# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0001752724-23-014706
**Filing Date:** 2023-1
**Character Count:** 1239015
**Document Hash:** 0f9b0375d2003af08f965c235e5d6529
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014706.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014706

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 23556561

**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

### Fidelity Total Bond ETF (Series ID: S000042567)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000131659 | Fidelity Total Bond ETF | FBND            |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Total Bond ETF**

**November 30, 2022**

T14-NPRT1-0123

1.9862234.108 ---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds - 35.9%** | &nbsp;&nbsp;**Corporate Bonds - 35.9%** | &nbsp;&nbsp;**Corporate Bonds - 35.9%** | &nbsp;&nbsp;**Corporate Bonds - 35.9%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Convertible Bonds - 0.1%  |  |  |  |
| COMMUNICATION SERVICES - 0.1% |  |  |  |
| Media - 0.1% |  |  |  |
| DISH Network Corp.: |  |  |  |
|  2.375% 3/15/24 |  | 400000 | 356989 |
|  3.375% 8/15/26 |  | 1428000 | 924630 |
|  |  |  | 1281619 |
| ENERGY - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 30322 | 200580 |
| Mesquite Energy, Inc. 15% 7/15/23 (b)(c) |  | 52465 | 347056 |
|  |  |  | 547636 |
| TOTAL CONVERTIBLE BONDS |  |  | 1829255 |
| Nonconvertible Bonds - 35.8%  |  |  |  |
| COMMUNICATION SERVICES - 3.6% |  |  |  |
| Diversified Telecommunication Services - 1.2% |  |  |  |
| Altice France SA: |  |  |  |
|  5.125% 1/15/29(d) |  | 515000 | 405563 |
|  5.5% 1/15/28(d) |  | 630000 | 525048 |
| AT&T, Inc.: |  |  |  |
|  2.55% 12/1/33 |  | 3728000 | 2928758 |
|  3.8% 12/1/57 |  | 3772000 | 2738351 |
|  4.3% 2/15/30 |  | 315000 | 299280 |
|  4.5% 3/9/48 |  | 10000 | 8336 |
|  5.15% 11/15/46 |  | 500000 | 461625 |
| C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (d) |  | 453000 | 402604 |
| Cablevision Lightpath LLC: |  |  |  |
|  3.875% 9/15/27(d) |  | 85000 | 73285 |
|  5.625% 9/15/28(d) |  | 70000 | 53262 |
| Cogent Communications Group, Inc. 7% 6/15/27 (d) |  | 505000 | 492375 |
| Frontier Communications Holdings LLC: |  |  |  |
|  5% 5/1/28(d) |  | 210000 | 186900 |
|  5.875% 10/15/27(d) |  | 770000 | 732670 |
|  6.75% 5/1/29(d) |  | 1620000 | 1361011 |
|  8.75% 5/15/30(d) |  | 235000 | 243108 |
| IHS Holding Ltd. 5.625% 11/29/26 (d) |  | 210000 | 164889 |
| Level 3 Financing, Inc.: |  |  |  |
|  3.625% 1/15/29(d) |  | 65000 | 47996 |
|  4.25% 7/1/28(d) |  | 390000 | 305366 |
|  4.625% 9/15/27(d) |  | 1000000 | 842500 |
| Liquid Telecommunications Financing PLC 5.5% 9/4/26 (d) |  | 225000 | 155250 |
| Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 10.75% 6/1/28 (d) |  | 1080000 | 1015200 |
| Qtel International Finance Ltd. 2.625% 4/8/31 (d) |  | 300000 | 256500 |
| Sable International Finance Ltd. 5.75% 9/7/27 (d) |  | 1300000 | 1183130 |
| Sprint Capital Corp.: |  |  |  |
|  6.875% 11/15/28 |  | 3988000 | 4225725 |
|  8.75% 3/15/32 |  | 310000 | 370652 |
| Telecom Italia Capital SA 6% 9/30/34  |  | 693000 | 535197 |
| Telecom Italia SpA 5.303% 5/30/24 (d) |  | 210000 | 203385 |
| Telefonica Celular del Paraguay SA 5.875% 4/15/27 (d) |  | 235000 | 221572 |
| Telenet Finance Luxembourg Notes SARL 5.5% 3/1/28 (d) |  | 1000000 | 895500 |
