                                                               | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $780487.50     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/41                                                                                                                  | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41450000 | PA      | $18521583.91   | 0.04%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 5.112% 12/14/2049                                                                                       | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $7944.56       | 0.00%             | 2049-12-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                              | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      288000 | PA      | $291961.44     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | TWITTER TERM B1 1LN 10/26/2029                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      243641 | PA      | $241170.22     | 0.00%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | ORO USD 10Y P 4.07800 L 06/27/25 BOA                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4200000 | NC      | $-9569.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                                                  | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251018.25     | 0.00%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC                                                           | MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A                                                | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24220000 | PA      | $24171560.00   | 0.06%             | 2038-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 05/25/2031                                                                                     | CUSIP: 31359SYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         586 | PA      | $600.06        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      747865 | PA      | $645049.51     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                                                       | HOLCIM FINANCE US LLC 5% 04/07/2030 144A                                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8051357.76    | 0.02%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 1.018460 3/12/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -4011480789 | NC      | $-55241.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#733816                                                                                                   | CUSIP: 3620AMGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137823 | PA      | $131880.50     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-1R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-1R A SOFR30A+350 PERP 144A                                                                   | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7141474 | PA      | $7277400.75    | 0.02%             | 2033-05-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#FM6100                                                                                                 | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53348 | PA      | $46985.96      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.25% 09/20/2051                                                                                  | CUSIP: 38383AKY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      707737 | PA      | $581311.84     | 0.00%             | 2051-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 03/25/2036                                                                                     | CUSIP: 31395BCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2947 | PA      | $3019.77       | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 12/01/2054#MA5554                                                                                                   | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1986044 | PA      | $2006242.60    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2054#MA9852                                                                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5786812 | PA      | $5846087.78    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2023-1                                                                                | REDWOOD FUNDING TRUST 2023-1 7.5% 07/25/2059 144A                                                                                | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      170419 | PA      | $170346.50     | 0.00%             | 2059-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $222133.06     | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215665 | PA      | $136234.70     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $614742.85     | 0.00%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2054#MA5419                                                                                                   | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1928394 | PA      | $1867753.68    | 0.00%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                                                     | MIDAS OPCO HOLDINGS LLC 5.625% 08/15/2029 144A                                                                                   | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      340000 | PA      | $319680.78     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 07/01/2036#SB8110                                                                                                 | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50308 | PA      | $44229.89      | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3203000 | PA      | $3265560.70    | 0.01%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                                                       | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $321393.46     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: IFS 1.504000 15-MAY-2027 CPT                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3029761 | NC      | $-18322.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                                                     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $330426.18     | 0.00%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                                  | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                                                    | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      493000 | PA      | $503862.76     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 11/20/2052#MA8429                                                                                                   | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1169306 | PA      | $1168599.83    | 0.00%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.65% 02/15/2033                                                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       81000 | PA      | $79420.66      | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                                                | FLEX INTERMEDIATE HOLDCO LLC 4.317% 12/30/2039 144A                                                                              | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |       47000 | PA      | $35956.49      | 0.00%             | 2039-12-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M3 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98516 | PA      | $96978.01      | 0.00%             | 2054-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 10/01/2033#BS9185                                                                                                | CUSIP: 3140LLF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3050000 | PA      | $2993672.91    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PK TR 2019-OBP                                                                                   | ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A                                                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4690000 | PA      | $4216019.69    | 0.01%             | 2054-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                                                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5528000 | PA      | $3854538.69    | 0.01%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.733%/VAR 05/17/2032                                                                                          | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      645000 | PA      | $661551.41     | 0.00%             | 2032-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                                                       | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028                                                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1343489 | PA      | $1351831.27    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                                                 | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44281 | PA      | $39055.92      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#QF2178                                                                                                   | CUSIP: 3133BPM39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      657805 | PA      | $604500.86     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#QB5148                                                                                                   | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18049 | PA      | $14139.97      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/EUR settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-91472.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X1                                                                      | AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A                                                                     | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288795 | PA      | $289111.90     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD BR2 TSFR3M+178 10/21/2037 144A                                                                         | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250778.75     | 0.00%             | 2037-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 3.5% 04/15/2051                                                                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      310000 | PA      | $207486.07     | 0.00%             | 2051-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2047                                                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     3381000 | PA      | $2787395.40    | 0.01%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 11/20/2032#738062                                                                                                     | CUSIP: 3620AR5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3863 | PA      | $3955.12       | 0.00%             | 2032-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 5.625% 07/15/2027 144A                                                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      784000 | PA      | $780865.02     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                                             | ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A                                                                                  | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4228000 | PA      | $4229120.42    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                                           | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |      315000 | PA      | $187814.69     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2032#AQ1607                                                                                                 | CUSIP: 3138MGYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6841 | PA      | $6589.02       | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-11CB 2A6 5.5 6/35                                                                                                     | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19093 | PA      | $15271.60      | 0.00%             | 2025-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+2076.235 02/15/2032                                                                       | CUSIP: 31393FVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         401 | PA      | $444.99        | 0.00%             | 2032-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 03/01/2045                                                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $894286.12     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 2.125% 08/15/2025 REGS                                                                                          | CUSIP: N/A<br>LEI: 2138005GYEXN7XRHFA84       | Long             | DBT              | CORP              | US        |      124000 | PA      | $166007.65     | 0.00%             | 2025-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2008-40 SA IO INVF 5/38                                                                                                      | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6948 | PA      | $414.71        | 0.00%             | 2038-05-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                            | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      345000 | PA      | $345625.49     | 0.00%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                                           | BDS 2024-FL13 LLC A TSFR1M+157.615 09/19/2039 144A                                                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262000 | PA      | $262163.93     | 0.00%             | 2039-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AL0038                                                                                                 | CUSIP: 3138EGBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55525 | PA      | $55801.86      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD A1RR TSFR3M+138 07/18/2037 144A                                                                              | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12027024.00   | 0.03%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2003-47 PE 5.75 6/33                                                                                                         | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4075 | PA      | $4178.94       | 0.00%             | 2033-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                                            | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     4867000 | PA      | $4867457.50    | 0.01%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P MTG TR                                                                                       | COMM 2013-300P MTG TR                                                                                                            | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $497580.85     | 0.00%             | 2030-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      821000 | PA      | $812503.96     | 0.00%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2052#BV4158                                                                                                 | CUSIP: 3140MHTQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22826 | PA      | $20261.09      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $779421.42     | 0.00%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3608                                                                                                 | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2420616 | PA      | $2154629.95    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 3.3% 03/01/2050                                                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      252000 | PA      | $170222.08     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 02/15/45                                                                                                            | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19945000 | PA      | $7198158.68    | 0.02%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+269.009 04/15/2029 144A                                                                                      | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1261383 | PA      | $1265986.72    | 0.00%             | 2041-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5890                                                                                                 | CUSIP: 3138WTRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12780 | PA      | $11188.92      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                                                  | CLUB CAR TERM 1LN 06/01/2028                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      438330 | PA      | $426004.27     | 0.00%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR 3.25 06/18/25 30Y LCH                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5000000 | NC      | $204576.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/43#AB8499                                                                                                     | CUSIP: 31417FNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39628 | PA      | $35689.00      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2043#AA6141                                                                                                   | CUSIP: 36178DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      418920 | PA      | $388897.11     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/20/2052#                                                                                                         | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23576014 | PA      | $19771241.61   | 0.05%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                                                                    | GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A                                                                          | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4445000 | PA      | $4442021.85    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.187% 09/25/2027                                                                                 | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1179597 | PA      | $1152074.49    | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2019-1 LTD                                                                                | PALMER SQUARE CLO 2019-1 LTD A1R TSFR3M+141.161 11/14/2034 144A                                                                  | CUSIP: 69700GAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250223.50     | 0.00%             | 2034-11-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                                              | CONTINENTAL RESOURCES INC OKLA 5.75% 01/15/2031 144A                                                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      770000 | PA      | $766563.80     | 0.00%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                                             | CSL FINANCE PLC 5.106% 04/03/2034 144A                                                                                           | CUSIP: 12661PAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      640000 | PA      | $639490.64     | 0.00%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: BRL/USD settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-149091.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-160 DY 4% 12/20/2040                                                                                                    | CUSIP: 38377RLW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      780272 | PA      | $755409.96     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                                                           | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $224674.90     | 0.00%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2042#Q06998                                                                                                 | CUSIP: 3132GSDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      327608 | PA      | $303852.83     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | SASC 2003-37A 2A CSTR 12/33                                                                                                      | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         852 | PA      | $810.46        | 0.00%             | 2033-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                                                 | SAMMONS FINANCIAL GROUP INC 6.875% 04/15/2034 144A                                                                               | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5955903.32    | 0.01%             | 2034-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                                          | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750283 | PA      | $1716295.76    | 0.00%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 09/20/2065                                                                            | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       62527 | PA      | $62732.87      | 0.00%             | 2065-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      950000 | PA      | $842828.13     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                                                       | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $998955.47     | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHMS 2017-KJ17 A2 2.982% 11/25/2025                                                                                              | CUSIP: 3137FBTG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3185 | PA      | $3170.54       | 0.00%             | 2025-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                                                    | ASGN INC 4.625% 05/15/2028 144A                                                                                                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106117.41     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.50% 9/39 #G06670                                                                                                          | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193285 | PA      | $205168.22     | 0.00%             | 2039-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 11/01/2053#CB7520                                                                                                 | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2719783 | PA      | $2818436.36    | 0.01%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A                                                        | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $154117.48     | 0.00%             | 2034-11-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+647.552 04/25/2036                                                                        | CUSIP: 31395BX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2801 | PA      | $249.82        | 0.00%             | 2036-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/01/2055 #TBA                                                                                                     | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    31450000 | PA      | $26346341.18   | 0.06%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 4.375% 12/31/2032 144A                                                                             | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      163000 | PA      | $117705.56     | 0.00%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                                                  | AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A                                                                                | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      240000 | PA      | $223363.14     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 6.7% 02/14/2033                                                                                                    | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      265000 | PA      | $269520.54     | 0.00%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2047                                                                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4722000 | PA      | $3460156.18    | 0.01%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                                            | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      713000 | PA      | $714321.90     | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 5.69% 02/18/2031                                                                      | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3329803.62    | 0.01%             | 2031-02-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO IV LTD / TRESTLES CLO IV LLC                                                                   | TRESTLES CLO IV LTD / TRESTLES CLO IV LLC A TSFR3M+143.161 07/21/2034 144A                                                       | CUSIP: 89532WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250107.25     | 0.00%             | 2034-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP AUTO LN TR 2023-3                                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3A C 7.62% 12/15/2033 144A                                                                | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4145418.00    | 0.01%             | 2033-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #793122                                                                                                          | CUSIP: 36177MPG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34410 | PA      | $32016.40      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 4.2% 04/01/2050                                                                                                   | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       40000 | PA      | $30785.32      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1497000 | PA      | $963641.04     | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.543%/VAR 01/17/2031                                                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     9164000 | PA      | $9146507.67    | 0.02%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172412.81     | 0.00%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |       70000 | NC      | $11934.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                                                 | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3540479 | PA      | $3169140.50    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2006-17                                                                             | CHL MTG PASS-THROUGH TR 2006-17 A6 6% 12/25/2036                                                                                 | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14014 | PA      | $5883.67       | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 09/20/2042 #MA0391                                                                                                  | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      313625 | PA      | $284112.91     | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#SD8373                                                                                                   | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1015565 | PA      | $1027559.24    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2032#C91403                                                                                                 | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1865991 | PA      | $1822746.61    | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 D 5.47% 05/15/2031                                                                 | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8100000 | PA      | $8144582.40    | 0.02%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#SD7535                                                                                                 | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9946832 | PA      | $8263573.68    | 0.02%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL LUX LP 7.875% 10/15/2029 144A                                                                                        | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      298350 | PA      | $158125.50     | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2046                                                                                     | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      148557 | PA      | $136490.31     | 0.00%             | 2046-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.7% 09/15/2049                                                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      163000 | PA      | $113597.73     | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8912.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32120000 | PA      | $15004807.89   | 0.04%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.714%/VAR 10/19/2029 144A                                                                                               | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4540000 | PA      | $4776500.81    | 0.01%             | 2029-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2051                                                                                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39600000 | PA      | $26037888.54   | 0.06%             | 2051-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                                                         | TREEHOUSE FOODS INC 4% 09/01/2028                                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |      505000 | PA      | $459944.20     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      548299 | PA      | $453123.18     | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#CB6911                                                                                                 | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1274413 | PA      | $1276378.48    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV                                                     | JOBSOHIO BEVERA 2.833% 1/1/2038                                                                                                  | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      325000 | PA      | $262142.99     | 0.00%             | 2038-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2050#SD7525                                                                                                 | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4580121 | PA      | $3809340.93    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                                                       | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                                                     | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $91132.94      | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AS9172                                                                                                   | CUSIP: 3138WKFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18162 | PA      | $17164.97      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 F1 TR 3.275% 08/17/2038 144A                                                                                      | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380318 | PA      | $367666.80     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.125% 11/15/2031                                                                                             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1415048.91    | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2024-2                                                                            | DRIVE AUTO RECEIVABLES TR 2024-2 4.94% 05/17/2032                                                                                | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2191921.82    | 0.01%             | 2032-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2052#CB5273                                                                                                   | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1754693 | PA      | $1718295.63    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                                                              | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54843.91      | 0.00%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       17021 | PA      | $24983.94      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.02%/VAR 01/24/2036                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1207071.66    | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NJ TPK 1.963% 1/1/2032                                                                                                           | CUSIP: 646140DV2<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $854745.80     | 0.00%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                                                      | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                                                        | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |      257964 | PA      | $247774.07     | 0.00%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 02/01/2029#J27464                                                                                                 | CUSIP: 31307GJH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88292 | PA      | $87153.85      | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2032#MA3060                                                                                                   | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      542350 | PA      | $523965.03     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2044#MA2303                                                                                                   | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      960529 | PA      | $878495.96     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL4 LLC                                                                                          | PRET 2024-NPL4 LLC 6.9961% 07/25/2054 144A                                                                                       | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-CBDO         | CORP              | US        |      310402 | PA      | $310237.03     | 0.00%             | 2054-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1 A1 5.664% 01/25/2065 144A                                                                 | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3028618 | PA      | $3029265.30    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FDG LTD / REGATTA 30 FDG LLC                                                                     | REGATTA 30 FDG LTD / REGATTA 30 FDG LLC A1 TSFR3M+132 01/25/2038 144A                                                            | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250437.75     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885802 12/15/56 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $13019.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                                               | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2091000 | PA      | $2114630.60    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.8% 10/15/2034                                                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      912000 | PA      | $887992.07     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/52#SD7552                                                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7839677 | PA      | $6495853.35    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                                          | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      317000 | PA      | $282145.87     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                                               | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                                                     | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3215000 | PA      | $3214774.95    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 3/37 #256636                                                                                                          | CUSIP: 31371NBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94744 | PA      | $97400.34      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                                               | BOSTON GAS CO 3.001% 08/01/2029 144A                                                                                             | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       15000 | PA      | $13882.15      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                                             | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1159920.47    | 0.00%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 4.25% 04/01/2052                                                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $5242938.59    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S MTG TR                                                                                       | COMM 2016-787S A CSTR 02/10/2036 144A                                                                                            | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4035000 | PA      | $3971380.96    | 0.01%             | 2036-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2040#                                                                                                         | CUSIP: 312943B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205732 | PA      | $196474.07     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC / HAT HOLDINGS II LLC                                                                    | HAT HOLDINGS I LLC / II LLC 3.375% 06/15/2026 144A                                                                               | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $141157.08     | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                                                          | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220055.80     | 0.00%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+245 10/15/2041 144A                                                                                      | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      847000 | PA      | $846470.20     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                                                        | EAST OHIO GAS CO/THE 2% 06/15/2030 144A                                                                                          | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1718621.47    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NTS 2025-FL4                                                                                  | GREYSTONE CRE NOTES 2025-FL4 LLC A TSFR1M+ 01/15/2043 144A                                                                       | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249369.73     | 0.00%             | 2043-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194656.02     | 0.00%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 5.15% 11/15/2041                                                                                                     | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2416990.38    | 0.01%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                                                                    | MORGAN STANLEY CAPITAL I TRUST 2019-PLND A TSFR1M+111.448 05/15/2036 144A                                                        | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $246004.00     | 0.00%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                                                 | JUNIPER VALLEY PARK CLO LLC BR TSFR3M+155 07/20/2036 144A                                                                        | CUSIP: 48206KAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249614.25     | 0.00%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.375% 04/15/2031                                                                                                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201283.13     | 0.00%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4% 08/24/2034                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    10853519 | PA      | $515879.30     | 0.00%             | 2034-08-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2022-1 LTD                                                                                        | RADNOR RE 2022-1 LTD SOFR30A+675 09/25/2032 144A                                                                                 | CUSIP: 75049XAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357363 | PA      | $372265.18     | 0.00%             | 2032-09-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      676000 | PA      | $497507.17     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.625% 12/15/2027 144A                                                                                         | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10819.09      | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.904%/VAR 11/03/2042                                                                                              | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      495000 | PA      | $340367.10     | 0.00%             | 2042-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y C 3.73800 L 06/12/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -2100000 | NC      | $-4518.