| Verizon Communications, Inc.: |  |  |  |
|  2.1% 3/22/28 |  | 1241000 | 1085785 |
|  2.55% 3/21/31 |  | 4346000 | 3623219 |
|  2.987% 10/30/56 |  | 1624000 | 1024408 |
|  3% 3/22/27 |  | 221000 | 207251 |
|  4.862% 8/21/46 |  | 875000 | 798816 |
|  5.012% 4/15/49 |  | 38000 | 35394 |
| Virgin Media Finance PLC 5% 7/15/30 (d) |  | 405000 | 330174 |
| Windstream Escrow LLC 7.75% 8/15/28 (d) |  | 985000 | 861875 |
| Zayo Group Holdings, Inc.: |  |  |  |
|  4% 3/1/27(d) |  | 205000 | 146835 |
|  6.125% 3/1/28(d) |  | 790000 | 428575 |
|  |  |  | 29877370 |
| Entertainment - 0.1% |  |  |  |
| Allen Media LLC 10.5% 2/15/28 (d) |  | 400000 | 169692 |
| The Walt Disney Co.: |  |  |  |
|  3.8% 3/22/30 |  | 1824000 | 1713399 |
|  4.7% 3/23/50 |  | 1346000 | 1259389 |
|  |  |  | 3142480 |
| Interactive Media & Services - 0.0% |  |  |  |
| Baidu, Inc. 1.72% 4/9/26  |  | 375000 | 332869 |
| Tencent Holdings Ltd.: |  |  |  |
|  1.81% 1/26/26(d) |  | 250000 | 224188 |
|  2.88% 4/22/31(d) |  | 300000 | 247752 |
|  |  |  | 804809 |
| Media - 1.7% |  |  |  |
| Advantage Sales & Marketing, Inc. 6.5% 11/15/28 (d) |  | 1000000 | 782820 |
| Altice Financing SA 5% 1/15/28 (d) |  | 200000 | 163176 |
| Altice France Holding SA 6% 2/15/28 (d) |  | 1435000 | 963244 |
| Cable Onda SA 4.5% 1/30/30 (d) |  | 340000 | 284750 |
| Cable One, Inc. 4% 11/15/30 (d) |  | 200000 | 161142 |
| CCO Holdings LLC/CCO Holdings Capital Corp.: |  |  |  |
|  4.5% 8/15/30(d) |  | 225000 | 189563 |
|  4.5% 5/1/32 |  | 460000 | 379622 |
|  4.75% 3/1/30(d) |  | 3679000 | 3162921 |
|  5% 2/1/28(d) |  | 200000 | 183852 |
|  5.125% 5/1/27(d) |  | 370000 | 350201 |
|  5.375% 6/1/29(d) |  | 1314000 | 1192416 |
|  5.5% 5/1/26(d) |  | 100000 | 97000 |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp.: |  |  |  |
|  4.4% 4/1/33 |  | 1842000 | 1614541 |
|  5.25% 4/1/53 |  | 2636000 | 2118060 |
|  5.375% 5/1/47 |  | 3681000 | 3045243 |
|  5.5% 4/1/63 |  | 2636000 | 2112059 |
|  5.75% 4/1/48 |  | 1936000 | 1665527 |
|  6.484% 10/23/45 |  | 197000 | 185587 |
| Comcast Corp.: |  |  |  |
|  3.9% 3/1/38 |  | 71000 | 62026 |
|  4.65% 7/15/42 |  | 162000 | 148472 |
| CSC Holdings LLC: |  |  |  |
|  4.125% 12/1/30(d) |  | 325000 | 249438 |
|  5.375% 2/1/28(d) |  | 1415000 | 1266627 |
|  5.5% 4/15/27(d) |  | 600000 | 549750 |
|  5.75% 1/15/30(d) |  | 955000 | 650355 |
| Discovery Communications LLC: |  |  |  |
|  3.625% 5/15/30 |  | 5007000 | 4218186 |
|  4.65% 5/15/50 |  | 1770000 | 1277821 |
| DISH DBS Corp. 7.75% 7/1/26  |  | 200000 | 167520 |
| DISH Network Corp. 11.75% 11/15/27 (d) |  | 1620000 | 1665085 |
| Fox Corp.: |  |  |  |
|  4.03% 1/25/24 |  | 101000 | 99652 |
|  4.709% 1/25/29 |  | 145000 | 140129 |
|  5.476% 1/25/39 |  | 143000 | 131686 |
|  5.576% 1/25/49 |  | 95000 | 85196 |
| Gray Television, Inc. 4.75% 10/15/30 (d) |  | 195000 | 144279 |
| Lagardere S.C.A. 2.125% 10/16/26 (Reg. S)  | EUR | 300000 | 298445 |
| LCPR Senior Secured Financing DAC 5.125% 7/15/29 (d) |  | 200000 | 165147 |
| Magallanes, Inc.: |  |  |  |
|  3.428% 3/15/24(d) |  | 1097000 | 1065141 |
|  3.638% 3/15/25(d) |  | 601000 | 573859 |
|  3.755% 3/15/27(d) |  | 1175000 | 1070757 |
|  4.054% 3/15/29(d) |  | 407000 | 356422 |
|  4.279% 3/15/32(d) |  | 2434000 | 2066464 |
|  5.05% 3/15/42(d) |  | 847000 | 678064 |