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#SB8073                                                                                                 | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1754290 | PA      | $1547275.34    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 5.15% 2/1/2036                                                                                                     | CUSIP: 64971X6S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $744412.43     | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                                                      | KOREA DEVELOPMENT BANK 3% 01/13/2026                                                                                             | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    13000000 | PA      | $12878500.96   | 0.03%             | 2026-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.42% 11/20/2037 144A                                                                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2996000 | PA      | $3021813.84    | 0.01%             | 2037-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-33951.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2072                                                                                                   | CUSIP: 3133USJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2222241 | PA      | $1747922.19    | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9501                                                                                                   | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      766018 | PA      | $784879.71     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q17518                                                                                                 | CUSIP: 3132J8YQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44085 | PA      | $41879.78      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/45#MA2495                                                                                                   | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      488411 | PA      | $443289.93     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 3.97% 07/17/2046 144A                                                                                         | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      101143 | PA      | $97905.68      | 0.00%             | 2046-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 2.91808% 11/30/2060 144A                                                                                  | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1016795 | PA      | $901386.00     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.875% 09/15/2029 144A                                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1206367.42    | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                                         | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $529494.59     | 0.00%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TR                                                                                            | OBX 2024-NQM2 A1 TR 5.878% 12/25/2063 144A                                                                                       | CUSIP: 67118HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      948642 | PA      | $950296.05     | 0.00%             | 2063-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 02/01/2042#MA4540                                                                                                   | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      689636 | PA      | $580349.68     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/40 #AD7859                                                                                                          | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77799 | PA      | $78193.43      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                                                              | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40980.79      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                          | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                                                                          | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      450000 | PA      | $504806.10     | 0.00%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2035#AB0067                                                                                                   | CUSIP: 31416VCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      635607 | PA      | $639057.00     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.625% 11/01/2030 144A                                                                                     | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      425000 | PA      | $419122.46     | 0.00%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 5.125% 02/15/2034                                                                                                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248716.05     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2052#SD2253                                                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45043 | PA      | $40023.44      | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2041#AI3533                                                                                                 | CUSIP: 3138AG4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25737 | PA      | $25431.33      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2042#AK2415                                                                                                 | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264447 | PA      | $251119.33     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                                          | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2053212.38    | 0.00%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+613.552 08/15/2036                                                                        | CUSIP: 31397APP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2464 | PA      | $173.70        | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                                                  | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     9574000 | PA      | $7844472.79    | 0.02%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 12/15/2050                                                                             | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1913526 | PA      | $1925344.08    | 0.00%             | 2050-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.9% 10/01/2027                                                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1542000 | PA      | $1516458.77    | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.7% 04/15/2048                                                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $1836221.56    | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2034#745318                                                                                                   | CUSIP: 31403DAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      448575 | PA      | $445570.71     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 3/36 #003829                                                                                                          | CUSIP: 36202EHE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14964 | PA      | $15062.87      | 0.00%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2A C 7.15% 09/15/2033 144A                                                                | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $672140.09     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2050#FS5024                                                                                                   | CUSIP: 3140XLSN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319268 | PA      | $298261.01     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 2.875% 11/15/2029                                                                                             | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      265000 | PA      | $246369.14     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/44#G07828                                                                                                      | CUSIP: 3128MAA58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136115 | PA      | $132406.80     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                                                 | TEXAS ST BUILD AMERICA BONDS TAXABLE                                                                                             | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      340000 | PA      | $342184.33     | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2024-A LLC                                                                       | ELFI GRADUATE LOAN PROGRAM 2024-A LLC 5.56% 08/25/2049 144A                                                                      | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1079322 | PA      | $1088109.21    | 0.00%             | 2049-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#RA7485                                                                                                   | CUSIP: 3133KPJ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90455 | PA      | $83097.33      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.15% 01/30/2030                                                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      334000 | PA      | $338021.25     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.6% 03/02/2043                                                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     7027000 | PA      | $6819439.99    | 0.02%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61749.36      | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                                        | ARAMARK SERVICES INC 5% 02/01/2028 144A                                                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1968822.22    | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2.8% 08/12/2041                                                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      390000 | PA      | $254272.30     | 0.00%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $294175.50     | 0.00%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM9441                                                                                                   | CUSIP: 3140XDP34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19227 | PA      | $15050.68      | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       50000 | NC      | $8524.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4157                                                                                                   | CUSIP: 3140QPTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6986720 | PA      | $6418384.32    | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/44#AV8070                                                                                                      | CUSIP: 3138XK6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3593 | PA      | $3332.70       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $1445204.83    | 0.00%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $457339.28     | 0.00%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.5% 07/15/2031                                                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      283000 | PA      | $242944.36     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 08/15/2044                                                                                      | CUSIP: 3132J0AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       40759 | PA      | $36393.87      | 0.00%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K61 MORTGAGE TRUST                                                                               | FREMF 2017-K61 C MORTGAGE TRUST CSTR 12/25/2049 144A                                                                             | CUSIP: 30296AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156369 | PA      | $151918.07     | 0.00%             | 2049-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      904464 | PA      | $740382.63     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.8% 01/15/2051                                                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $866714.60     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+608.552 02/20/2037                                                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11143 | PA      | $898.58        | 0.00%             | 2037-02-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT SEP25 UXYU5                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -936 | NC      | $-1260020.16   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 5.121%/VAR 04/04/2031                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1022817.82    | 0.00%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 06/01/2043                                                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1325000 | PA      | $1156555.40    | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2042#AX5292                                                                                                   | CUSIP: 3138Y63A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      245987 | PA      | $247220.16     | 0.00%             | 2042-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.95% 09/09/2029 144A                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3911242.97    | 0.01%             | 2029-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.05% 03/15/2051                                                                                             | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      334000 | PA      | $208773.11     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#MA4019                                                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2504979 | PA      | $2065416.29    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3952000 | PA      | $3826879.32    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2054#                                                                                                         | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4361036 | PA      | $4230714.31    | 0.01%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 6.75% 01/15/2028                                                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      345000 | PA      | $363637.94     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#QC2540                                                                                                 | CUSIP: 3133ALZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      382530 | PA      | $317437.64     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME RE 2021-2 LTD                                                                                          | HOME RE 2021-2 M1C LTD SOFR30A+280 01/25/2034 144A                                                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      267136 | PA      | $268760.16     | 0.00%             | 2034-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13939416 | PA      | $12398988.86   | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.5% 07/15/2044                                                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $4235919.55    | 0.01%             | 2044-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-BHP A                                                                                            | BAMLL 2024-BHP A TSFR1M+235 08/15/2039 144A                                                                                      | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $281354.84     | 0.00%             | 2039-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#BC0532                                                                                                   | CUSIP: 3140EUSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26508 | PA      | $24797.32      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 9YR 4.73% 10/01/2032#BS8959                                                                                                 | CUSIP: 3140LK5V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536805 | PA      | $533651.43     | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#MA2519                                                                                                   | CUSIP: 31418BYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62789 | PA      | $58775.15      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/34#FM0045                                                                                                        | CUSIP: 3140X3BP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217079 | PA      | $206793.73     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILFC E CAPITAL TR I                                                                                         | ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A                                                                               | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $128872.94     | 0.00%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/41 #004945                                                                                                       | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10853 | PA      | $10401.07      | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#                                                                                                         | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42582 | PA      | $36854.58      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.55% 01/15/2037                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      443000 | PA      | $423037.91     | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                                                     | WISCONSIN PWR and LT CO 4.1% 10/15/2044                                                                                          | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $183671.22     | 0.00%             | 2044-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2053#SD8348                                                                                                   | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5509367 | PA      | $5344729.41    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2052#CL5137                                                                                                     | CUSIP: 3617YCV68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      252468 | PA      | $231988.89     | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.5% 01/23/2029                                                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      990000 | PA      | $944252.10     | 0.00%             | 2029-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 05/01/2054#SD7570                                                                                                   | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3612010 | PA      | $3699820.84    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#CA7597                                                                                                 | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      430814 | PA      | $359120.98     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052                                                                    | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2880073 | PA      | $2792606.99    | 0.01%             | 2052-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO INC 8% 11/17/2028 144A                                                                                                   | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3396855.51    | 0.01%             | 2028-11-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.65% 11/04/2044                                                                                          | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1110164.19    | 0.00%             | 2044-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B1 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      161766 | PA      | $91589.97      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                                                                  | MEDCO CYPRESS TREE PTE LTD 8.625% 05/19/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 254900NKZ2Y3YZK4WC46       | Long             | DBT              | CORP              | SG        |      900000 | PA      | $904950.00     | 0.00%             | 2030-05-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.116%/VAR 10/19/2032 144A                                                                                               | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $429025.20     | 0.00%             | 2032-10-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3MEUR+0 07/20/2038 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       86311 | PA      | $98341.96      | 0.00%             | 2038-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                                      | MORGAN STANLEY CAPITAL I TRUST 2019-H6 3% 06/15/2052 144A                                                                        | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $13417.79      | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2054#CB9336                                                                                                   | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2110787 | PA      | $2162102.14    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1434056.90    | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#RA6988                                                                                                   | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7283053 | PA      | $6240822.43    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      651000 | PA      | $661527.50     | 0.00%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#CB6724                                                                                                 | CUSIP: 3140QSPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      971584 | PA      | $920447.76     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A TSFR1M+91.448 04/20/2062 144A                                                                        | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      893150 | PA      | $891977.61     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                                              | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                                                           | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3525000 | PA      | $3453618.75    | 0.01%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2032#D98914                                                                                                   | CUSIP: 3128E53X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30767 | PA      | $30322.40      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 2.7% 05/28/2050                                                                                                       | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      329000 | PA      | $197934.36     | 0.00%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.5% 06/01/2031                                                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      190000 | PA      | $162746.55     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8292                                                                                                   | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      616885 | PA      | $604089.03     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#RA7659                                                                                                 | CUSIP: 3133KPQL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11476090 | PA      | $10218641.19   | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 11/25/2032                                                                                    | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109567 | PA      | $105988.89     | 0.00%             | 2032-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/45#AZ7723                                                                                                   | CUSIP: 3140E0SM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3287 | PA      | $3157.36       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 07/01/2032#G16459                                                                                                 | CUSIP: 3128MFMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      171653 | PA      | $167736.77     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                                                 | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1773703 | PA      | $1464678.74    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                                                    | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2309493.48    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2041#005258                                                                                                   | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1265033 | PA      | $1172102.79    | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                                              | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                                                   | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8921000 | PA      | $8805039.49    | 0.02%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2047#MA4323                                                                                                   | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104833 | PA      | $101546.18     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/46#MA3664                                                                                                          | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74838 | PA      | $70007.34      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-6                                                                                     | ANGEL OAK MTG TR 2021-6 1.458% 09/25/2066 144A                                                                                   | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2911888 | PA      | $2404753.78    | 0.01%             | 2066-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.384%/VAR 01/23/2030                                                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      905000 | PA      | $925614.41     | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.844% 06/20/2030                                                                                               | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $722400.00     | 0.00%             | 2030-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2047#RA7313                                                                                                 | CUSIP: 3133KPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      658752 | PA      | $589041.71     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 0% 07/15/2034                                                                                         | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      230000 | PA      | $150982.92     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 1/30 #MA0295                                                                                                          | CUSIP: 31417YKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2428 | PA      | $2440.91       | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 2.75% 04/01/2050                                                                                             | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      298000 | PA      | $176596.91     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7140                                                                                                 | CUSIP: 3138WG5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      610547 | PA      | $585301.27     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229000 | PA      | $221407.46     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                                                    | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                                                        | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1693000 | PA      | $1698745.70    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD A TSFR3M+136.161 05/20/2031 144A                                                                   | CUSIP: 77342JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      284285 | PA      | $284514.28     | 0.00%             | 2031-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2507 | NC      | $1695104.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#MA4501                                                                                                   | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288989 | PA      | $243620.00     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.125% 01/18/2028 144A                                                                                                   | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      541000 | PA      | $547765.64     | 0.00%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-54CB 1A11 5.5 11/35                                                                                                   | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13297 | PA      | $9856.63       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2042#MA0535                                                                                                     | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14494 | PA      | $13832.95      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AL7623                                                                                                        | CUSIP: 3138EQPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      605118 | PA      | $571282.16     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      530000 | PA      | $500731.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2045#FM2986                                                                                                   | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6728532 | PA      | $6343159.18    | 0.02%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5633                                                                                                   | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      500292 | PA      | $395228.74     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO VII DAC                                                                                          | HENLEY CLO VII DAC AR 3MEUR+99 04/25/2034 144A                                                                                   | CUSIP: N/A<br>LEI: 635400SRJSVJPTMR4D89       | Long             | ABS-CBDO         | CORP              | IE        |     3700000 | PA      | $4198824.95    | 0.01%             | 2034-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 07/01/2041#                                                                                                         | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35314 | PA      | $29857.07      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    10048000 | PA      | $10070895.27   | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 M1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $517368.47     | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC TSFR1M+46.448 11/25/2035                                                                                               | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      139261 | PA      | $103424.83     | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#BN6593                                                                                                 | CUSIP: 3140JPKF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42938 | PA      | $38837.18      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2045#MA2490                                                                                                 | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89400 | PA      | $86238.53      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2017-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2017-ATRM TSFR1M+122.7 11/15/2019 144A                                                                 | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2468048 | PA      | $2412516.00    | 0.01%             | 2036-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VI LTD                                                                                          | ELMWOOD CLO VI LTD ARR TSFR3M+138 07/18/2037 144A                                                                                | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250575.50     | 0.00%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#QC9114                                                                                                   | CUSIP: 3133AUDT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      723714 | PA      | $571505.10     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                         | MACQUARIE GROUP LTD 2.691%/VAR 06/23/2032 144A                                                                                   | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      166000 | PA      | $144697.46     | 0.00%             | 2032-06-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2047#BH0967                                                                                                 | CUSIP: 3140GPCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121106 | PA      | $116293.12     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.9% 03/01/2038                                                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      435000 | PA      | $368288.34     | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 5.113% 05/03/2029                                                                                             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $384475.70     | 0.00%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3507000 | PA      | $3544240.83    | 0.01%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     2311000 | PA      | $2271870.59    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 A2 6.956% 09/25/2063 144A                                                              | CUSIP: 10569DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      704515 | PA      | $710410.32     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 9.75% 01/15/2029                                                                                   | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $184106.20     | 0.00%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                                   | COREBRIDGE GLOBAL FUNDING 4.65% 08/20/2027 144A                                                                                  | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1102610.29    | 0.00%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.5% 03/01/2031                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $3188287.14    | 0.01%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $99711.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 05/01/2040#FS0198                                                                                                   | CUSIP: 3140XFGG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1622276 | PA      | $1547471.70    | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-13                                                                            | JP MORGAN MORTGAGE TRUST 2021-13 A3 2.5% 04/25/2052 144A                                                                         | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10915395 | PA      | $8682855.78    | 0.02%             | 2052-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 2.875% 10/28/2031                                                                                            | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2332000 | PA      | $1976828.80    | 0.00%             | 2031-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 4% 06/01/2049                                                                                                      | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       17000 | PA      | $12383.07      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      910000 | PA      | $929472.18     | 0.00%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #783550                                                                                                          | CUSIP: 36241L5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1523497 | PA      | $1415813.11    | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 03/20/2035#738049                                                                                                     | CUSIP: 3620AR5J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2816 | PA      | $2903.89       | 0.00%             | 2035-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                                                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $443283.99     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6374521 | PA      | $6381394.84    | 0.02%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                                                            | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |      323000 | PA      | $318810.32     | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                                                 | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1963991 | PA      | $1618813.30    | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025                                                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       97686 | PA      | $97513.04      | 0.00%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   206825000 | PA      | $160854896.60  | 0.39%             | 2055-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 3.3% 07/01/2030                                                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      161000 | PA      | $148873.52     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 1.8% 03/15/2033                                                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       32000 | PA      | $25288.06      | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 2.15% 01/15/2031                                                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      285000 | PA      | $249537.77     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 07/37#AD0688                                                                                                      | CUSIP: 31418MXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47201 | PA      | $49008.83      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                                           | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251555.39     | 0.00%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2001-W3 A 7% 9/41                                                                                                            | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2499 | PA      | $2448.58       | 0.00%             | 2041-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.81% 06/01/2031#BZ1178                                                                                                | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261000 | PA      | $269058.04     | 0.00%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1440000 | PA      | $1365007.33    | 0.00%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      245000 | PA      | $248317.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.7% 04/01/2029                                                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1356124.20    | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2043 #MA1090                                                                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117002 | PA      | $107833.82     | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K48 MTG TR                                                                                       | FREMF 2015-K48 B CSTR 06/25 144A                                                                                                 | CUSIP: 30293HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470571 | PA      | $468981.93     | 0.00%             | 2048-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#BW6180                                                                                                   | CUSIP: 3140MX2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299789 | PA      | $275496.51     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0443                                                                                                 | CUSIP: 3140QKP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2981699 | PA      | $2472460.18    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       79000 | PA      | $76028.60      | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 6.25% 07/01/2033 144A                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124998.96     | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2052#MA4803                                                                                                 | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97429 | PA      | $86510.07      | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.3% 04/15/2047                                                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $191240.75     | 0.00%             | 2047-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.55% 07/15/2033                                                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      245000 | PA      | $249359.79     | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 4.875% 10/01/2029                                                                                                        | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67899.93      | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC                                                         | TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC A1R TSFR3M+119 01/20/2037 144A                                               | CUSIP: 89624CDG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16000000 | PA      | $15949040.00   | 0.04%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                                                          | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      342000 | PA      | $300171.20     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSSG TRUST 2017-237P                                                                                        | MSSG TRUST 2017-237P 3.397% 09/13/2039 144A                                                                                      | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1619482.55    | 0.00%             | 2039-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/35 #357953                                                                                                          | CUSIP: 31376KTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12581 | PA      | $13098.55      | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 05/01/2039#FM1194                                                                                                 | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      990309 | PA      | $973235.13     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+66.948 07/25/2037 144A                                                                       | CUSIP: 07325YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13465 | PA      | $12394.87      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                                          | PRET 2025-NPL3 LLC A1 6.7076% 04/25/2055 144A                                                                                    | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3501327.20    | 0.01%             | 2055-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 07/01/2036#AN1812                                                                                                | CUSIP: 3138LEAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      318850 | PA      | $294430.81     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2051#FS5154                                                                                                   | CUSIP: 3140XLWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716936 | PA      | $670882.88     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-UBS12                                                                          | MORGAN STANLEY TR 2016-UBS12 A3 3.337% 12/15/2049                                                                                | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1852015 | PA      | $1812340.03    | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TR                                                                         | STREAM INNOVATIONS 2025-1A ISSUER TR A 5.05% 09/15/2045 144A                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4831000 | PA      | $4839695.80    | 0.01%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24041500 | PA      | $23571000.39   | 0.06%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.125% 03/01/2027                                                                                                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2352678.88    | 0.01%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1293                                                                                                 | CUSIP: 3132DNNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      603039 | PA      | $571159.20     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q27808                                                                                                 | CUSIP: 3132M8KV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13305 | PA      | $12644.87      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811553 | PA      | $812313.71     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC                                                                     | PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC DRR TSFR3M+250 05/18/2034 144A                                                           | CUSIP: 72132YBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      935000 | PA      | $929905.19     | 0.00%             | 2034-05-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                          | SONOCO PRODUCTS CO 3.125% 05/01/2030                                                                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      802000 | PA      | $736613.95     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2036#FS0566                                                                                                 | CUSIP: 3140XFTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1215450 | PA      | $1176143.62    | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+279.026 03/15/2028 144A                                                                      | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1402625.00    | 0.00%             | 2028-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW5723                                                                                                 | CUSIP: 3138XVLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97861 | PA      | $94387.52      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2047#BM3500                                                                                                   | CUSIP: 3140J73J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99391 | PA      | $92726.96      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM 1LN 12/30/2029                                                                                                        | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      186387 | PA      | $183591.55     | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2052#SD8191                                                                                                 | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2549455 | PA      | $2273773.05    | 0.01%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 6.15% 06/01/2037                                                                                | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24045.70      | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SA                                                                                          | PENTAIR FINANCE SA 4.5% 07/01/2029                                                                                               | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     9495000 | PA      | $9356822.21    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 4.772% 12/09/2029 144A                                                                            | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12752847.49   | 0.03%             | 2029-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2046#G08741                                                                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4250377 | PA      | $3724063.35    | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.335%/VAR 09/10/2035                                                                                               | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11000000 | PA      | $10696977.17   | 0.03%             | 2035-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 3.25% 03/15/2050                                                                                                   | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      115000 | PA      | $75290.74      | 0.00%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                                                        | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.2515% 06/15/2054 144A                                                     | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $8266617.85    | 0.02%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2062#BF0655                                                                                                 | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5141702 | PA      | $4520475.34    | 0.01%             | 2062-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                                               | DR HORTON INC 5% 10/15/2034                                                                                                      | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      510000 | PA      | $496124.28     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK VAR 06/16/2042 144A                                                                                     | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97000 | PA      | $96757.50      | 0.00%             | 2042-06-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.75% 10/17/2040 144A                                                                          | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3231000 | PA      | $3108143.49    | 0.01%             | 2040-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS2588                                                                                                 | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1285542 | PA      | $1217580.38    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 08/20/2052#MA8200                                                                                                     | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7167127 | PA      | $6603678.56    | 0.02%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2032                                                                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4230000 | PA      | $3900853.13    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                                        | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142811.76     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                                                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1004554.68    | 0.00%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 12/20/2052#MA8492                                                                                                     | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6771424 | PA      | $6870410.73    | 0.02%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 5/37 #190379                                                                                                          | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88234 | PA      | $90728.86      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/TWD settle 2025-08-20                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-44218.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/GBP settle 2025-07-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $77871.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.25% 02/01/2035                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $2699441.57    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS3728                                                                                                 | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1573360 | PA      | $1454320.69    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                                                   | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199750.00     | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 7.21% 06/21/2032 144A                                                                                     | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101227.72     | 0.00%             | 2032-06-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: EUR/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $90306.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1 MTG TR                                                                                       | CFSP 2024-AHP1 A MTG TR 6.5% 04/15/2037                                                                                          | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570814 | PA      | $546188.65     | 0.00%             | 2037-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2024-HB2                                                                        | ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A                                                                        | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      619582 | PA      | $617181.86     | 0.00%             | 2037-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181448.28     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2162929.40    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.625% 08/15/2035                                                                                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1242411.97    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2054#MA5549                                                                                                 | CUSIP: 31418FEX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15517888 | PA      | $13771504.77   | 0.03%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2047#G61657                                                                                                   | CUSIP: 31335BZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109963 | PA      | $109222.76     | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2030#BM4716                                                                                                 | CUSIP: 3140J9G21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339137 | PA      | $333161.17     | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                                                     | STAR ENERGY GEOTHERMAL WAYANG 6.75% 04/24/2033 REGS                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      616050 | PA      | $616435.03     | 0.00%             | 2033-04-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                                               | WOLFSPEED INC STEP 06/23/2030 144A                                                                                               | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      210592 | PA      | $202694.91     | 0.00%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                                                            | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      800000 | PA      | $906190.84     | 0.00%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 4.625% 03/15/2029                                                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2409472.10    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.1% 06/15/2030                                                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5379000 | PA      | $5122295.89    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                                               | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $230496.35     | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 8/42#AP4263                                                                                                         | CUSIP: 3138M7WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29534 | PA      | $26980.33      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                                                        | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      603000 | PA      | $577290.95     | 0.00%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                                                           | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      208784 | PA      | $184065.13     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2056#BF0131                                                                                                 | CUSIP: 3140FXED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      745005 | PA      | $663588.34     | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.25% MAC 06/18/35                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     2881000 | NC      | $1745.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2011348.40    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2007-9 CI INVF 03/37                                                                                                         | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6980 | PA      | $653.09        | 0.00%             | 2037-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2019-A LLC 3.45% 01/25/2034 144A                                                                      | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18434 | PA      | $18081.50      | 0.00%             | 2034-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 4% 03/07/2049                                                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $155407.66     | 0.00%             | 2049-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 TR                                                                           | PROGRESS RESIDENTIAL TRUST 25-SFR2 E1 3.725% 04/17/2042 144A                                                                     | CUSIP: 74334GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3068122.60    | 0.01%             | 2042-04-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                            | VAIL RESORTS INC 6.5% 05/15/2032 144A                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      450000 | PA      | $460979.55     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 4.25%/VAR 07/16/2035 REGS                                                                                                | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231656.33     | 0.00%             | 2035-07-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      840000 | PA      | $836116.67     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BJ5254                                                                                                   | CUSIP: 3140H6ZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82999 | PA      | $77356.12      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $192542.30     | 0.00%             | 2030-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                                          | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                                                        | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3197691 | PA      | $3080246.73    | 0.01%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                                  | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1340957.84    | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                                                 | NAKILAT INC 6.067% 12/31/2033 144A                                                                                               | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      512773 | PA      | $533581.72     | 0.00%             | 2033-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                                                      | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3981000 | PA      | $3959132.37    | 0.01%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.25% 12/01/2027                                                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4118303.30    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#RA8766                                                                                                   | CUSIP: 3133KQW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1010874 | PA      | $984535.75     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.8% 01/15/2030                                                                                           | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6450000 | PA      | $6480203.09    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                                                                   | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $193800.00     | 0.00%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#BF0533                                                                                                 | CUSIP: 3140FXSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      501927 | PA      | $424830.84     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      520000 | PA      | $505252.34     | 0.00%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 1/37 #661586                                                                                                          | CUSIP: 36294V6X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         849 | PA      | $857.43        | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 5.5% 06/15/2034                                                                                                     | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90107.70      | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-38773.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 5.2% 09/15/2033                                                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      490000 | PA      | $501214.01     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/46#BC3920                                                                                                        | CUSIP: 3140EYLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89014 | PA      | $83212.20      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2045#AZ1709                                                                                                 | CUSIP: 3138YS3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      358723 | PA      | $346596.61     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 4.32% 07/01/2033#BS9007                                                                                                | CUSIP: 3140LLAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509927 | PA      | $496946.78     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 2.65% 01/15/2032                                                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1050000 | PA      | $890295.14     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347991 | PA      | $341547.25     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.1% 02/15/2035                                                                                          | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2162245.41    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27943200 | PA      | $23575983.54   | 0.06%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 7/42 #AO9368                                                                                                          | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15330 | PA      | $14177.64      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                            | CIFC FUNDING LTD A1A2 TSFR3M+99 01/17/2035 144A                                                                                  | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4274079.60    | 0.01%             | 2035-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE MTG TR                                                                                      | SUMIT 2022-BVUE MTG TR 2.789% 02/12/2041 144A                                                                                    | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $300545.31     | 0.00%             | 2041-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                                                     | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                                                                    | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $204375.00     | 0.00%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                                        | HEARTLAND DENTAL TERM B 1LN 04/28/2028                                                                                           | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      109665 | PA      | $109505.17     | 0.00%             | 2028-04-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.25% 01/16/2061                                                                                  | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2917193 | PA      | $2100611.24    | 0.01%             | 2061-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2468798.43    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#BX6155                                                                                                   | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39069 | PA      | $37945.80      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 4% 04/01/2048                                                                                                  | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       59000 | PA      | $44745.48      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                                                             | INDIAN RAILWAY FIN CORP LTD 3.57% 01/21/2032 144A                                                                                | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1010000 | PA      | $914555.00     | 0.00%             | 2032-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2051#MA7651                                                                                                   | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4228171 | PA      | $3785481.62    | 0.01%             | 2051-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2053#CB7216                                                                                                   | CUSIP: 3140QTAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27525 | PA      | $25255.47      | 0.00%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                                                | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $685896.32     | 0.00%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $260474.96     | 0.00%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3373.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC FRN SOFR+145 11/05/2026                                                                                       | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4750622.30    | 0.01%             | 2026-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2049#BN2622                                                                                                     | CUSIP: 3617K54F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      185213 | PA      | $170536.85     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC                                                                   | GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC BR TSFR3M+160 11/22/2031 144A                                                          | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600309.00     | 0.00%             | 2031-11-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOGETHER ASSET BACKED SECURITISATION 2025-CRE-1 PLC                                                         | TOGETHER ASSET BACKED SECURITISATION 2025-CRE1 B PLC STEP 01/15/2057 REGS                                                        | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134052.70     | 0.00%             | 2057-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#CA1218                                                                                                 | CUSIP: 3140Q8K87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      984404 | PA      | $943129.66     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.175% 07/09/2050                                                                                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      308000 | PA      | $195217.32     | 0.00%             | 2050-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BAFC 2005-7 30PO 0% 11/35                                                                                                        | CUSIP: 05946XV83<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |         545 | PA      | $492.80        | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP STEP 02/01/2030                                                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1654000 | PA      | $1770517.24    | 0.00%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      263000 | PA      | $199285.21     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.75% 08/01/2029 144A                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      260000 | PA      | $254769.87     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 2A TRUST 12MTA+70 01/25/2047                          | CUSIP: 93935QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519985 | PA      | $428996.99     | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-2R SOFR30A+335 03/29/2027 144A                                                               | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4909781 | PA      | $4994129.36    | 0.01%             | 2027-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.65% 12/01/2044                                                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $49879.75      | 0.00%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310799.68     | 0.00%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/46#BC2843                                                                                                        | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1649461 | PA      | $1548145.72    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2045                                                                                                            | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4155000 | PA      | $1437401.48    | 0.00%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.858% 05/01/2054                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2284000 | PA      | $2435906.28    | 0.01%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 03/01/2035                                                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      365000 | PA      | $353107.25     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/41 #AI7910                                                                                                          | CUSIP: 3138AMYG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37926 | PA      | $37267.09      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    90795000 | PA      | $80537961.49   | 0.19%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#MA2346                                                                                                 | CUSIP: 31418BTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6987 | PA      | $6332.62       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                                                   | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                                                      | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     4448000 | PA      | $4107815.14    | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP REC 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    10760000 | NC      | $406556.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.45% 04/15/2051                                                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      652000 | PA      | $441319.83     | 0.00%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     9452000 | PA      | $9162500.93    | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                                    | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $189360.64     | 0.00%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#Q40922                                                                                                 | CUSIP: 3132WEAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28738 | PA      | $26117.49      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB2014                                                                                                 | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      222114 | PA      | $194801.27     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3% 05/06/2033                                                                                                       | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      885000 | PA      | $1000626.68    | 0.00%             | 2033-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2042#AO3037                                                                                                 | CUSIP: 3138LTLT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9219 | PA      | $9022.97       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                                                          | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $153855.99     | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#BM3566                                                                                                   | CUSIP: 3140J76C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132903 | PA      | $127564.02     | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                                                  | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                                                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3804000 | PA      | $4035583.72    | 0.01%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                                                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4804100 | PA      | $3859981.74    | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 144A                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      671000 | PA      | $609509.56     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 01/01/2051#SD8120                                                                                                 | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3152314 | PA      | $2331619.45    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.25% 02/23/2026                                                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      330000 | PA      | $327256.45     | 0.00%             | 2026-02-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 01/46#MA3377                                                                                                        | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      126480 | PA      | $118315.40     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMALT CITIMORTGAGE ALTERNATIVE LN TR SER 2007 A6                                                            | CMALT CITIMORTGAGE SER 2007 A6 1A21 5.5% 06/25/2037                                                                              | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134384 | PA      | $108486.85     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 8/41 #005140                                                                                                       | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77266 | PA      | $75956.87      | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2912 EH 5.5% 1/35                                                                                                            | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       10164 | PA      | $10400.49      | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5.7% 04/01/2055                                                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      917000 | PA      | $875434.58     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.5% 8/44#AS3037                                                                                                            | CUSIP: 3138WCLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14570 | PA      | $13342.64      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 6.15% 12/06/2028 144A                                                                                     | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3050000 | PA      | $3158488.50    | 0.01%             | 2028-12-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CMLTI 2004-UST1 A3 CSTR 8/34                                                                                                     | CUSIP: 17307GLA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         719 | PA      | $690.71        | 0.00%             | 2034-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                                           | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1218765.38    | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2045#BA4471                                                                                                 | CUSIP: 3140E86H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7320 | PA      | $7061.17       | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5700000 | NC      | $-99791.