|  5.141% 3/15/52(d) |  | 1309000 | 1014293 |
| Radiate Holdco LLC/Radiate Financial Service Ltd.: |  |  |  |
|  4.5% 9/15/26(d) |  | 460000 | 376142 |
|  6.5% 9/15/28(d) |  | 955000 | 515414 |
| Sirius XM Radio, Inc. 4.125% 7/1/30 (d) |  | 635000 | 535826 |
| TEGNA, Inc. 4.75% 3/15/26 (d) |  | 600000 | 586467 |
| Time Warner Cable LLC: |  |  |  |
|  5.5% 9/1/41 |  | 16000 | 13620 |
|  5.875% 11/15/40 |  | 1356000 | 1201856 |
|  6.55% 5/1/37 |  | 157000 | 150478 |
|  6.75% 6/15/39 |  | 674000 | 655035 |
|  7.3% 7/1/38 |  | 211000 | 215767 |
| Univision Communications, Inc. 6.625% 6/1/27 (d) |  | 165000 | 160798 |
| Virgin Media Secured Finance PLC 4.5% 8/15/30 (d) |  | 410000 | 342398 |
| VZ Secured Financing BV 5% 1/15/32 (d) |  | 900000 | 744750 |
| Ziggo Bond Co. BV: |  |  |  |
|  5.125% 2/28/30(d) |  | 670000 | 543551 |
|  6% 1/15/27(d) |  | 400000 | 369000 |
|  |  |  | 43207640 |
| Wireless Telecommunication Services - 0.6% |  |  |  |
| AXIAN Telecom 7.375% 2/16/27 (d) |  | 200000 | 173725 |
| Bharti Airtel International BV 5.35% 5/20/24 (d) |  | 200000 | 198850 |
| CT Trust 5.125% 2/3/32 (d) |  | 350000 | 301722 |
| Intelsat Jackson Holdings SA 6.5% 3/15/30 (d) |  | 565000 | 519800 |
| Millicom International Cellular SA: |  |  |  |
|  4.5% 4/27/31(d) |  | 1343000 | 1098406 |
|  6.25% 3/25/29(d) |  | 630000 | 596994 |
| MTN (Mauritius) Investments Ltd. 4.755% 11/11/24 (d) |  | 225000 | 218433 |
| Rogers Communications, Inc.: |  |  |  |
|  3.2% 3/15/27(d) |  | 1271000 | 1186011 |
|  3.8% 3/15/32(d) |  | 1109000 | 981788 |
| Sprint Corp.: |  |  |  |
|  7.125% 6/15/24 |  | 200000 | 204237 |
|  7.875% 9/15/23 |  | 519000 | 530231 |
| T-Mobile U.S.A., Inc.: |  |  |  |
|  3.875% 4/15/30 |  | 6967000 | 6398738 |
|  4.375% 4/15/40 |  | 207000 | 180048 |
|  4.5% 4/15/50 |  | 407000 | 343786 |
|  4.75% 2/1/28 |  | 135000 | 131116 |
| Vodafone Group PLC: |  |  |  |
|  4.875% 10/3/78 (Reg. S)(e) | GBP | 385000 | 436180 |
|  6.25% 10/3/78 (Reg. S)(e) |  | 200000 | 192500 |
| VTR Comunicaciones SpA 5.125% 1/15/28 (d) |  | 575000 | 326061 |
|  |  |  | 14018626 |
| TOTAL COMMUNICATION SERVICES |  |  | 91050925 |
| CONSUMER DISCRETIONARY - 2.1% |  |  |  |
| Auto Components - 0.0% |  |  |  |
| Metalsa SA de CV 3.75% 5/4/31 (d) |  | 225000 | 171183 |
| Tupy Overseas SA 4.5% 2/16/31 (d) |  | 200000 | 158975 |
| ZF Europe Finance BV 2% 2/23/26 (Reg. S)  | EUR | 400000 | 368834 |
|  |  |  | 698992 |
| Automobiles - 0.6% |  |  |  |
| Ford Motor Co. 3.25% 2/12/32  |  | 400000 | 317581 |
| General Motors Financial Co., Inc.: |  |  |  |
|  4% 1/15/25 |  | 50000 | 48656 |
|  4.25% 5/15/23 |  | 5000 | 4982 |
|  4.35% 4/9/25 |  | 12880000 | 12605920 |
| Rivian Holdco & Rivian LLC & Rivian Automotive LLC 6 month U.S. LIBOR + 5.620% 10.1636% 10/15/26 (d)(e)(f) |  | 445000 | 429425 |
| Volkswagen Group of America Finance LLC 3.125% 5/12/23 (d) |  | 811000 | 803485 |
|  |  |  | 14210049 |
| Diversified Consumer Services - 0.1% |  |  |  |
| GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (d) |  | 1670000 | 1587857 |
| Service Corp. International 5.125% 6/1/29  |  | 615000 | 582519 |
|  |  |  | 2170376 |
| Hotels, Restaurants & Leisure - 0.7% |  |  |  |
| 1011778 BC Unlimited Liability Co./New Red Finance, Inc.: |  |  |  |
|  4% 10/15/30(d) |  | 955000 | 804263 |
|  5.75% 4/15/25(d) |  | 130000 | 130325 |