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BKD SEC CORP HM EQ LN TR                                                                              | ASSET BKD SEC CORP HM EQ LN TR STEP 12/25/2034                                                                                   | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      941094 | PA      | $870572.14     | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                                          | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      836000 | PA      | $851949.21     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 06/01/2055 #TBA                                                                                                     | CUSIP: 21H062669<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -20286000 | PA      | $-20719789.74  | -0.05%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD0702                                                                                                 | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      465428 | PA      | $389283.69     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                                                        | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $648134.46     | 0.00%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.8% 03/15/2030                                                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3406373.71    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 A 5.787% 10/40                                                                                                       | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14956 | PA      | $14967.90      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9045                                                                                                   | CUSIP: 3133KRBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1091576 | PA      | $1064754.70    | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -173942000 | PA      | $-175688221.13 | -0.42%            | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 02/15/2030                                                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4824000 | PA      | $4321814.07    | 0.01%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2050#MA7051                                                                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    28658124 | PA      | $23034675.41   | 0.06%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#CB4669                                                                                                   | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143423 | PA      | $133817.68     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97528                                                                                                          | CUSIP: 312946LH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54708 | PA      | $53819.13      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.561%/VAR 05/01/2032                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3331000 | PA      | $2909518.38    | 0.01%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      225000 | PA      | $203061.88     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                                                       | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                                                | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |      184076 | PA      | $174622.01     | 0.00%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                                                | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                                                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3081000 | PA      | $3106599.41    | 0.01%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TR                                                                                 | FIRSTKEY HOMES 2020-SFR1 TR 3.638% 08/17/2037 144A                                                                               | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $110171.36     | 0.00%             | 2037-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2020-1                                                                            | NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A                                                                            | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1398090 | PA      | $1300619.93    | 0.00%             | 2059-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                                      | ACCELERATED 2024-1A D LLC 7.85% 08/22/2044 144A                                                                                  | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2543103 | PA      | $2516169.25    | 0.01%             | 2044-08-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 4.375% 12/15/2027 144A                                                                                                   | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29997.17      | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.5% 08/16/2031                                                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3456818.90    | 0.01%             | 2031-08-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2037#CB3435                                                                                                 | CUSIP: 3140QNY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      484654 | PA      | $448834.25     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                                                        | MISSISSIPPI POWER CO 3.95% 03/30/2028                                                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15836.15      | 0.00%             | 2028-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.75% 06/15/2027                                                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      469000 | PA      | $471140.87     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#BO1835                                                                                                 | CUSIP: 3140JWBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161177 | PA      | $155712.91     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      150000 | PA      | $149850.00     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A                                                                              | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4140000 | PA      | $4106301.23    | 0.01%             | 2038-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                             | 245 PARK AVENUE TRUST 2017-245P E VAR 06/05/2037 144A                                                                            | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1008000 | PA      | $936431.90     | 0.00%             | 2037-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | 1261229 BC LTD 10% 04/15/2032 144A                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1089018.61    | 0.00%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1161025.33    | 0.00%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR VAR 04/25/2061 144A                                                                                            | CUSIP: 12661QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6021255 | PA      | $5433607.35    | 0.01%             | 2061-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | IGT/EVERI TERM B 1LN 5/9/2032                                                                                                    | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      453826 | PA      | $445103.57     | 0.00%             | 2032-05-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.2153% 07/15/2043 144A                                                          | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $417729.75     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#                                                                                                       | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9780388 | PA      | $8015266.47    | 0.02%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                                                          | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $247429.77     | 0.00%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 4683 LM 3% 05/15/2047                                                                                                        | CUSIP: 3137BYKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      418244 | PA      | $398736.98     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS8764                                                                                                   | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      677260 | PA      | $535032.80     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXII LTD                                                                               | MADISON PARK FUNDING LXII LTD AR TSFR3M+185 07/17/2036 144A                                                                      | CUSIP: 55817HAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250438.75     | 0.00%             | 2036-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                                                    | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A                                                               | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2927377 | PA      | $2429741.01    | 0.01%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      534000 | PA      | $519570.47     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045                                                                                     | CUSIP: 3136ANY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      342931 | PA      | $49871.52      | 0.00%             | 2045-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.303% 04/25/2029                                                                                 | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      475828 | PA      | $454835.16     | 0.00%             | 2029-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2051#QD1244                                                                                                   | CUSIP: 3133AXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35173 | PA      | $32828.01      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#                                                                                                       | CUSIP: 3132DWGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27543 | PA      | $24447.39      | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13767436 | PA      | $13650996.48   | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                                                     | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                                                                         | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4700000 | PA      | $4740925.25    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A                                                                      | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3870602.40    | 0.01%             | 2038-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 3.4% 02/04/2041                                                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2127000 | PA      | $1538633.73    | 0.00%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.9% 04/15/2029                                                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      925000 | PA      | $933243.43     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#MA4398                                                                                                   | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7123571 | PA      | $5563033.63    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2033                                                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1991000 | PA      | $2078414.86    | 0.00%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                                           | VISTA PT SECURITIZATION TR 2020-2 5.16% 04/25/2065 144A                                                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357200 | PA      | $323856.17     | 0.00%             | 2065-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 04/01/2042#SC0270                                                                                                 | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336463 | PA      | $294253.15     | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/34 #725162                                                                                                          | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39279 | PA      | $40760.07      | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                                                        | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      457000 | PA      | $299146.46     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2007-3                                                                                       | SEQUOIA MTG TR 2007-3 CSTR 07/20/2037                                                                                            | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381472 | PA      | $299083.97     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                                         | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      475000 | PA      | $478906.88     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 02/25/2044                                                                                     | CUSIP: 31393XGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1932 | PA      | $1955.07       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 06/01/2031                                                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      240000 | PA      | $241714.35     | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                                                         | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      170000 | PA      | $151921.64     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/42#G60488                                                                                                        | CUSIP: 31335ARH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1715098 | PA      | $1635945.27    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TR II                                                                              | FORD AUTO SECURITIZATION TR II 5.053% 07/15/2028 144A                                                                            | CUSIP: 345214BJ8<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-CBDO         | CORP              | CA        |     3997419 | PA      | $2958675.26    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 3.2% 03/15/2040                                                                                                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $1808026.29    | 0.00%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+86.448 07/25/2037 144A                                                                       | CUSIP: 07325YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21258 | PA      | $19538.79      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 2.9% 10/01/2051                                                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      345000 | PA      | $202796.82     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5332                                                                                                | CUSIP: 3140LF4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182845 | PA      | $166751.28     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2052#CB2924                                                                                                   | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54381 | PA      | $50755.76      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                                                    | BAYER AG 4.625% 05/26/2033 REGS                                                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      450000 | PA      | $538181.16     | 0.00%             | 2033-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.663% 06/15/2051                                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      475000 | PA      | $394003.95     | 0.00%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058                                                                  | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1942535 | PA      | $1640595.68    | 0.00%             | 2058-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.727%/VAR 04/25/2030                                                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1700137.41    | 0.00%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                 | VIATRIS INC 2.3% 06/22/2027                                                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113762.82     | 0.00%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-1 LTD                                                                                   | INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A                                                                          | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4340000 | PA      | $4349712.92    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.15% 10/01/2049                                                                                           | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      124000 | PA      | $81184.02      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                                        | AMSR 2021-SFR3 E2 TRUST 2.427% 10/17/2038 144A                                                                                   | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3178896 | PA      | $3026755.31    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                                            | TOWD POINT MORTGAGE TRUST 2024-4 A1A 4.3811% 10/27/2064 144A                                                                     | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13026564 | PA      | $13114096.92   | 0.03%             | 2064-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 6% 01/25/2038                                                                                     | CUSIP: 12545AAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260556 | PA      | $108499.77     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A                                                                          | CUSIP: 55361AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $270166.68     | 0.00%             | 2056-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 08/21/2025                                                                                                          | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      267000 | PA      | $264487.98     | 0.00%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.748%/VAR 07/06/2034                                                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $205658.51     | 0.00%             | 2034-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2045#U93026                                                                                                 | CUSIP: 3132QDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13279 | PA      | $12051.07      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS3205                                                                                                 | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13011374 | PA      | $10707865.08   | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2040#CA6462                                                                                                 | CUSIP: 3140QEFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225069 | PA      | $198885.04     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051                                                                                      | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61798.05      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 TR                                                                                           | AMSR 2020-SFR2 TR 5.25% 07/17/2037 144A                                                                                          | CUSIP: 00178UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      577704 | PA      | $575739.23     | 0.00%             | 2037-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                                                         | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5100000 | PA      | $4911595.80    | 0.01%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X TSFR1M+107.033 12/15/2034 144A                                                                                     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $478378.56     | 0.00%             | 2034-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2049#BK8748                                                                                                 | CUSIP: 3140HNWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120272 | PA      | $115040.95     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203403.64     | 0.00%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A                                                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396427.72     | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AB1801                                                                                                 | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1537398 | PA      | $1467178.34    | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1506.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2040#A95561                                                                                                 | CUSIP: 312944FA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146164 | PA      | $139745.55     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDENBROOK MORTGAGE FUNDING PLC                                                                              | EDENBROOK MORTGAGE FUNDING PLC STEP 03/22/2057 REGS                                                                              | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-CBDO         | CORP              | GB        |       99231 | PA      | $133782.18     | 0.00%             | 2057-03-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2048#CA2190                                                                                                   | CUSIP: 3140Q9NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76814 | PA      | $71520.12      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 08/01/2032#G18654                                                                                                 | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1333666 | PA      | $1273608.65    | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                                                     | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7774685 | PA      | $6715761.60    | 0.02%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: SGD/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2310.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AW0113                                                                                                   | CUSIP: 3138XPDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      447444 | PA      | $428275.89     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                                                    | SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A                                                                                  | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $207298.13     | 0.00%             | 2028-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 10/01/2041#RB5131                                                                                                   | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36847 | PA      | $31091.04      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2052#FS3428                                                                                                   | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      689848 | PA      | $636965.55     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                                                          | MOROCCO KINGDOM OF 4% 12/15/2050 144A                                                                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $131900.00     | 0.00%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                                    | MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A                                                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      274410 | PA      | $275039.32     | 0.00%             | 2027-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMR HMS 15-SFR2                                                                                             | AMERICAN HOMES 4 RENT 2015-SFR2 TR 6.07% 10/17/2052 144A                                                                         | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545000 | PA      | $543883.24     | 0.00%             | 2052-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      100000 | PA      | $100090.68     | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                                                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      621000 | PA      | $626304.96     | 0.00%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AB6181                                                                                                 | CUSIP: 31417C2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93057 | PA      | $83962.30      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1794                                                                                                 | CUSIP: 3132DN7F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      494664 | PA      | $468513.54     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#890310                                                                                                 | CUSIP: 31410LDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207920 | PA      | $204478.70     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 41 LTD A1R2 TSFR3M+109 10/15/2033 144A                                                               | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4220156.50    | 0.01%             | 2033-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2048#CA4662                                                                                                 | CUSIP: 3140QCFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148035 | PA      | $132924.65     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                                                      | METHODIST HOSPITAL 2.705% 12/01/2050                                                                                             | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |      820000 | PA      | $485298.30     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.1% 12/15/2029                                                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6235000 | PA      | $5836765.56    | 0.01%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO VII DAC                                                                                    | INVESCO EURO CLO VII DAC A 3MEUR+99 01/15/2035 144A                                                                              | CUSIP: N/A<br>LEI: 549300XOAYC161SHT264       | Long             | ABS-CBDO         | CORP              | IE        |     1934000 | PA      | $2180814.76    | 0.01%             | 2035-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.6% 02/21/2054                                                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      347000 | PA      | $308161.82     | 0.00%             | 2054-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.77% 09/01/2032#BS6472                                                                                                | CUSIP: 3140LHFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1889164.80    | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #737532                                                                                                         | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8945 | PA      | $8589.30       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.75% 02/01/2026                                                                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5869698.86    | 0.01%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      700000 | PA      | $858728.80     | 0.00%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 09/01/2036#SB8118                                                                                                 | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2001958 | PA      | $1758210.15    | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0300                                                                                                 | CUSIP: 3133CCKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      565964 | PA      | $586493.07     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       23000 | PA      | $17874.36      | 0.00%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING LLC                                                                                | DUFF and PHELPS TERM B 1LN 04/09/2027                                                                                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |      549098 | PA      | $533004.35     | 0.00%             | 2027-04-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 6.48% 02/25/2070 144A                                                                               | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $162208.92     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/41#G06620                                                                                                      | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75801 | PA      | $74582.03      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $866752.57     | 0.00%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                                                          | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      211187 | PA      | $181305.03     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2437925.94    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#G08578                                                                                                 | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46126 | PA      | $44869.87      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.08% 01/25/2031                                                                                  | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258704 | PA      | $242055.16     | 0.00%             | 2031-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP                                                                                   | GREEN TREE FINANCIAL CORP 98-4 M1 6.83% 04/01/2030                                                                               | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234391 | PA      | $237895.38     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.05% 08/12/2051                                                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      487000 | PA      | $280007.44     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.803% 12/01/2026#AL6937                                                                                               | CUSIP: 3138EPV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35497 | PA      | $35271.73      | 0.00%             | 2026-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 5/40 #004695                                                                                                       | CUSIP: 36202FGC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68604 | PA      | $65875.67      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC6303                                                                                                   | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      246952 | PA      | $195013.88     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 11/15/42                                                                                                            | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      229800 | PA      | $93805.51      | 0.00%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 2/43 #AB8500                                                                                                        | CUSIP: 31417FNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296647 | PA      | $267717.45     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+629.552 06/25/2037                                                                        | CUSIP: 31396WEC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       48542 | PA      | $4448.90       | 0.00%             | 2037-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.172% 05/15/2043                                                                                    | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $7755.29       | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/46#Q38879                                                                                                        | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14328 | PA      | $13447.86      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                                                    | IMPERIAL DADE TERM B 1LN 12/11/2030                                                                                              | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      293520 | PA      | $290622.61     | 0.00%             | 2030-12-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.402% 01/15/2038 144A                                                                                           | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      554000 | PA      | $464144.62     | 0.00%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES                            | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A                          | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $118729.22     | 0.00%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    40779208 | PA      | $30136988.89   | 0.07%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.89 04/21/26                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -2400000 | NC      | $-74188.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      689000 | PA      | $647335.48     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8875                                                                                                 | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2077980 | PA      | $2136145.12    | 0.01%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2041#G61864                                                                                                 | CUSIP: 31335CB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59396 | PA      | $61154.96      | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                                                    | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 6.375% 02/25/2055 144A                                                  | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      994000 | PA      | $988135.40     | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B10 1LN 08/19/2028                                                                                                  | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      184056 | PA      | $182983.07     | 0.00%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR1 TRUST                                                                                        | AMSR 2022-SFR1 TRUST 6.021% 03/17/2039 144A                                                                                      | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373005 | PA      | $367826.76     | 0.00%             | 2039-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2049#BK1176                                                                                                   | CUSIP: 3140HEJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39517 | PA      | $39003.28      | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7009                                                                                                        | CUSIP: 36193SYE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45602 | PA      | $41069.67      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 7.13% 02/15/2030                                                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1467000 | PA      | $1522375.73    | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                             | NGPL PIPECO LLC 3.25% 07/15/2031 144A                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1287903.01    | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 STEP 03/25/2037 144A                                                                              | CUSIP: 07402LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1615045 | PA      | $1370501.02    | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2016-1 LTD                                                                               | CANYON CAPITAL CLO 2016-1 LTD AR TSFR3M+133.161 07/15/2031 144A                                                                  | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133210 | PA      | $133273.16     | 0.00%             | 2031-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                                                       | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559000 | PA      | $559814.46     | 0.00%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 5.25% 06/15/2046                                                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      695000 | PA      | $537493.12     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 4.95%/VAR 06/01/2042 144A                                                                                    | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      468000 | PA      | $368823.27     | 0.00%             | 2042-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-UBS8                                                                           | MSC TR 2015-UBS8 3.54% 12/15/2048                                                                                                | CUSIP: 61691ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2123329 | PA      | $2110755.61    | 0.01%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                                                         | INCREF 2025-FL1 LLC A TSFR1M+172.838 10/19/2042 144A                                                                             | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $201280.33     | 0.00%             | 2042-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                                                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3154369.57    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                                          | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      399000 | PA      | $363894.82     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ5572                                                                                                 | CUSIP: 3138AXFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12910 | PA      | $12312.10      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 2.25% 08/15/2060                                                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      128000 | PA      | $66806.40      | 0.00%             | 2060-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                                                      | BARRACUDA TERM 1LN 8/15/2029                                                                                                     | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      111439 | PA      | $94166.00      | 0.00%             | 2029-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                                                 | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                                                   | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42765.65      | 0.00%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                                          | FS LUXEMBOURG SARL 8.875% 02/12/2031 144A                                                                                        | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $338350.00     | 0.00%             | 2031-02-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.625% 11/15/2041                                                                                         | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $95274.57      | 0.00%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     4996000 | PA      | $5099156.61    | 0.01%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      585000 | PA      | $594427.70     | 0.00%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3339                                                                                                   | CUSIP: 3140M4V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20256 | PA      | $18912.34      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                                                  | MGM CHINA HOLDINGS LIMITED 7.125% 06/26/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $917681.40     | 0.00%             | 2031-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $199939.62     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVIII LTD                                                                                        | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                                             | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5256000 | PA      | $5244662.81    | 0.01%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.75% 03/01/2035                                                                                       | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23486.76      | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                                                  | KASEYA TERM B 1LN 3/20/2032                                                                                                      | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |       50000 | PA      | $49964.50      | 0.00%             | 2032-03-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                                                       | FREEDOM MORTGAGE HOLD 8.375% 04/01/2032 144A                                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      580000 | PA      | $572850.00     | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/41#AH7932                                                                                                      | CUSIP: 3138A9Y65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80065 | PA      | $78580.11      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.875% 06/01/2028                                                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $282516.96     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 12/20/2045#MA3311                                                                                                     | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      489165 | PA      | $457587.66     | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 5% 01/15/2028 144A                                                                                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $105701.96     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37452                                                                                                   | CUSIP: 31307UH50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42733 | PA      | $41354.93      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 06/30/2031                                                                                                       | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8392400 | PA      | $8462555.26    | 0.02%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $5757502.50    | 0.01%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 7% 10/15/2028 144A                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $457161.75     | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD A1R TSFR3M+135 10/19/2037 144A                                                                          | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $269850.15     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | INGENOVIS TERM B 1LN 3/6/2028                                                                                                    | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      182083 | PA      | $79934.65      | 0.00%             | 2028-03-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1B SOFR30A+145 03/15/2056 144A                                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5244185 | PA      | $5267167.66    | 0.01%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                                                     | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                                                       | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       60000 | PA      | $59309.63      | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#CA7229                                                                                                 | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11319183 | PA      | $9400149.93    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/41#890603                                                                                                   | CUSIP: 31410LNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15911 | PA      | $15993.69      | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO5230                                                                                                 | CUSIP: 3138LVY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12019 | PA      | $11659.52      | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 07/01/2055 #TBA                                                                                                     | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   275500000 | PA      | $252534347.55  | 0.61%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                                               | GWT 2024-WLF2 TSFR1M+169.124 05/15/2041 144A                                                                                     | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811000 | PA      | $811000.00     | 0.00%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2433501.52    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2046#V82292                                                                                                   | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152625 | PA      | $143149.79     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NATIONAL MORTGAGE 24-H04 FA SOFR30A+ 02/20/2074                                                                       | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      286386 | PA      | $284481.92     | 0.00%             | 2074-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MLCC 04-C A2 6M+30 7/29                                                                                                          | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         539 | PA      | $521.80        | 0.00%             | 2029-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2025 1 DAC                                                                                     | UK LOGISTICS 2025-1X D SONIO+400 05/31/2030 REGS                                                                                 | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-CBDO         | CORP              | IE        |      525000 | PA      | $717420.22     | 0.00%             | 2035-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                                              | EPH FINANCING INTERNATIONAL AS 6.651% 11/13/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $244768.96     | 0.00%             | 2028-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8141372 | PA      | $8236880.06    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.375% 04/15/2026                                                                                   | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4955000 | PA      | $4944091.62    | 0.01%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 21-GT1 B 4.36% 07/25/2026 144A                                                                                | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234042 | PA      | $219677.46     | 0.00%             | 2026-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.375% 04/15/2029                                                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2331748.58    | 0.01%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2050#FS5079                                                                                                   | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      934671 | PA      | $924557.54     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      459000 | PA      | $411084.88     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2                                                         | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 D 6.47% 08/13/2029 144A                                                      | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1010842.50    | 0.00%             | 2029-08-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 06/01/2055 #TBA                                                                                                     | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   568174000 | PA      | $520944252.16  | 1.25%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.352000 10/11/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -340000 | NC      | $19031.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                                            | IDEX CORPORATION 4.95% 09/01/2029                                                                                                | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2205418.37    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 07/20/2071#CF0297                                                                                                   | CUSIP: 3617W1KJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1324037 | PA      | $1182891.68    | 0.00%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.25% 03/02/2033                                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3916000 | PA      | $3951940.50    | 0.01%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AQ5065                                                                                                 | CUSIP: 3138MLTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153939 | PA      | $137815.24     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 2M2 SOFR30A+170 07/25/2044 144A                                                     | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250759.90     | 0.00%             | 2044-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                                                     | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2364472.89    | 0.01%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                          | SEAGATE HDD CAYMAN 4.125% 01/15/2031                                                                                             | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      106000 | PA      | $98250.48      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191681.28     | 0.00%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.2% 04/15/2063                                                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $6834577.84    | 0.02%             | 2063-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                                                                                        | AGGREKO TERM B 1LN 8/16/2029                                                                                                     | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |       35781 | PA      | $35825.97      | 0.00%             | 2029-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 6.5% 07/01/2054#FA0028                                                                                            | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      511343 | PA      | $530889.67     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025                                                               | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4320000 | PA      | $4321858.51    | 0.01%             | 2025-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 2.5% 10/01/2043#AL6851                                                                                                      | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273959 | PA      | $238204.30     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2045#MA2523                                                                                                   | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      173183 | PA      | $168023.13     | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                                              | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229405.99     | 0.00%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2023-IV                                                                                     | BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A                                                                             | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7479000 | PA      | $7501444.48    | 0.02%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2022-SFR1                                                                         | NEW RESIDENTIAL MTG LN TR 2022-SFR1 F 4.443% 02/17/2039 144A                                                                     | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2013565.47    | 0.00%             | 2039-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $307574.19     | 0.00%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 3.25% 08/01/2050                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      351000 | PA      | $217946.82     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS8195                                                                                                   | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      547689 | PA      | $428735.79     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561827.75     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 5/40 #782949                                                                                                          | CUSIP: 36241LH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34389 | PA      | $34550.99      | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031                                                                                     | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      117000 | PA      | $109171.46     | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 5% 04/01/2030                                                                                                 | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1759013.71    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A                                                                                 | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      296000 | PA      | $269818.77     | 0.00%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-3R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-3R SOFR30A+310 05/01/2047 144A                                                               | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4454375 | PA      | $4437570.08    | 0.01%             | 2028-09-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                                           | DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A                                                                                   | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4007000 | PA      | $4007593.04    | 0.01%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+622.552 12/15/2039                                                                        | CUSIP: 31398LNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5196 | PA      | $300.74        | 0.00%             | 2039-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: JPY/USD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-8080.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.00% 9/38 #004245                                                                                                       | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1094 | PA      | $1138.31       | 0.00%             | 2038-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP8745                                                                                                 | CUSIP: 3138MCWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84469 | PA      | $82684.76      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 VAR 10/25/2054 144A                                                                               | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210805 | PA      | $208827.51     | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                                         | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     1600000 | PA      | $1582896.00    | 0.00%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+259 07/15/2034 144A                                                                                 | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $235592.81     | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                                    | FIRSTKEY HOMES 2020-SFR2 3.017% 10/19/2037 144A                                                                                  | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $629326.77     | 0.00%             | 2037-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-05                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $18443.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.572%/VAR 02/11/2031                                                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3439000 | PA      | $3106888.07    | 0.01%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2041#AH4123                                                                                                 | CUSIP: 3138A5SM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13250 | PA      | $13044.85      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/33#BJ0669                                                                                                      | CUSIP: 3140H1W71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216147 | PA      | $210440.57     | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 6.75% 02/01/2032 144A                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      850000 | PA      | $851028.36     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45792.50      | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2042#AP3667                                                                                                 | CUSIP: 3138M7CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426102 | PA      | $397126.67     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.625% 06/25/2038 144A                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      570000 | PA      | $488876.70     | 0.00%             | 2038-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B B 4.88% 09/15/2029 144A                                                                    | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $995987.60     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 ISSUER LLC                                                                                   | CFIN 2022-RTL1 ISSUER LLC VAR 02/16/2026 144A                                                                                    | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       99078 | PA      | $98285.75      | 0.00%             | 2026-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007 OPT1                                                                              | SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37                                                                                              | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19803 | PA      | $12621.93      | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2044#Q29975                                                                                                 | CUSIP: 3132MAXC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      724935 | PA      | $662514.26     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM INC                                                                                   | BAYCARE HEALTH SYSTEM INC 3.831% 11/15/2050                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $1715597.08    | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                                                   | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 8.25% 12/31/2028 144A                                                                  | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $416173.78     | 0.00%             | 2028-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A1 TSFR1M+66.448 09/25/2037                                                          | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2950386 | PA      | $829570.78     | 0.00%             | 2037-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.4% 06/16/2063                                                                                   | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2682473 | PA      | $1954597.58    | 0.00%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTST TRANSMISSION LLC                                                                         | MID-ATLANTIC INTST TRANSMISSION LLC 4.1% 05/15/2028 144A                                                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $93755.08      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.14 09/12/2025                                                                                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $6037.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 2004-6 7A1 6 7/34                                                                                                           | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4853 | PA      | $4759.60       | 0.00%             | 2034-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2027                                                                                   | CUSIP: 3136A5L87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4505 | PA      | $95.71         | 0.00%             | 2027-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 2/41 #738002                                                                                                          | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36455 | PA      | $34999.40      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                                                 | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3307619 | PA      | $2722044.30    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.56000 L 06/06/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -4100000 | NC      | $-178.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5855                                                                                                   | CUSIP: 36196HQG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6987 | PA      | $6472.46       | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030                                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    24650000 | PA      | $22747774.04   | 0.05%             | 2030-10-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 07/45#Q34946                                                                                                      | CUSIP: 3132QRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      598855 | PA      | $528629.93     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030                                                                                   | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     6354000 | PA      | $5619189.95    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TR 2023-3PL                                                                                        | ACHV ABS TRUST 2023-3PL C 7.35% 08/19/2030 144A                                                                                  | CUSIP: 000876AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      437902 | PA      | $438736.92     | 0.00%             | 2030-08-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 4.25% 09/11/2029                                                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2183952.56    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031                                                                                     | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      482000 | PA      | $451932.55     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/2038                                                                                | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      677000 | PA      | $600421.43     | 0.00%             | 2038-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                                                   | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                                                 | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |       74000 | PA      | $56049.08      | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#BQ9522                                                                                                 | CUSIP: 3140KVSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46554 | PA      | $34855.61      | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/20/2052#MA8043                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      110387 | PA      | $96287.85      | 0.00%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7623                                                                                                   | CUSIP: 36194GPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10704 | PA      | $9949.96       | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#CA6275                                                                                                   | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2216476 | PA      | $1745465.85    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.05% 07/15/2033                                                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      315000 | PA      | $312314.93     | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/42 #005305                                                                                                       | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79137 | PA      | $75664.19      | 0.00%             | 2042-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.6% 07/23/2026                                                                                   | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       58000 | PA      | $56900.02      | 0.00%             | 2026-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                                          | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                                                   | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76917.86      | 0.00%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181254.03     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.55% 04/17/2026                                                                                                    | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3490000 | PA      | $3488771.69    | 0.01%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-12XS                                                                          | MORGAN STANLEY MTG 2006-12XS A4 STEP 10/25/2036                                                                                  | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75277 | PA      | $16659.31      | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2047#MA4837                                                                                                   | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      259113 | PA      | $234008.49     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD2219                                                                                                   | CUSIP: 3132DPPC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1920465 | PA      | $1649240.79    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      762092 | PA      | $672161.80     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                                                 | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      944681 | PA      | $979537.08     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                                                     | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $227508.12     | 0.00%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049                                                                          | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      891816 | PA      | $875580.90     | 0.00%             | 2049-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH K071 A2 3.286% 11/25/2027                                                                 | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2052285.69    | 0.00%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 ASSGEN B                                                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1150000 | NC      | $1157.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.625% 09/23/2031 144A                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      260000 | PA      | $224674.72     | 0.00%             | 2031-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.39% 03/01/2032#BS4654                                                                                                | CUSIP: 3140LFE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      222533 | PA      | $196002.05     | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-1 3A TSFR1M+67.448 4/34                                                                                                 | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8675 | PA      | $7940.27       | 0.00%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AX2369                                                                                                 | CUSIP: 3138Y3T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22175 | PA      | $21536.13      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.889%/VAR 06/09/2032 144A                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      210000 | PA      | $182220.33     | 0.00%             | 2032-06-09      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2053#SD4998                                                                                                   | CUSIP: 3132DSRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5712580 | PA      | $5541869.28    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.25% 07/23/2030                                                                                         | CUSIP: 3130AJVB2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3890000 | PA      | $3365760.38    | 0.01%             | 2030-07-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT A TSFR1M+209 03/15/2026 144A                                                                                      | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150000.00     | 0.00%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.05% 03/15/2032                                                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       95000 | PA      | $85331.38      | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.125% 05/15/2049                                                                                   | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15359.29      | 0.00%             | 2049-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AA6146                                                                                                     | CUSIP: 36178DZK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      260166 | PA      | $236010.42     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 07/17/2025                                                                                                          | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    65685000 | PA      | $65338319.82   | 0.16%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MTG TR                                                                                          | CD MTG TR 2017-CD6 A3 3.104% 11/13/2050                                                                                          | CUSIP: 125039AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964022 | PA      | $936868.73     | 0.00%             | 2050-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112023.01     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $240059.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MTN CLO 7 LTD / LLC                                                                                     | NEW MTN CLO 7 LTD / LLC A1 TSFR3M+ 03/31/2038 144A                                                                               | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250033.50     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                                  | NUCOR CORP 3.95% 05/01/2028                                                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1686877.14    | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.955%/VAR 03/21/2035                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      450000 | PA      | $520637.09     | 0.00%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/35 #003795                                                                                                      | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28187 | PA      | $28372.57      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                                                  | MFRA TRUST STEP 04/25/2027                                                                                                       | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $231314.15     | 0.00%             | 2029-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2019-A                                                                                   | AQUA FINANCE TRUST 2019-A 3.47% 07/16/2040 144A                                                                                  | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275244 | PA      | $266054.34     | 0.00%             | 2040-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2045                                                                                     | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      704569 | PA      | $641865.05     | 0.00%             | 2045-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                                             | BANK5 2023-5YR2 6.656% 07/15/2056                                                                                                | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7872359.25    | 0.02%             | 2056-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AJ9982                                                                                                 | CUSIP: 3138E3CU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      791779 | PA      | $732767.99     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                                                   | NIAGARA MOHAWK POWER CORP 4.278% 12/15/2028 144A                                                                                 | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18693.20      | 0.00%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | BARCLAYS SWAP CDS 06/20/25 ITALY B                                                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DCR              | CORP              | GB        |     3360000 | NC      | $8536.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M10 A2 CSTR 07/28                                                                                                       | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595664 | PA      | $580869.91     | 0.00%             | 2028-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2052#SD2634                                                                                                 | CUSIP: 3132DP4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      284935 | PA      | $256385.60     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                                          | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                                                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3210000 | PA      | $3227250.54    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/SGD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3867.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                                            | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      650000 | PA      | $745791.21     | 0.00%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 4.15% 04/01/2048                                                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75286.88      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                                                      | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                                                    | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $197984.52     | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2050#MA6864                                                                                                     | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6250125 | PA      | $5027598.54    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2795                                                                                                    | CUSIP: 3617XXC80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1372409 | PA      | $1436011.83    | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5                                                                 | 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5 AR TSFR3M+133 04/15/2035 144A                                                        | CUSIP: 33829WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1000177.00    | 0.00%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-R4                                                                                              | CIM TR 2021-R4 A1A 2% 05/01/2061 144A                                                                                            | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5230304 | PA      | $4761637.04    | 0.01%             | 2061-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6589                                                                                                 | CUSIP: 3140HLKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34733 | PA      | $33243.99      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      205000 | PA      | $234864.34     | 0.00%             | 2034-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.95% 02/27/2063                                                                                                | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      320000 | PA      | $281746.81     | 0.00%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2047#G08768                                                                                                 | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182660 | PA      | $175629.70     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.625% 02/01/2031                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $466030.25     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                                       | JANE STREET TERM B 1LN 01/26/2028                                                                                                | CUSIP: 47077DAL4<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      227587 | PA      | $226926.68     | 0.00%             | 2028-01-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C 4.62% 04/17/2028 144A                                                             | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2305137.51    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 05/20/2069                                                                            | CUSIP: 38380LTJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      203188 | PA      | $204037.75     | 0.00%             | 2069-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                                             | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                                                                             | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6370383.50    | 0.02%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                                                                | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250179.