| Aramark Services, Inc.: |  |  |  |
|  5% 4/1/25(d) |  | 275000 | 268125 |
|  5% 2/1/28(d) |  | 1496000 | 1399014 |
| Boyd Gaming Corp.: |  |  |  |
|  4.75% 12/1/27 |  | 380000 | 353400 |
|  4.75% 6/15/31(d) |  | 400000 | 349000 |
| Caesars Entertainment, Inc.: |  |  |  |
|  4.625% 10/15/29(d) |  | 600000 | 502500 |
|  6.25% 7/1/25(d) |  | 595000 | 588040 |
|  8.125% 7/1/27(d) |  | 590000 | 592242 |
| Carnival Corp.: |  |  |  |
|  7.625% 3/1/26(d) |  | 950000 | 800375 |
|  10.5% 2/1/26(d) |  | 600000 | 607260 |
|  10.5% 6/1/30(d) |  | 405000 | 346737 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.: |  |  |  |
|  4.625% 1/15/29(d) |  | 400000 | 353160 |
|  6.75% 1/15/30(d) |  | 1700000 | 1431910 |
| Garden SpinCo Corp. 8.625% 7/20/30 (d) |  | 90000 | 95548 |
| GENM Capital Labuan Ltd. 3.882% 4/19/31 (d) |  | 300000 | 222000 |
| Golden Entertainment, Inc. 7.625% 4/15/26 (d) |  | 580000 | 574200 |
| McDonald's Corp.: |  |  |  |
|  3.5% 7/1/27 |  | 269000 | 257315 |
|  3.6% 7/1/30 |  | 319000 | 298202 |
|  4.2% 4/1/50 |  | 1792000 | 1531306 |
| Melco Resorts Finance Ltd.: |  |  |  |
|  5.375% 12/4/29(d) |  | 200000 | 157000 |
|  5.75% 7/21/28(d) |  | 220000 | 178750 |
| NagaCorp Ltd. 7.95% 7/6/24 (Reg. S)  |  | 250000 | 222078 |
| NCL Finance Ltd. 6.125% 3/15/28 (d) |  | 1300000 | 1001881 |
| Royal Caribbean Cruises Ltd.: |  |  |  |
|  5.5% 8/31/26(d) |  | 1000000 | 867500 |
|  11.5% 6/1/25(d) |  | 149000 | 159430 |
|  11.625% 8/15/27(d) |  | 60000 | 61050 |
| Station Casinos LLC 4.5% 2/15/28 (d) |  | 610000 | 538038 |
| Viking Cruises Ltd. 13% 5/15/25 (d) |  | 400000 | 424886 |
| Whitbread PLC 2.375% 5/31/27 (Reg. S)  | GBP | 100000 | 101668 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.: |  |  |  |
|  5.25% 5/15/27(d) |  | 340000 | 311474 |
|  5.5% 3/1/25(d) |  | 300000 | 287979 |
| Wynn Macau Ltd.: |  |  |  |
|  4.875% 10/1/24(d) |  | 325000 | 302656 |
|  5.5% 10/1/27(d) |  | 100000 | 84750 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. 7.75% 4/15/25 (d) |  | 325000 | 325689 |
| Yum! Brands, Inc.: |  |  |  |
|  3.625% 3/15/31 |  | 400000 | 333500 |
|  4.625% 1/31/32 |  | 600000 | 527954 |
|  |  |  | 17391205 |
| Household Durables - 0.0% |  |  |  |
| Newell Brands, Inc. 5.625% 4/1/36 (g) |  | 55000 | 47077 |
| The Berkeley Group PLC 2.5% 8/11/31 (Reg. S)  | GBP | 255000 | 204919 |
|  |  |  | 251996 |
| Internet & Direct Marketing Retail - 0.1% |  |  |  |
| B2W Digital Lux SARL 4.375% 12/20/30 (d) |  | 240000 | 148140 |
| JD.com, Inc. 3.375% 1/14/30  |  | 255000 | 224132 |
| Match Group Holdings II LLC 4.125% 8/1/30 (d) |  | 85000 | 70975 |
| Meituan: |  |  |  |
|  2.125% 10/28/25(d) |  | 400000 | 349000 |
|  3.05% 10/28/30(d) |  | 200000 | 147475 |
| Prosus NV 4.193% 1/19/32 (d) |  | 400000 | 316000 |
| Terrier Media Buyer, Inc. 8.875% 12/15/27 (d) |  | 397000 | 301720 |
|  |  |  | 1557442 |
| Leisure Products - 0.0% |  |  |  |
| Hasbro, Inc. 3% 11/19/24  |  | 564000 | 539661 |
| Mattel, Inc. 5.875% 12/15/27 (d) |  | 15000 | 14668 |
|  |  |  | 554329 |
| Multiline Retail - 0.2% |  |  |  |
| Dollar Tree, Inc. 4% 5/15/25  |  | 2307000 | 2260347 |
| John Lewis PLC 6.125% 1/21/25  | GBP | 835000 | 965601 |
| Marks & Spencer PLC 3.75% 5/19/26 (Reg. S)  | GBP | 525000 | 551725 |
|  |  |  | 3777673 |
| Specialty Retail - 0.4% |  |  |  |
| AutoNation, Inc. 4.75% 6/1/30  |  | 127000 | 114364 |
| AutoZone, Inc.: |  |  |  |
|  3.625% 4/15/25 |  | 179000 | 174077 |
|  4% 4/15/30 |  | 3783000 | 3537533 |
| Bath & Body Works, Inc. 6.625% 10/1/30 (d) |  | 1000000 | 936180 |
| Carvana Co. 5.875% 10/1/28 (d) |  | 600000 | 210570 |
| LBM Acquisition LLC 6.25% 1/15/29 (d) |  | 595000 | 409844 |
| Lowe's Companies, Inc.: |  |  |  |
|  3.35% 4/1/27 |  | 191000 | 181253 |
|  3.75% 4/1/32 |  | 586000 | 533794 |
|  4.25% 4/1/52 |  | 2401000 | 1959830 |
|  4.45% 4/1/62 |  | 2460000 | 1988469 |
|  4.5% 4/15/30 |  | 606000 | 589610 |
| Michaels Companies, Inc. 7.875% 5/1/29 (d) |  | 500000 | 295625 |
| O'Reilly Automotive, Inc. 4.2% 4/1/30  |  | 188000 | 178146 |
| Sally Holdings LLC 5.625% 12/1/25  |  | 15000 | 14359 |
| TJX Companies, Inc. 3.875% 4/15/30  |  | 4000 | 3777 |
| VIA Outlets 1.75% 11/15/28 (Reg. S)  | EUR | 290000 | 231980 |
|  |  |  | 11359411 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Crocs, Inc. 4.125% 8/15/31 (d) |  | 600000 | 479436 |
| The William Carter Co. 5.625% 3/15/27 (d) |  | 105000 | 100694 |
| Wolverine World Wide, Inc. 4% 8/15/29 (d) |  | 400000 | 296000 |
|  |  |  | 876130 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 52847603 |
| CONSUMER STAPLES - 2.0% |  |  |  |
| Beverages - 1.1% |  |  |  |
| Anheuser-Busch InBev Finance, Inc. 4.9% 2/1/46  |  | 311000 | 290935 |
| Anheuser-Busch InBev SA NV 9.75% 7/30/24  | GBP | 75000 | 97691 |
| Anheuser-Busch InBev Worldwide, Inc.: |  |  |  |
|  3.5% 6/1/30 |  | 9534000 | 8804761 |
|  4.35% 6/1/40 |  | 624000 | 563279 |
|  4.5% 6/1/50 |  | 6964000 | 6296260 |
|  4.6% 6/1/60 |  | 670000 | 603306 |
|  4.75% 4/15/58 |  | 350000 | 319879 |
|  5.45% 1/23/39 |  | 377000 | 385434 |
|  5.55% 1/23/49 |  | 2806000 | 2872858 |
|  5.8% 1/23/59 (Reg. S) |  | 1068000 | 1132006 |
| Central American Bottling Corp. 5.25% 4/27/29 (d) |  | 200000 | 178750 |
| Molson Coors Beverage Co. 3% 7/15/26  |  | 4389000 | 4116706 |
| The Coca-Cola Co.: |  |  |  |
|  3.375% 3/25/27 |  | 1134000 | 1097641 |
|  3.45% 3/25/30 |  | 562000 | 523379 |
| Triton Water Holdings, Inc. 6.25% 4/1/29 (d) |  | 475000 | 369685 |
|  |  |  | 27652570 |
| Food & Staples Retailing - 0.2% |  |  |  |
| Albertsons Companies LLC/Safeway, Inc./New Albertson's, Inc./Albertson's LLC 4.875% 2/15/30 (d) |  | 1200000 | 1070688 |
| NBM U.S. Holdings, Inc. 6.625% 8/6/29 (d) |  | 305000 | 292381 |
| Performance Food Group, Inc.: |  |  |  |
|  5.5% 10/15/27(d) |  | 740000 | 714100 |
|  6.875% 5/1/25(d) |  | 415000 | 415000 |
| Sysco Corp.: |  |  |  |
|  5.95% 4/1/30 |  | 948000 | 991286 |
|  6.6% 4/1/50 |  | 530000 | 591267 |
| U.S. Foods, Inc. 6.25% 4/15/25 (d) |  | 270000 | 272522 |
|  |  |  | 4347244 |
| Food Products - 0.4% |  |  |  |
| Adecoagro SA 6% 9/21/27 (d) |  | 250000 | 232078 |
| BRF SA 4.875% 1/24/30 (d) |  | 115000 | 95224 |
| Camposol SA 6% 2/3/27 (d) |  | 150000 | 87450 |
| Darling Ingredients, Inc.: |  |  |  |
|  5.25% 4/15/27(d) |  | 381000 | 368751 |
|  6% 6/15/30(d) |  | 130000 | 126775 |
| JBS U.S.A. Food Co. 3.625% 1/15/32 (d) |  | 80000 | 66000 |
| JBS U.S.A. Lux SA / JBS Food Co.: |  |  |  |
|  2.5% 1/15/27(d) |  | 2610000 | 2274928 |
|  3% 5/15/32(d) |  | 2405000 | 1884931 |
|  5.125% 2/1/28(d) |  | 910000 | 867760 |
|  5.5% 1/15/30(d) |  | 1863000 | 1786915 |
|  5.75% 4/1/33(d) |  | 1870000 | 1811525 |