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F042467<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1904000 | PA      | $1875811.66    | 0.00%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 1.462%/VAR 06/09/2027                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      360000 | PA      | $348015.53     | 0.00%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO 2021-FL3 LTD                                                                                    | HGI CRE CLO 2021-FL3 LTD SOFR30A+375 04/20/2037 144A                                                                             | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      320500 | PA      | $319859.35     | 0.00%             | 2037-04-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                                              | SNF GROUP SACA 3.125% 03/15/2027 144A                                                                                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      115000 | PA      | $110416.85     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#G60824                                                                                                   | CUSIP: 31335A4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      721345 | PA      | $681833.69     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                                                        | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                                              | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112353 | PA      | $111581.01     | 0.00%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                                       | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                                                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1284105.20    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH1582                                                                                                 | CUSIP: 3138A2XL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3174 | PA      | $3037.15       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.95% 06/01/2033                                                                                                   | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      744000 | PA      | $741890.36     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11218                                                                                                 | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2064108 | PA      | $1912149.64    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.375% 02/15/2042                                                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11861000 | PA      | $8438544.03    | 0.02%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 4/35 #735503                                                                                                          | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1068 | PA      | $1111.16       | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $822988.86     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.85% 06/01/2035                                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      305000 | PA      | $309114.50     | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/2042#MA0626                                                                                                   | CUSIP: 36179MVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      840530 | PA      | $802342.46     | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.65% 08/15/2062                                                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2071000 | PA      | $1708012.10    | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TR                                                                                           | PRET 2024-RPL1 TR 3.9% 10/25/2063 144A                                                                                           | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1752396 | PA      | $1643632.58    | 0.00%             | 2063-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#CB5580                                                                                                 | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4436377 | PA      | $4200110.28    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 2.396% 10/01/2050                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      495000 | PA      | $277378.30     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                                                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1198450.00    | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      552089 | PA      | $472976.32     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                                | BUSINESS JET SECS 2024-1 LLC 9.132% 05/15/2039 144A                                                                              | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1469226 | PA      | $1497850.05    | 0.00%             | 2039-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 09/15/2034                                                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178204.90     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.95% 04/01/2049                                                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9024.12       | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#RA7920                                                                                                   | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254092 | PA      | $233343.17     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0675                                                                                                 | CUSIP: 31419AXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334100 | PA      | $328212.75     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                                                          | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39093.50      | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13084000 | PA      | $12405834.17   | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.3% 03/15/2042                                                                                                 | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      525000 | PA      | $440293.92     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.45% 03/02/2028                                                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1288754.01    | 0.00%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A                                      | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1132400.91    | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AP0495                                                                                                 | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1520703 | PA      | $1404794.37    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.125% 02/21/2032                                                                                       | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      695000 | PA      | $702744.87     | 0.00%             | 2032-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/51#CB1310                                                                                                        | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55871 | PA      | $43631.43      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      161000 | PA      | $158826.50     | 0.00%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2048#FS8330                                                                                                   | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1490937 | PA      | $1312522.53    | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2049                                                                                   | CUSIP: 3136B4NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      161363 | PA      | $143800.29     | 0.00%             | 2049-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8821                                                                                                   | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4818792 | PA      | $4904316.89    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.066%/VAR 01/19/2035 144A                                                                               | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1052000 | PA      | $1067966.33    | 0.00%             | 2035-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                                                               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      830000 | PA      | $727458.56     | 0.00%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                      | OHIO ST UNIV GEN RCPTS BUILD AMERICA BONDS                                                                                       | CUSIP: 677632MV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $134155.97     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 CSTR 11/25/2064 144A                                                                   | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $201627.92     | 0.00%             | 2064-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                           | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      542000 | PA      | $569573.58     | 0.00%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.8% 06/15/2031                                                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     6884000 | PA      | $7145833.77    | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 5.75% 02/15/2029                                                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1517219.96    | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 1.9% 07/06/2028 144A                                                                              | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1475350.52    | 0.00%             | 2028-07-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027                                                                                     | CUSIP: 3136A8PY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       79625 | PA      | $1766.81       | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 2 LTD / AGL CORE 2 LLC                                                                         | AGL CORE CLO 2 LTD / AGL CORE 2 LLC A1R TSFR3M+146 07/20/2037 144A                                                               | CUSIP: 001200AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250170.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B C 5.06% 09/15/2029 144A                                                                    | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $992843.40     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 6/36 #651860                                                                                                          | CUSIP: 36292LE91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5035 | PA      | $5122.14       | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 1.6% 12/15/2030                                                                                                   | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      218000 | PA      | $185738.63     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                                                             | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4177000 | PA      | $4217565.85    | 0.01%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                                                          | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                                                    | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $680700.57     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 6.4% 11/30/2033                                                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $161936.01     | 0.00%             | 2033-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: USD/JPY settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-14135.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC                                                                   | LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A                                                                           | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2529000 | PA      | $2521413.00    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.75% 06/15/2027                                                                                                | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2794480.51    | 0.01%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 10/01/2054#RJ2642                                                                                                   | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3070455 | PA      | $3145099.73    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                                                 | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      145000 | PA      | $112903.37     | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2045#MA2754                                                                                                   | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1087746 | PA      | $992981.66     | 0.00%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 5/15/43 #AD2413                                                                                                   | CUSIP: 36180DVE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67775 | PA      | $62671.73      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4756                                                                                                   | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32781 | PA      | $25896.61      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 2.6% 08/19/2026                                                                                                        | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3755861.59    | 0.01%             | 2026-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -109000 | PA      | $-94993.12     | -0.00%            | 2055-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 XS TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9620588 | PA      | $171246.47     | 0.00%             | 2070-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1953000 | PA      | $1953351.54    | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8091                                                                                                   | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      848101 | PA      | $778052.07     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                                          | REGIONAL MANAGEMENT ISSUANCE TRUST 5.11% 12/15/2033 144A                                                                         | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $125157.89     | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                                                    | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3980000 | PA      | $3966070.00    | 0.01%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-34951.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DESSERT HOLDINGS INC                                                                                        | DESSERT HOLDINGS TERM 1LN 6/9/2028                                                                                               | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      231914 | PA      | $227507.15     | 0.00%             | 2028-06-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 3.9% 08/21/2027                                                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493213.80     | 0.00%             | 2027-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.375% 02/12/2035                                                                                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4305000 | PA      | $4286445.45    | 0.01%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 12/15/2032                                                                                     | CUSIP: 3137AXFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       52939 | PA      | $4101.51       | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.00% 10/38 #782431                                                                                                      | CUSIP: 36241KVY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10729 | PA      | $10802.55      | 0.00%             | 2038-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.95% 03/14/2052                                                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      606000 | PA      | $489143.28     | 0.00%             | 2052-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 11/01/2054#RJ2748                                                                                                   | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1613358 | PA      | $1647538.38    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.95% 04/15/2052                                                                                                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1070495.15    | 0.00%             | 2052-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   190912000 | PA      | $185247755.51  | 0.45%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-15756.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96876                                                                                                          | CUSIP: 312945T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54572 | PA      | $53752.97      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE INC PIK STEP 10/01/2029 144A                                                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     1115100 | PA      | $317803.50     | 0.00%             | 2029-10-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#U90690                                                                                                 | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22981 | PA      | $21276.58      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7457                                                                                                 | CUSIP: 31417EJB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233850 | PA      | $210872.04     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AI8715                                                                                                 | CUSIP: 3138ANVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56566 | PA      | $55449.42      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 8/35 #003747                                                                                                          | CUSIP: 36202EEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22063 | PA      | $22207.21      | 0.00%             | 2035-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9632                                                                                                   | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2235161 | PA      | $1925429.78    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2007-1                                                                                | BEAR STEARNS ALT-A TR 2007-1 21A1 CSTR 01/25/2047                                                                                | CUSIP: 07386XAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184112 | PA      | $85950.19      | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.73500 L 06/30/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -5700000 | NC      | $-27627.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2036#CA9438                                                                                                   | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145157 | PA      | $131127.42     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.35% 08/15/2032                                                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2878715.18    | 0.01%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD                                                                                           | TRALEE CLO VI LTD A1RR TSFR3M+122 10/25/2032 144A                                                                                | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4508063 | PA      | $4505471.29    | 0.01%             | 2032-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2802                                                                                                    | CUSIP: 3617XXDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      582485 | PA      | $609036.67     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      281000 | PA      | $254620.57     | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 05/01/2053#RA9058                                                                                                 | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4303455 | PA      | $4308748.10    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST_B                                                                              | GSMS 2015-GS1 A3 3.734% 11/48                                                                                                    | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    11384000 | PA      | $11299216.52   | 0.03%             | 2048-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/TRY settle 2025-06-13                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-10426.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS6300                                                                                                   | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4097984 | PA      | $3520512.26    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.1% 06/15/2030                                                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      918000 | PA      | $806806.98     | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-07-11                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1468.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                      | OHIO ST UNIV TXBL-SER A                                                                                                          | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1503000 | PA      | $1216462.37    | 0.00%             | 2111-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                                            | BMC SOFTWARE TERM B 1LN 07/30/2031                                                                                               | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |      112234 | PA      | $111374.62     | 0.00%             | 2031-07-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.5% 11/28/2027 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $290532.00     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                                   | WYETH LLC 5.95% 04/01/2037                                                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33527.88      | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041                                                                                       | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2763181.83    | 0.01%             | 2041-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#RA6076                                                                                                   | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4696204 | PA      | $3692371.00    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 07/20/2046#MA3805                                                                                                   | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      245679 | PA      | $238358.73     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.4% 09/01/2035                                                                                            | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17343.89      | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2A C 9.05% 02/15/2045 144A                                                                               | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1075827.59    | 0.00%             | 2045-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.67% 04/01/2034#BS5184                                                                                                | CUSIP: 3140LFXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $494426.92     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                                              | VOC ESCROW LTD 5% 02/15/2028 144A                                                                                                | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1380934.38    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#FM9973                                                                                                   | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1339402 | PA      | $1155681.61    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                                               | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     3477000 | PA      | $3453572.88    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                                                      | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                                                     | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       66000 | PA      | $63426.00      | 0.00%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2046#BE0280                                                                                                 | CUSIP: 3140FKJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42059 | PA      | $38134.27      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                                           | CHASE ISSUANCE TR 24-A2 A 4.63% 01/15/2031                                                                                       | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1211157.36    | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+78.948 01/25/2036 144A                                                                              | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8133 | PA      | $7682.07       | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.6% 04/15/2035                                                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      480000 | PA      | $488074.82     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03901                                                                                                 | CUSIP: 31292LKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218910 | PA      | $204324.65     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      420000 | PA      | $437393.88     | 0.00%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.625% 10/15/2036                                                                                             | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      900000 | PA      | $947268.86     | 0.00%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC                                                                                | HILTON TERM B 1LN 11/08/2030                                                                                                     | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |      934016 | PA      | $936799.10     | 0.00%             | 2030-11-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2044#AV2400                                                                                                 | CUSIP: 3138XDU24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5770 | PA      | $5605.96       | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.66% 08/01/2029#BL3509                                                                                                | CUSIP: 3140HU3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647283 | PA      | $606912.93     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNGT 02-T19 A1 6.5% 7/42                                                                                                         | CUSIP: 31392GVP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        6919 | PA      | $7089.74       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.196000 11/05/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -740000 | NC      | $67036.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/CAD settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-380.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVS                                                                                       | MI ST UNIV 4.165% 8/15/2122                                                                                                      | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3660000 | PA      | $2535556.13    | 0.01%             | 2122-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.55% 04/01/2035                                                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5203311.01    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6% 06/15/2048                                                                                                 | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2369000 | PA      | $2199671.77    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 5.25% 09/01/2029                                                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      305000 | PA      | $307874.32     | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 4.6% 02/23/2028                                                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1076961.13    | 0.00%             | 2028-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                                          | CALIFORNIA INST TECHNOLOGY 3.65% 09/01/2119                                                                                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      535000 | PA      | $326784.15     | 0.00%             | 2119-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.46% 02/05/2035                                                                                       | CUSIP: 3133ELLH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      765000 | PA      | $625680.59     | 0.00%             | 2035-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                                | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      352000 | PA      | $335202.63     | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A                                                | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962000 | PA      | $955943.44     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE TERM 1LN 1/9/2026                                                                                                      | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      426537 | PA      | $322035.28     | 0.00%             | 2026-01-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-5C29                                                                                      | BBCMS MTG TR 2024-5C29 XB CSTR 09/15/2057                                                                                        | CUSIP: 05555PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   147436000 | PA      | $5862998.95    | 0.01%             | 2057-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#RJ0706                                                                                                 | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4295899 | PA      | $4454406.78    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 6.27% 02/20/2049 144A                                                           | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       34919 | PA      | $35022.66      | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2029                                                                                     | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         108 | PA      | $110.18        | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC WT                                                                                                               | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |         279 | NS      | $1249.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 7.00% 6/33 #995656                                                                                                          | CUSIP: 31416CBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1465 | PA      | $1532.24       | 0.00%             | 2033-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1 3.67% 09/20/2052 144A                                                                                               | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       23323 | PA      | $21638.21      | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 12/01/2028 144A                                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      709019 | PA      | $728503.55     | 0.00%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2041#Q04673                                                                                                 | CUSIP: 3132GK2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152844 | PA      | $145803.44     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 6.339%/VAR 07/27/2029                                                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2944604.15    | 0.01%             | 2029-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2019-C4                                                                                        | BBCMS MTG TR 2019-C4 2.661% 08/15/2052                                                                                           | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3471290 | PA      | $3238879.65    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+1134.965 06/16/2033                                                                        | CUSIP: 38373QS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |         670 | PA      | $651.62        | 0.00%             | 2033-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026                                                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5841000 | PA      | $5847281.70    | 0.01%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11259798 | PA      | $10664537.83   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3612                                                                                                   | CUSIP: 3140M5AN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      674886 | PA      | $619565.23     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 0741#AL8558                                                                                                         | CUSIP: 3138ETQL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      734985 | PA      | $769232.20     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 5.625% 04/28/2027                                                                                            | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58144.36      | 0.00%             | 2027-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479430                                                                                                         | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101016 | PA      | $96812.29      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                                            | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100769.50     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                                                      | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1014705.79    | 0.00%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      483000 | PA      | $499006.34     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 2.2% 12/15/2031                                                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2055832.13    | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.25% 12/15/2029                                                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48495.60      | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AS2011                                                                                                   | CUSIP: 3138WBGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      896956 | PA      | $858941.05     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                 | EXELON CORP 4.95% 06/15/2035                                                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2866.16       | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.875% 03/17/2028                                                                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1220000 | PA      | $1168089.00    | 0.00%             | 2028-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES3                                                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 6.29% 05/25/2064 144A                                                                        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1642250 | PA      | $1652537.69    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 2.608% 07/14/2031                                                                                            | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1155000 | PA      | $1004911.67    | 0.00%             | 2031-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2041#G06493                                                                                                 | CUSIP: 3128M8RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6148 | PA      | $6046.86       | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 4.0% 09/01/2040#A93824                                                                                                 | CUSIP: 312942G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399184 | PA      | $381076.59     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3.5% 05/01/2036#BM3697                                                                                            | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80166 | PA      | $77558.11      | 0.00%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74703.08      | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                                              | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055 144A                                                          | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       48000 | PA      | $47864.23      | 0.00%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6859000 | PA      | $6027087.53    | 0.01%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                                                 | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1315368 | PA      | $1082457.92    | 0.00%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 12/01/2047                                                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1521468.82    | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#FM7401                                                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3035950 | PA      | $2514599.81    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                                                | SBA TOWER TR 2.328% 07/15/2052 144A                                                                                              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2105000 | PA      | $1957710.83    | 0.00%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6312                                                                                                   | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2943363 | PA      | $2546071.92    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                                                    | EXPORT IMPORT BANK KOREA 5.125% 01/11/2033                                                                                       | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |      515000 | PA      | $523822.39     | 0.00%             | 2033-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P C TSFR1M+284.1 10/15/2041 144A                                                                                | CUSIP: 40444VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197051 | PA      | $196311.82     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MAINSTAY FDS                                                                                                | NYLI MacKay U.S. Infrastructure Bd Cl A                                                                                          | CUSIP: 56062F764<br>LEI: 5493003Y7K55IDIMKI62 | Long             | EC               | RF                | US        |    36645656 | NS      | $273010137.68  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING POWER LLC                                                                                         | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115330.13     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.5% 03/20/2026 144A                                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     1392000 | PA      | $1366248.00    | 0.00%             | 2026-03-20      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6100000 | PA      | $6252110.64    | 0.02%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                                | COMM 2024-CBM MORTGAGE TRUST VAR 12/10/2041 144A                                                                                 | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $111054.54     | 0.00%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2044#MA2149                                                                                                   | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      641596 | PA      | $609129.38     | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      410000 | NC      | $69904.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $4896895.05    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+611.552 06/20/2038                                                                         | CUSIP: 38375QA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       16991 | PA      | $1720.46       | 0.00%             | 2038-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP EUR 2.513000 02/20/2054 EUR                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1633000 | NC      | $31899.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 8.875%/VAR PERP REGS                                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      300000 | PA      | $422899.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL A VAR 06/15/2035 144A                                                                                            | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1727000 | PA      | $1729329.90    | 0.00%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A                          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1030000 | PA      | $985995.00     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 0% 07/17/2038 144A                                                                                | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1844174.20    | 0.00%             | 2038-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34598                                                                                                   | CUSIP: 31307RDB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24616 | PA      | $23878.95      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783276                                                                                                          | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8672 | PA      | $8521.10       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/41 #AJ1131                                                                                                          | CUSIP: 3138ASHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16675 | PA      | $16335.72      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2047#Q48754                                                                                                   | CUSIP: 3132WNWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2075326 | PA      | $1943889.77    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2047#BM1906                                                                                                   | CUSIP: 3140J6DL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126909 | PA      | $119351.79     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345112 | PA      | $237713.53     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029                                  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4171000 | PA      | $4342015.71    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8237                                                                                                          | CUSIP: 3138EDEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109391 | PA      | $104053.74     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036                                                                                   | CUSIP: 07387UFW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575040 | PA      | $553517.46     | 0.00%             | 2036-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 06/01/2055 #TBA                                                                                                       | CUSIP: 21H020667<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   107180000 | PA      | $86111262.99   | 0.21%             | 2055-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.2% 04/01/2043                                                                                                   | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1037488.38    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 TRUST 3.95% 06/17/2040 144A                                                                                       | CUSIP: 00178YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $2869690.15    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39899                                                                                                   | CUSIP: 3132QW7M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19182 | PA      | $17966.79      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1496461.95    | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                                      | COX COMMUNICATIONS INC 5.45% 09/15/2028 144A                                                                                     | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7391302.08    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-26                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2260.