| Post Holdings, Inc.: |  |  |  |
|  4.5% 9/15/31(d) |  | 51000 | 43463 |
|  4.625% 4/15/30(d) |  | 180000 | 157923 |
|  5.5% 12/15/29(d) |  | 635000 | 583225 |
|  5.625% 1/15/28(d) |  | 130000 | 124024 |
|  5.75% 3/1/27(d) |  | 196000 | 191070 |
| TreeHouse Foods, Inc. 4% 9/1/28  |  | 670000 | 570820 |
|  |  |  | 11272862 |
| Personal Products - 0.0% |  |  |  |
| BellRing Brands, Inc. 7% 3/15/30 (d) |  | 220000 | 212540 |
| Natura Cosmeticos SA 4.125% 5/3/28 (d) |  | 200000 | 157560 |
|  |  |  | 370100 |
| Tobacco - 0.3% |  |  |  |
| Altria Group, Inc.: |  |  |  |
|  3.875% 9/16/46 |  | 703000 | 478809 |
|  4.25% 8/9/42 |  | 448000 | 334039 |
|  4.5% 5/2/43 |  | 289000 | 218066 |
|  4.8% 2/14/29 |  | 86000 | 82549 |
|  5.375% 1/31/44 |  | 532000 | 463501 |
|  5.95% 2/14/49 |  | 300000 | 266453 |
| BAT Capital Corp.: |  |  |  |
|  4.7% 4/2/27 |  | 1039000 | 1001774 |
|  4.906% 4/2/30 |  | 1236000 | 1141146 |
|  5.282% 4/2/50 |  | 1336000 | 1063670 |
| Imperial Tobacco Finance PLC: |  |  |  |
|  4.25% 7/21/25(d) |  | 450000 | 429545 |
|  6.125% 7/27/27(d) |  | 927000 | 927208 |
| Reynolds American, Inc.: |  |  |  |
|  4.45% 6/12/25 |  | 53000 | 52046 |
|  4.85% 9/15/23 |  | 220000 | 219320 |
|  5.7% 8/15/35 |  | 28000 | 25849 |
|  5.85% 8/15/45 |  | 180000 | 157408 |
|  |  |  | 6861383 |
| TOTAL CONSUMER STAPLES |  |  | 50504159 |
| ENERGY - 5.0% |  |  |  |
| Energy Equipment & Services - 0.1% |  |  |  |
| Guara Norte SARL 5.198% 6/15/34 (d) |  | 187230 | 153915 |
| Halliburton Co.: |  |  |  |
|  3.8% 11/15/25 |  | 2000 | 1958 |
|  4.85% 11/15/35 |  | 55000 | 51547 |
| Oleoducto Central SA 4% 7/14/27 (d) |  | 275000 | 236844 |
| Southern Gas Corridor CJSC 6.875% 3/24/26 (d) |  | 460000 | 470178 |
| Technip Energies NV 1.125% 5/28/28  | EUR | 620000 | 522336 |
| The Oil and Gas Holding Co.: |  |  |  |
|  7.5% 10/25/27(d) |  | 200000 | 200600 |
|  7.625% 11/7/24(d) |  | 350000 | 353238 |
| Transocean Poseidon Ltd. 6.875% 2/1/27 (d) |  | 787500 | 765844 |
|  |  |  | 2756460 |
| Oil, Gas & Consumable Fuels - 4.9% |  |  |  |
| Apache Corp.: |  |  |  |
|  5.1% 9/1/40 |  | 160000 | 131600 |
|  7.375% 8/15/47 |  | 60000 | 60000 |
| Canacol Energy Ltd. 5.75% 11/24/28 (d) |  | 300000 | 252619 |
| Canadian Natural Resources Ltd.: |  |  |  |
|  2.05% 7/15/25 |  | 5600000 | 5226743 |
|  3.85% 6/1/27 |  | 2800000 | 2654217 |
|  5.85% 2/1/35 |  | 1246000 | 1217278 |
| Cenovus Energy, Inc.: |  |  |  |
|  2.65% 1/15/32 |  | 634000 | 512069 |
|  3.75% 2/15/52 |  | 210000 | 151302 |
|  5.4% 6/15/47 |  | 282000 | 260484 |
|  6.75% 11/15/39 |  | 895000 | 941634 |
| Cheniere Energy, Inc. 4.625% 10/15/28  |  | 390000 | 359923 |
| Citgo Petroleum Corp. 6.375% 6/15/26 (d) |  | 600000 | 586468 |
| CNX Resources Corp. 6% 1/15/29 (d) |  | 95000 | 89797 |
| Columbia Pipeline Group, Inc. 4.5% 6/1/25  |  | 30000 | 29545 |
| Comstock Resources, Inc. 6.75% 3/1/29 (d) |  | 800000 | 781320 |
| Continental Resources, Inc. 5.75% 1/15/31 (d) |  | 305000 | 285574 |
| Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp. 5.625% 5/1/27 (d) |  | 2332000 | 2194338 |
| CVR Energy, Inc.: |  |  |  |
|  5.25% 2/15/25(d) |  | 400000 | 383408 |
|  5.75% 2/15/28(d) |  | 460000 | 413834 |
| DCP Midstream Operating LP: |  |  |  |
|  5.375% 7/15/25 |  | 1139000 | 1124851 |
|  5.625% 7/15/27 |  | 390000 | 388425 |