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25336                                                                                                 | CUSIP: 3132M5SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23757 | PA      | $23110.15      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#FS3392                                                                                                   | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88697 | PA      | $81703.93      | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2048#CA2163                                                                                                 | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1647272 | PA      | $1586440.58    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#DA1025                                                                                                   | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99209 | PA      | $100366.92     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 3.701119% 01/25/2064 144A                                                                           | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123021 | PA      | $38043.37      | 0.00%             | 2064-01-25      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3671                                                                                                   | CUSIP: 3140FPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1711906 | PA      | $1598195.20    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 6.575%/VAR 10/13/2026 144A                                                                                      | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4628120.67    | 0.01%             | 2026-10-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD                                                                | VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.172% 05/28/2039 REGS                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-CBDO         | CORP              | JE        |      200000 | PA      | $274994.67     | 0.00%             | 2039-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.625% 06/15/2029 144A                                                                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1976886.50    | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV OF CALIFORNIA CA REVENUESTXBL-GEN-SER AD                                                                                    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      280000 | PA      | $226263.58     | 0.00%             | 2112-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | IRO EUR 10Y C 2.39000 L 06/16/25 JPM                                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    -2200000 | NC      | $-2583.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.65% 09/13/2028                                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500411.18     | 0.00%             | 2028-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 3.953% 09/15/2037 144A                                                                                          | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5001000 | PA      | $4650930.00    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 07/20/2053#CV0172                                                                                             | CUSIP: 3618BVFM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1452985 | PA      | $1511774.31    | 0.00%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794581                                                                                                          | CUSIP: 36177PCT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31680 | PA      | $29531.48      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 08/15/2039                                                                                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4348000 | PA      | $4254755.79    | 0.01%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A                                                                                   | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6432000 | PA      | $6446935.10    | 0.02%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 4/41 #005017                                                                                                       | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      363856 | PA      | $357809.14     | 0.00%             | 2041-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                             | PPL CAP FDG INC 5.25% 09/01/2034                                                                                                 | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148495.83     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPAR 2021-1                                                                                                | COPAR 2021-1 0.77% 09/15/2026                                                                                                    | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      473227 | PA      | $472050.65     | 0.00%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $22930.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.8% 08/15/2034                                                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127618.75     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.95% 02/15/2050 144A                                                                                                | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292260 | PA      | $261427.10     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                                              | SERVICENOW INC 1.4% 09/01/2030                                                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $859892.61     | 0.00%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS5943                                                                                                 | CUSIP: 3140XMS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4703120 | PA      | $3854321.39    | 0.01%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.7% 04/01/2035                                                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6183333.66    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.422%/VAR 02/22/2029                                                                                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2350000 | PA      | $2398021.29    | 0.01%             | 2029-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4644000 | PA      | $4711819.35    | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                                                  | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                                                              | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $782940.72     | 0.00%             | 2054-09-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                                               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82742.92      | 0.00%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                                                 | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1753941 | PA      | $1820575.49    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LCM XXIV LTD / LCM XXIV LLC                                                                                 | LCM XXIV LTD / LCM XXIV LLC AR TSFR3M+124.161 03/20/2030 144A                                                                    | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      251316 | PA      | $251348.47     | 0.00%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2053#SD3567                                                                                                 | CUSIP: 3132DQ6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3253952 | PA      | $3087012.96    | 0.01%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#CA9152                                                                                                 | CUSIP: 3140QHE27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1082977 | PA      | $1005643.59    | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                                                   | BRINKER INTERNATIONAL INC 8.25% 07/15/2030 144A                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1560846.48    | 0.00%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $240783.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                                                                    | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                                                            | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11332551.74   | 0.03%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2046#AS7877                                                                                                 | CUSIP: 3138WHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      537119 | PA      | $452434.95     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CASTELL 2025-1 PLC                                                                                          | CASTELL 2025-1 X1 PLC SONIO+415 01/27/2062 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $134732.71     | 0.00%             | 2062-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                                             | BANK 2019-BNK20 2.6% 10/17/2052                                                                                                  | CUSIP: 06540BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4086706 | PA      | $3754983.95    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 6% 10/25/2034                                                                                                          | CUSIP: 12667FRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5531 | PA      | $5513.46       | 0.00%             | 2034-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF                                                                                  | GREAT WOLF TRUST 2024-WOLF TSFR1M+154.2 03/15/2039 144A                                                                          | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99937.50      | 0.00%             | 2039-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-B 4.68% 11/20/2036 144A                                                                      | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2714170.20    | 0.01%             | 2036-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#AL8321                                                                                                   | CUSIP: 3138ETG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      650581 | PA      | $611636.75     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6109133.25    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.25% 12/15/2027                                                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     6214000 | PA      | $6069066.53    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FINANCE TRUST 2020-A 2.79% 07/17/2046 144A                                                                                  | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1378479 | PA      | $1303562.52    | 0.00%             | 2046-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                                                       | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                                                          | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32671.71      | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45080 | PA      | $43133.36      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7126                                                                                                 | CUSIP: 3138WG4L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      726513 | PA      | $697103.18     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054                                                                                | CUSIP: 3136BVVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2841157 | PA      | $2855202.63    | 0.01%             | 2054-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $611550.53     | 0.00%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                                                                        | DBJPM 2017-C6 MTG TR 3.269% 06/10/2050                                                                                           | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116781 | PA      | $113785.38     | 0.00%             | 2050-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.333%/VAR 03/27/2036                                                                                              | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1765595.32    | 0.00%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      380000 | NC      | $64789.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.3% 07/15/2029 144A                                                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      146000 | PA      | $142279.02     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      370000 | PA      | $349002.50     | 0.00%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                                                    | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5282000 | PA      | $5310314.95    | 0.01%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.75% 05/15/2046                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4375199.09    | 0.01%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                                     | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                                                        | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |      330000 | PA      | $178566.30     | 0.00%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                                              | BANK 2021-BN35 2.067% 06/15/2064                                                                                                 | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1188004.74    | 0.00%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2430 WF 6.5 3/32                                                                                                             | CUSIP: 31339NW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4395 | PA      | $4550.48       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 4.75% 02/01/2032                                                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     5214000 | PA      | $4915361.37    | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                                                      | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2766240 | PA      | $2757737.89    | 0.01%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7051000 | PA      | $6079394.90    | 0.01%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     3770000 | PA      | $3760501.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                                            | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      610000 | PA      | $634584.22     | 0.00%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.75% 09/20/2036                                                                                  | CUSIP: 38376F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        1267 | PA      | $1283.30       | 0.00%             | 2036-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 06/20/2032#738210                                                                                                     | CUSIP: 3620ASDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2999 | PA      | $3082.56       | 0.00%             | 2032-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2040#                                                                                                         | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9304722 | PA      | $7935955.51    | 0.02%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      455000 | PA      | $478838.17     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                                                       | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209693.20     | 0.00%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1800000 | PA      | $1880100.82    | 0.00%             | 2037-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                                                             | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3285481.85    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW8329                                                                                                 | CUSIP: 3138XYHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7891 | PA      | $7651.17       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G08417                                                                                                          | CUSIP: 3128MJPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101666 | PA      | $102322.06     | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8238                                                                                                   | CUSIP: 3140HAEL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141631 | PA      | $132001.98     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                                         | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3760000 | PA      | $3116362.45    | 0.01%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 01/20/2052#785831                                                                                                   | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2108816 | PA      | $1752343.04    | 0.00%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      601000 | PA      | $596492.50     | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 5.875% 12/01/2027                                                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      348000 | PA      | $348465.28     | 0.00%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.95% 02/15/2030                                                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     8748000 | PA      | $8679267.75    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 06/25/2035                                                                                     | CUSIP: 31394EBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         469 | PA      | $328.90        | 0.00%             | 2035-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169037 | PA      | $2155355.58    | 0.01%             | 2039-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 8/20/2027                                                                                      | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $221692.37     | 0.00%             | 2027-08-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 BHG MTG TR VAR 02/25/2029 144A                                                                                   | CUSIP: 30311NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105465 | PA      | $96522.70      | 0.00%             | 2029-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                                                   | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      336000 | PA      | $303907.52     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER TERM B 1LN 07/01/2031                                                                                                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      101406 | PA      | $101279.51     | 0.00%             | 2031-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/41 #005233                                                                                                      | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      143100 | PA      | $136874.71     | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                                                         | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      442000 | PA      | $376870.65     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK N Y CITY MUN WTR FIN AUTH WTR and SWR REV TAXABLE-2NDGEN RESOLUTION SER CC-BUILD AB                                     | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      320000 | PA      | $319005.09     | 0.00%             | 2044-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 5.25% 12/15/2026                                                                                     | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58778.11      | 0.00%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                                                          | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      866000 | PA      | $530664.02     | 0.00%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC 9.72% 04/20/2040 144A                                                            | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      473410 | PA      | $488774.69     | 0.00%             | 2040-04-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 VAR 07/27/2050 144A                                                                               | CUSIP: 05493UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3530389.60    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                                                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                                                                    | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1802607 | PA      | $1805587.93    | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 4.85% 10/15/2031                                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4898618.69    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FANNIE MAE REMICS SOFR30A+97 08/25/2054                                                                                          | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3251028 | PA      | $3247284.79    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#AY2848                                                                                                 | CUSIP: 3138YGEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      286439 | PA      | $253103.33     | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                                                                     | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      540000 | PA      | $522977.74     | 0.00%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#MA8949                                                                                                     | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      845247 | PA      | $857603.51     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1765000 | PA      | $1822548.09    | 0.00%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.5% 08/25/2050                                                                                   | CUSIP: 3136BJTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      253996 | PA      | $205510.36     | 0.00%             | 2050-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 1.8% 08/15/2028                                                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1281201.98    | 0.00%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2051#RA5901                                                                                                   | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      566988 | PA      | $487710.77     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2004-T2 1A4 7.5 11/43                                                                                                       | CUSIP: 31393X7D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2437 | PA      | $2474.48       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2048#BK9292                                                                                                   | CUSIP: 3140HPKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67919 | PA      | $67183.60      | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | CDX.O P 0.70 IG43 5Y V1 I 06/18/25 GST                                                                                           | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |    -9200000 | NC      | $-1205.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                                                           | DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A                                                                                  | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |     5321000 | PA      | $5334302.50    | 0.01%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SEC CORP                                                                           | JP MORGAN CHASE CML MTG SEC CO STEP 05/15/2035 144A                                                                              | CUSIP: 12433UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      995000 | PA      | $992130.22     | 0.00%             | 2035-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6390                                                                                                 | CUSIP: 31417DC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103088 | PA      | $92463.05      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                                                | CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A                                                                              | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      314000 | PA      | $309397.26     | 0.00%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+55 08/25/2027                                                                             | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $10996725.30   | 0.03%             | 2027-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B1 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2123000 | PA      | $2164092.15    | 0.01%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 6.75% 05/02/2034 144A                                                                                                     | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2395000 | PA      | $2421345.00    | 0.01%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2054#CB7801                                                                                                 | CUSIP: 3140QTU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      981340 | PA      | $1016935.26    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 8/29#J29007                                                                                                       | CUSIP: 31307JAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       81359 | PA      | $79517.88      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#ZS9618                                                                                                 | CUSIP: 3132AAVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492213 | PA      | $448893.67     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2055#MB0364                                                                                                   | CUSIP: 3618N5MN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1600000 | PA      | $1510828.32    | 0.00%             | 2055-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4% 02/01/2048                                                                                                             | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      965000 | PA      | $696007.68     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2289                                                                                                 | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4268643 | PA      | $3512930.47    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q45023                                                                                                 | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      204427 | PA      | $185594.08     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      134000 | PA      | $113480.50     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                                                | ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS                                                                            | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      900000 | PA      | $780660.00     | 0.00%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.95% 03/25/2051                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       47000 | PA      | $33610.59      | 0.00%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 10/01/2030#BS8736                                                                                                | CUSIP: 3140LKV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2470470.50    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                                      | KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 A TSFR1M+154.239 12/15/2039 144A                                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      539000 | PA      | $537652.50     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/JPY settle 2025-06-18                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3612.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 6/1/52#CB3766                                                                                                       | CUSIP: 3140QPFG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644177 | PA      | $594997.62     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#CA3925                                                                                                 | CUSIP: 3140QBLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      498929 | PA      | $482794.04     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.35% 05/15/2045                                                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $2879763.47    | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGE 2022-SFR1 TRUST                                                                                      | BRIDGE 2022-SFR1 TRUST 3.4% 11/17/2037 144A                                                                                      | CUSIP: 10805VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5470744 | PA      | $5410992.18    | 0.01%             | 2037-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2025-1                                                                     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 D 5.54% 08/12/2031 144A                                                      | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2855566.91    | 0.01%             | 2031-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2053#FS9453                                                                                                 | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3823386 | PA      | $3626934.35    | 0.01%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RENEW 2023-1                                                                                                | RENEW 2023-1A A 5.9% 11/20/2058 144A                                                                                             | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2557674 | PA      | $2502725.14    | 0.01%             | 2058-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                                                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      145000 | PA      | $126643.01     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                                                | SBA TOWER TR 1.884% 07/15/2050 144A                                                                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2753000 | PA      | $2695977.66    | 0.01%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058                                                             | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      294008 | PA      | $272209.80     | 0.00%             | 2058-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.217%/VAR 04/22/2042                                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      350000 | PA      | $257339.44     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.375% 05/15/2030                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      705000 | PA      | $661545.21     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 6% 04/15/2034 144A                                                                                      | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3939000 | PA      | $3994799.87    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST 2022-1                                                                        | CARNOW AUTO RECEIVABLES TRUST 2022-1 8.29% 08/15/2028 144A                                                                       | CUSIP: 14367LAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      351000 | PA      | $130275.16     | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $255725.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                                                            | SOUTHERN VETERINARY PARTNERS TERM B 1LN 12/04/2031                                                                               | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |      156918 | PA      | $156944.74     | 0.00%             | 2031-12-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 07/20/2051#MA7471                                                                                                     | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2610910 | PA      | $2100215.37    | 0.01%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2361460 | PA      | $2121161.30    | 0.01%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+57.948 07/25/2037 144A                                                                       | CUSIP: 07325YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7861 | PA      | $7129.91       | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.5% 02/15/2041 144A                                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    12531000 | PA      | $9713096.89    | 0.02%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(BRKHEC) SWAP/CDSWAP 0.13016 09/29/2027                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |      465000 | NC      | $-322.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A                                                                                | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      589000 | PA      | $581755.30     | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 6.2% 03/01/2055                                                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68347.86      | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2054#SD8499                                                                                                 | CUSIP: 3132DWNQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110279 | PA      | $97868.33      | 0.00%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2051#SD8122                                                                                                 | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6229264 | PA      | $5114767.30    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9505                                                                                                 | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3909619 | PA      | $3217467.62    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                                                          | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      510000 | PA      | $510629.85     | 0.00%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.7% 02/10/2053                                                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      375000 | PA      | $336516.54     | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 4.45% 06/15/2029 144A                                                                                             | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      835000 | PA      | $812626.49     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO XIII LTD                                                                                       | MARATHON CLO XIII LTD AAR2 TSFR3M+120 04/15/2032 144A                                                                            | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      802332 | PA      | $802332.25     | 0.00%             | 2032-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TR 2024-A                                                                                   | USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A                                                                                  | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $2717114.49    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 2.717% 01/07/2029 144A                                                                                     | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     4805000 | PA      | $4437489.53    | 0.01%             | 2029-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A                                                          | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3893000 | PA      | $3503700.00    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.5% 09/01/2030 144A                                                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      174000 | PA      | $154327.11     | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-A                                                                             | TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A                                                                            | CUSIP: 89239MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      354194 | PA      | $354268.02     | 0.00%             | 2026-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 2.65% 03/01/2030                                                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1091382.52    | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC                                                               | HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC A1R TSFR3M+135 01/20/2038 144A                                                     | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250124.50     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 2.382% 10/17/2038 144A                                                                      | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      722000 | PA      | $696930.79     | 0.00%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: INR/USD settle 2025-06-30                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-11682.