|  5.85% 5/21/43(d)(e) |  | 2132000 | 2085740 |
| Delek Overriding Royalty Levia 7.494% 12/30/23 (Reg. S) (d) |  | 250000 | 248875 |
| EG Global Finance PLC: |  |  |  |
|  6.75% 2/7/25(d) |  | 275000 | 250250 |
|  8.5% 10/30/25(d) |  | 1175000 | 1121338 |
| EIG Pearl Holdings SARL 3.545% 8/31/36 (d) |  | 410000 | 341325 |
| Empresa Nacional de Petroleo 4.375% 10/30/24 (d) |  | 200000 | 193788 |
| Enbridge, Inc.: |  |  |  |
|  4% 10/1/23 |  | 283000 | 279809 |
|  4.25% 12/1/26 |  | 66000 | 63992 |
| Endeavor Energy Resources LP/EER Finance, Inc. 5.75% 1/30/28 (d) |  | 285000 | 280497 |
| Energean Israel Finance Ltd. 4.875% 3/30/26 (Reg. S) (d) |  | 200000 | 185500 |
| Energean PLC 6.5% 4/30/27 (d) |  | 300000 | 276000 |
| Energy Transfer LP: |  |  |  |
|  3.75% 5/15/30 |  | 9939000 | 8809806 |
|  4.2% 9/15/23 |  | 72000 | 71474 |
|  4.25% 3/15/23 |  | 102000 | 101675 |
|  4.5% 4/15/24 |  | 98000 | 96770 |
|  4.95% 6/15/28 |  | 246000 | 237965 |
|  5% 5/15/50 |  | 1080000 | 890082 |
|  5.25% 4/15/29 |  | 1892000 | 1840595 |
|  5.4% 10/1/47 |  | 577000 | 497592 |
|  5.8% 6/15/38 |  | 137000 | 127033 |
|  6% 6/15/48 |  | 1869000 | 1716643 |
|  6.25% 4/15/49 |  | 109000 | 103078 |
| EnLink Midstream LLC 5.625% 1/15/28 (d) |  | 600000 | 585000 |
| Enterprise Products Operating LP 3.7% 2/15/26  |  | 5310000 | 5135915 |
| EQM Midstream Partners LP: |  |  |  |
|  6.5% 7/1/27(d) |  | 195000 | 189150 |
|  7.5% 6/1/27(d) |  | 425000 | 429509 |
| EQT Corp. 5% 1/15/29  |  | 800000 | 762677 |
| Exxon Mobil Corp. 3.482% 3/19/30  |  | 2903000 | 2732131 |
| FEL Energy VI SARL 5.75% 12/1/40 (d) |  | 188378 | 153528 |
| Galaxy Pipeline Assets BidCo Ltd.: |  |  |  |
|  2.16% 3/31/34(d) |  | 106336 | 89588 |
|  2.625% 3/31/36(d) |  | 355000 | 281182 |
| GeoPark Ltd. 5.5% 1/17/27 (d) |  | 200000 | 172750 |
| Global Partners LP/GLP Finance Corp.: |  |  |  |
|  6.875% 1/15/29 |  | 400000 | 363200 |
|  7% 8/1/27 |  | 422000 | 399845 |
| Hess Corp.: |  |  |  |
|  4.3% 4/1/27 |  | 4084000 | 3925601 |
|  5.6% 2/15/41 |  | 2047000 | 1972773 |
|  5.8% 4/1/47 |  | 360000 | 349696 |
|  7.125% 3/15/33 |  | 110000 | 120299 |
|  7.3% 8/15/31 |  | 2372000 | 2606788 |
|  7.875% 10/1/29 |  | 303000 | 339218 |
| Hess Midstream Partners LP: |  |  |  |
|  5.125% 6/15/28(d) |  | 420000 | 395413 |
|  5.625% 2/15/26(d) |  | 505000 | 496410 |
| Holly Energy Partners LP/Holly Energy Finance Corp.: |  |  |  |
|  5% 2/1/28(d) |  | 600000 | 546697 |
|  6.375% 4/15/27(d) |  | 180000 | 176110 |
| Kinder Morgan Energy Partners LP: |  |  |  |
|  3.45% 2/15/23 |  | 190000 | 189315 |
|  5.5% 3/1/44 |  | 287000 | 266121 |
|  6.55% 9/15/40 |  | 13000 | 13125 |
| Kinder Morgan, Inc.: |  |  |  |
|  5.05% 2/15/46 |  | 34000 | 29405 |
|  5.55% 6/1/45 |  | 193000 | 180112 |
| Kosmos Energy Ltd. 7.125% 4/4/26 (d) |  | 425000 | 378064 |
| Leviathan Bond Ltd. 6.125% 6/30/25 (Reg. S) (d) |  | 250000 | 245314 |
| MC Brazil Downstream Trading SARL 7.25% 6/30/31 (d) |  | 200000 | 165000 |
| Medco Oak Tree Pte Ltd. 7.375% 5/14/26 (d) |  | 375000 | 355800 |
| MEG Energy Corp. 7.125% 2/1/27 (d) |  | 910000 | 924733 |
| Mesquite Energy, Inc. 7.25% 2/15/23 (c)(d)(h) |  | 269000 | 0 |
| MPLX LP: |  |  |  |
|  4.5% 7/15/23 |  | 133000 | 132199 |
|  4.8% 2/15/29 |  | 83000 | 79882 |
|  4.875% 12/1/24 |  | 160000 | 158619 |
|  4.95% 9/1/32 |  | 1725000 | 1632766 |
|  5.5% 2/15/49 |  | 249000 | 223709 |
| New Fortress Energy, Inc. 6.5% 9/30/26 (d) |  | 1100000 | 1063101 |
| NGL Energy Operating LLC/NGL Energy Finance Corp. 7.5% 2/1/26 (d) |  | 400000 | 361287 |
| Occidental Petroleum Corp.: |  |  |  |
|  4.2% 3/15/48 |  | 210000 | 161700 |
|  4.3% 8/15/39 |  | 105000 | 85050 |
|  4.4% 4/15/46 |  | 410000 | 323900 |
|  4.4% 8/15/49 |  | 255000 | 198998 |
|  5.55% 3/15/26 |  | 1088000 | 1088000 |
|  6.2% 3/15/40 |  | 250000 | 244368 |
|  6.45% 9/15/36 |  | 858000 | 860145 |
|  6.6% 3/15/46 |  | 216000 | 220320 |
|  7.5% 5/1/31 |  | 5461000 | 5925185 |
|  7.875% 9/15/31 |  | 65000 | 71175 |
| Ovintiv, Inc.: |  |  |  |
|  5.15% 11/15/41 |  | 1386000 | 1253821 |
|  6.625% 8/15/37 |  | 1341000 | 1385597 |
|  7.375% 11/1/31 |  | 290000 | 314281 |
|  8.125% 9/15/30 |  | 652000 | 724737 |
| PBF Holding Co. LLC/PBF Finance Corp. 6% 2/15/28  |  | 300000 | 273828 |
| Petrobras Global Finance BV 6.75% 6/3/50  |  | 350000 | 298043 |
| Petroleos Mexicanos: |  |  |  |
|  4.5% 1/23/26 |  | 907000 | 816300 |
|  5.95% 1/28/31 |  | 3253000 | 2432593 |
|  6.35% 2/12/48 |  | 11201000 | 6776605 |
|  6.49% 1/23/27 |  | 435000 | 393588 |
|  6.5% 3/13/27 |  | 1894000 | 1707630 |
|  6.625% 6/15/35 |  | 500000 | 351550 |
|  6.7% 2/16/32 |  | 750000 | 578138 |
|  6.75% 9/21/47 |  | 1870000 | 1189788 |
|  6.84% 1/23/30 |  | 1668000 | 1369428 |
|  6.95% 1/28/60 |  | 2120000 | 1336236 |
|  7.69% 1/23/50 |  | 10977000 | 7472044 |
| Petronas Capital Ltd. 3.404% 4/28/61 (d) |  | 90000 | 63382 |
| Phillips 66 Co.: |  |  |  |
|  3.7% 4/6/23 |  | 76000 | 75815 |
|  3.85% 4/9/25 |  | 98000 | 95831 |
| Plains All American Pipeline LP/PAA Finance Corp.: |  |  |  |
|  3.55% 12/15/29 |  | 3078000 | 2682341 |
|  3.6% 11/1/24 |  | 139000 | 134086 |
| PT Adaro Indonesia 4.25% 10/31/24 (d) |  | 300000 | 288431 |
| PT Pertamina Persero 4.175% 1/21/50 (d) |  | 75000 | 58133 |
| Qatar Petroleum: |  |  |  |
|  1.375% 9/12/26(d) |  | 400000 | 353984 |
|  2.25% 7/12/31(d) |  | 360000 | 299250 |
|  3.125% 7/12/41(d) |  | 85000 | 64297 |
|  3.3% 7/12/51(d) |  | 520000 | 377098 |
| Range Resources Corp. 4.875% 5/15/25  |  | 400000 | 387616 |
| SA Global Sukuk Ltd. 1.602% 6/17/26 (d) |  | 150000 | 134250 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/30  |  | 1431000 | 1352120 |
| Saudi Arabian Oil Co.: |  |  |  |
|  1.625% 11/24/25(d) |  | 685000 | 625063 |
|  3.5% 4/16/29(d) |  | 605000 | 559625 |
|  3.5% 11/24/70(d) |  | 95000 | 65669 |
|  4.25% 4/16/39(d) |  | 615000 | 553654 |
| SM Energy Co. 6.75% 9/15/26  |  | 600000 | 588000 |
| Sunoco LP/Sunoco Finance Corp.: |  |  |  |
|  4.5% 5/15/29 |  | 490000 | 424285 |
|  5.875% 3/15/28 |  | 610000 | 580992 |
|  6% 4/15/27 |  | 10000 | 9859 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. 6% 12/31/30 (d) |  | 1000000 | 904990 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp.: |  |  |  |
|  5.5% 3/1/30 |  | 100000 | 95610 |
|  6.5% 7/15/27 |  | 200000 | 201086 |
| Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 (d) |  | 275000 | 193188 |
| The Williams Companies, Inc.: |  |  |  |
|  3.5% 11/15/30 |  | 4561000 | 4036103 |
|  3.9% 1/15/25 |  | 521000 | 508871 |
|  4% 9/15/25 |  | 180000 | 175491 |
|  4.5% 11/15/23 |  | 51000 | 50596 |
|  4.65% 8/15/32 |  | 1793000 | 1698402 |
|  5.3% 8/15/52 |