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G60397                                                                                                   | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15575 | PA      | $14588.26      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.625% 01/15/2028                                                                                  | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1637406.50    | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2045#AY5719                                                                                                 | CUSIP: 3138YKK93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380633 | PA      | $368479.98     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.588% 08/08/2028                                                                                             | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1439157.57    | 0.00%             | 2028-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2055#MA5646                                                                                                 | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6999305 | PA      | $6933545.44    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023                                                                               | OCTANE RECEIVABLES TRUST 2023 6.24% 06/20/2031 144A                                                                              | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2589000 | PA      | $2620434.08    | 0.01%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 5% 06/15/2030                                                                                                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3836471.75    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                                          | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                                                         | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1014324 | PA      | $1003763.03    | 0.00%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026                                                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      370000 | PA      | $363105.48     | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.643%/VAR 05/07/2028                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1316000 | PA      | $1313972.24    | 0.00%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                                                 | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      399860 | PA      | $396103.46     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 10% 02/07/2033                                                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      588000 | PA      | $606222.12     | 0.00%             | 2033-02-07      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                                                                    | PALOMINO FUNDING TRUST I 7.233% 05/17/2028 144A                                                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $315585.52     | 0.00%             | 2028-05-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.2% 11/02/2027                                                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $972638.95     | 0.00%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2022-3                                                                               | OPORTUN ISSUANCE TRUST 2022-3 10.147% 01/08/2030 144A                                                                            | CUSIP: 68378PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        7779 | PA      | $7783.66       | 0.00%             | 2030-01-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                                   | QORVO INC 4.375% 10/15/2029                                                                                                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      290000 | PA      | $278285.97     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 4.838% 06/01/2035                                                                                  | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3404923.68    | 0.01%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 4.5% 10/01/2049                                                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1068270.00    | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3874                                                                                                         | CUSIP: 31419EJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18851 | PA      | $18534.00      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                                        | ADNOC MURBAN RSC LTD 4.25% 09/11/2029 144A                                                                                       | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     3800000 | PA      | $3743000.00    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394000.00     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 3.5% 06/01/2031                                                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      285000 | PA      | $257520.87     | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                                              | EPIQ TERM B 1LN 04/26/2029                                                                                                       | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |      113855 | PA      | $113605.80     | 0.00%             | 2029-04-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                                                                  | 522 FUNDING CLO 2020-6 LTD A1R2 TSFR3M+120 10/23/2034 144A                                                                       | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1497090.00    | 0.00%             | 2034-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2029                                                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3053723.64    | 0.01%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#G60553                                                                                                 | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5600805 | PA      | $5114583.44    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP6425                                                                                                 | CUSIP: 3138MAD70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70422 | PA      | $62888.90      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                                                          | DOMINION ENERGY SOUTH CAROLINA INC 2.3% 12/01/2031                                                                               | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      277000 | PA      | $239255.80     | 0.00%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2032#AP1314                                                                                                 | CUSIP: 3138M4N81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32232 | PA      | $31020.75      | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 08/01/2053#SD3572                                                                                                 | CUSIP: 3132DQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1802510 | PA      | $1794643.56    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                                         | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                                                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1174000 | PA      | $1185514.01    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                                                                | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2649000 | PA      | $2689991.55    | 0.01%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                                                | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                                                | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5200974.14    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A                                                                                       | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1132979 | PA      | $1134395.36    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-SCHATZ FUT JUN25 DUM5                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -10 | NC      | $2887.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      470000 | NC      | $80134.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE MTG SECS INC MTG LN TR SER 2006-PR1                                                                | DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A                                                                          | CUSIP: 25157GCT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       62907 | PA      | $32811.71      | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2019-R07                                                                            | CONNECTICUT AVE SECS TR 2019-R07 1B1 SOFR30A+351.448 10/25/2039 144A                                                             | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2973082 | PA      | $3047689.73    | 0.01%             | 2039-10-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2025-06-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $32199.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AB7271                                                                                                 | CUSIP: 31417ECH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99740 | PA      | $89936.60      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 4.625% 09/01/2026                                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      620000 | PA      | $617380.93     | 0.00%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 04/01/2041#Q00409                                                                                                 | CUSIP: 3132GDN24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23520 | PA      | $23656.59      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 2.85% 02/15/2052                                                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       27000 | PA      | $16174.92      | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                                                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1013054.17    | 0.00%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC 2021-1A                                                                                 | DATABANK ISSUER LLC 2021-1A A2 2.06% 02/27/2051 144A                                                                             | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564627 | PA      | $550297.16     | 0.00%             | 2051-02-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.5% 10/01/2035                                                                                   | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4230000 | PA      | $4156452.99    | 0.01%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033                                                                                     | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      124331 | PA      | $8195.71       | 0.00%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1516503.43    | 0.00%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#CB5494                                                                                                 | CUSIP: 3140QRC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5310960 | PA      | $5515634.13    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.536% 07/15/2049                                                                                  | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $113638.50     | 0.00%             | 2049-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 02/01/2026#AN0707                                                                                                | CUSIP: 3138LCYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227795 | PA      | $225293.23     | 0.00%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                                                   | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1674868 | PA      | $1669687.49    | 0.00%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5 CALL 112 06/20/2025                                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -71 | NC      | $-15531.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 4.5% 06/01/2052                                                                                    | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       78000 | PA      | $64135.48      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16893                                                                                                 | CUSIP: 3132J8C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1532048 | PA      | $1415364.11    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#SD4396                                                                                                 | CUSIP: 3132E03D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1722790 | PA      | $1709834.26    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-A 5.4% 03/20/2036 144A                                                                       | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4271278.50    | 0.01%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6579                                                                                                   | CUSIP: 3133KNJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287402 | PA      | $223902.96     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-06-20                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2361.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2047#MA2863                                                                                                   | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2042170 | PA      | $1786943.00    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2049#FM6043                                                                                                 | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      882028 | PA      | $797235.41     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.06280 11/14/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -9300000 | NC      | $-60691.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#                                                                                                       | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      278501 | PA      | $245637.04     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 12/20/2050                                                                                     | CUSIP: 38383MUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      625730 | PA      | $560063.32     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 07/01/2055 #TBA                                                                                                   | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   343022098 | PA      | $339377762.63  | 0.82%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#Q49494                                                                                                 | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162769 | PA      | $156300.16     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LN TR                                                                                     | MARP 2005-1 1A3 7 8/34                                                                                                           | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970218 | PA      | $665990.86     | 0.00%             | 2034-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                                              | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      510000 | PA      | $524782.86     | 0.00%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #489787                                                                                                         | CUSIP: 36210ECY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74036 | PA      | $69080.43      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5947317 | PA      | $4894415.43    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 2% 05/15/2030                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      173000 | PA      | $153585.60     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 6.246%/VAR 09/22/2029 144A                                                                                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10600000 | PA      | $11090782.76   | 0.03%             | 2029-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.15% 06/15/2029                                                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2267616.32    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AU3742                                                                                                 | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4624 | PA      | $4269.14       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2051#MA7648                                                                                                     | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383323 | PA      | $308345.01     | 0.00%             | 2051-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)SEP25 TYU5 CALL 111.50 06/20/2025                                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -211 | NC      | $-75828.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RELX CAPITAL INC                                                                                            | RELX CAPITAL INC 5.25% 03/27/2035                                                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3414581.85    | 0.01%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2022-1                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2022-1 3.97% 01/18/2028 144A                                                                      | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4619000 | PA      | $4587856.39    | 0.01%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 05/15/2027 144A                                                                                 | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      143968 | PA      | $121850.41     | 0.00%             | 2027-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                                                 | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      531441 | PA      | $477362.53     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2037#QO0016                                                                                                   | CUSIP: 3133WJAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      277004 | PA      | $261629.55     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                                       | CLOVER CLO 2018-1 LLC A1RR TSFR3M+153 04/20/2037 144A                                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $351071.70     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3434                                                                                                   | CUSIP: 3133B0Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      253301 | PA      | $199077.67     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2054#DC5738                                                                                                 | CUSIP: 3140ATLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2939504 | PA      | $2914643.14    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THLOG 2024-1X B                                                                                             | THLOG 2024-1X B 3MEUR+205 11/17/2036                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       71578 | PA      | $81272.51      | 0.00%             | 2036-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 5% 04/15/2029 144A                                                                                               | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      350000 | PA      | $343644.00     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 12/01/2053#SD4621                                                                                                 | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      383238 | PA      | $398180.91     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2031                                                                                                      | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53100000 | PA      | $53095851.83   | 0.13%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 08/15/2036#783867                                                                                                   | CUSIP: 3622A2JL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36373 | PA      | $37442.98      | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                                                 | ABERTIS INFRAESTRUCTURAS SA 3.375% 11/27/2026 REGS                                                                               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $656796.07     | 0.00%             | 2026-11-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/41 #G06596                                                                                                          | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262034 | PA      | $263705.12     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.75% 06/20/2031                                                                                         | CUSIP: 3130ANUL2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      810000 | PA      | $699982.88     | 0.00%             | 2031-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.86% 12/01/2029#BL5066                                                                                                | CUSIP: 3140HWTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      577197 | PA      | $542975.99     | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                                               | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1306000 | PA      | $1301099.10    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   990960000 | PA      | $981360768.67  | 2.36%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A                                                                     | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4310674 | PA      | $4316342.10    | 0.01%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042                                                                          | CUSIP: 3137AWAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      333361 | PA      | $309970.15     | 0.00%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $991969.77     | 0.00%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                                                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $730668.89     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC                                                     | ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC TSFR1M+186.448 12/18/2037 144A                                           | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      263000 | PA      | $252354.23     | 0.00%             | 2037-12-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                                           | MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A                                                                          | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12979595 | PA      | $12509481.64   | 0.03%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WEST TR 2025-ROSE                                                                                           | WEST TRUST 2025-ROSE VAR 04/10/2030 144A                                                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156000 | PA      | $155857.46     | 0.00%             | 2035-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.45% 03/27/2028 144A                                                                                   | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3506533.63    | 0.01%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                                                             | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       76000 | PA      | $70671.05      | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3670977 | PA      | $3685914.39    | 0.01%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                                                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5511000 | PA      | $4867188.94    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M3 A2 CSTR 12/26                                                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350051 | PA      | $340138.60     | 0.00%             | 2026-12-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34571                                                                                                   | CUSIP: 31307RCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41924 | PA      | $40719.82      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.125% 09/15/2029                                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      380000 | PA      | $381779.16     | 0.00%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#SD1215                                                                                                   | CUSIP: 3132DNK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1454938 | PA      | $1261962.56    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 25-1A E 8.91% 09/20/2034 144A                                                                             | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065000 | PA      | $4120280.75    | 0.01%             | 2034-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.32% 03/01/2030#BZ3406                                                                                                | CUSIP: 3140NXYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1900000 | PA      | $1893098.82    | 0.00%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                                      | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      591000 | PA      | $582505.03     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0547                                                                                                   | CUSIP: 3133B9TC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19459 | PA      | $18162.17      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2053#SD8298                                                                                                 | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      442033 | PA      | $418353.55     | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                                                | ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035                                                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1465203.60    | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXX LTD                                                                                    | BLUEMOUNTAIN CLO XXX LTD BR TSFR3M+190 04/15/2035 144A                                                                           | CUSIP: 09630QAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1602564.80    | 0.00%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                                                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $260799.09     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 3.6% 09/15/2047                                                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      141000 | PA      | $100474.11     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 02/01/2032 144A                                                                                                   | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      850000 | PA      | $882251.55     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2050#MA4138                                                                                                 | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6502440 | PA      | $4823775.22    | 0.01%             | 2050-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC                                                                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3390 | NS      | $81393.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                              | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                                                                            | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |      645000 | PA      | $862561.18     | 0.00%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 5.081% 06/07/2029                                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      628000 | PA      | $637089.03     | 0.00%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 06/01/2055 #TBA                                                                                                   | CUSIP: 01F062663<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -74335000 | PA      | $-76332715.96  | -0.18%            | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MTR CR CO LLC 4.271% 01/09/2027                                                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83155.13      | 0.00%             | 2027-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                                   | GRACIE POINT INTERNATIONAL FUNDING 2023-1A A SOFR90A+195 09/01/2026 144A                                                         | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100103 | PA      | $99990.18      | 0.00%             | 2026-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 8.75% 06/02/2029                                                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      751000 | PA      | $760154.69     | 0.00%             | 2029-06-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA A TSFR1M+160 06/15/2030 144A                                                                                    | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197000 | PA      | $197345.50     | 0.00%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 4.3% 04/01/2027                                                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      840000 | PA      | $836630.45     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                                     | PRECISION DRILLING CORP 7.125% 01/15/2026 144A                                                                                   | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      124000 | PA      | $123861.73     | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                                       | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                                                     | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1799529 | PA      | $1793387.93    | 0.00%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BE8347                                                                                                   | CUSIP: 3140FUHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15045 | PA      | $14036.25      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.95% 10/15/2042                                                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $13405.92      | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1772                                                                                                   | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1315029 | PA      | $1220385.64    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL TERM 2LN 10/15/2029                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      313090 | PA      | $244993.17     | 0.00%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HPS LN MGMT 2024-20 LTD/LLC                                                                                 | HPS LN MGMT 2024-20 LTD/LLC D1 TSFR3M+330 07/25/2037 144A                                                                        | CUSIP: 40443WAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251155.50     | 0.00%             | 2037-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#BO4757                                                                                                   | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2090067 | PA      | $1811218.81    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 07/01/2055 #TBA                                                                                                     | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    83875000 | PA      | $83221118.89   | 0.20%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      570000 | PA      | $364733.20     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2033                                                                                                      | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56536000 | PA      | $54994510.91   | 0.13%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.75% 05/01/2043                                                                                      | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $465917.31     | 0.00%             | 2043-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/43#MA0935                                                                                                          | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104821 | PA      | $100134.29     | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                                 | AVIENT CORP 7.125% 08/01/2030 144A                                                                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      307000 | PA      | $316363.50     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $3061392.99    | 0.01%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029                                                                                       | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1107200.06    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2019                                                                                    | GS MTG SECS CORP TR 2019-GC40 A3 2.904% 07/10/2052                                                                               | CUSIP: 36257HBN5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1871993.60    | 0.00%             | 2052-07-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/34 #AL2130                                                                                                         | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10988 | PA      | $11428.38      | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                                             | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                                           | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $197250.00     | 0.00%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                                                      | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      463000 | PA      | $451715.39     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      710000 | NC      | $121054.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 02/20/2072#CK2783                                                                                                    | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1063726 | PA      | $1112939.09    | 0.00%             | 2072-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                                                    | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                                                    | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $675335.01     | 0.00%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 1.6% 08/12/2028                                                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1822466.96    | 0.00%             | 2028-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                                                 | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      125000 | PA      | $122714.63     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2046#Q43237                                                                                                   | CUSIP: 3132WGS32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24966 | PA      | $23346.13      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#BY4714                                                                                                   | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1456176 | PA      | $1416301.23    | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                                    | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      195000 | PA      | $192811.18     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                                                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3604950.36    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 07/01/2036#CB1180                                                                                                   | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82960 | PA      | $75460.55      | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2051#MA4239                                                                                                   | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1441668 | PA      | $1239865.36    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                                               | SCHAEFFLER AG 4.75% 08/14/2029 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $573379.54     | 0.00%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.05% 08/05/2062                                                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      255000 | PA      | $199419.12     | 0.00%             | 2062-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 2010-95 ZC 5% 09/25/2040                                                                                              | CUSIP: 31398NFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1039441 | PA      | $980060.46     | 0.00%             | 2040-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $590676.99     | 0.00%             | 2034-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2046#G08731                                                                                                 | CUSIP: 3128MJY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      430506 | PA      | $363126.51     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 3.95% 04/13/2052                                                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      282000 | PA      | $218015.71     | 0.00%             | 2052-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3202 HI IO INVF 8/36                                                                                                         | CUSIP: 31397ABD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        9079 | PA      | $833.93        | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/40 #A90893                                                                                                          | CUSIP: 3129387E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13372 | PA      | $13460.04      | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                                          | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                                              | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6478617.60    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2035#FS0112                                                                                                   | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647640 | PA      | $627600.70     | 0.00%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      621000 | PA      | $551409.31     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2053#MA5230                                                                                                 | CUSIP: 31418EY46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29322 | PA      | $26024.47      | 0.00%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042                                                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6493.46       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                                                  | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91705.05      | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC 4% 08/25/2034 144A                                                                                            | CUSIP: 15723AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      121000 | PA      | $115431.62     | 0.00%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                                                    | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                                                       | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      455000 | PA      | $431426.45     | 0.00%             | 2045-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERO FDG TR 2015-3                                                                                          | HERO FDG TR 2015-3A A 4.28% 09/20/2041 144A                                                                                      | CUSIP: 42771TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       29075 | PA      | $27302.54      | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.75% 10/15/2047                                                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       32000 | PA      | $22973.61      | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                                                     | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $77053.80      | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                                                     | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1060000 | PA      | $1040939.61    | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F030462<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -27000 | PA      | $-25448.54     | -0.00%            | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4.5% 06/01/2040 #TBA                                                                                                   | CUSIP: 01F042467<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |      -45000 | PA      | $-44333.78     | -0.00%            | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4% 06/01/2040 #TBA                                                                                                     | CUSIP: 01F040461<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |       -8000 | PA      | $-7746.87      | -0.00%            | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer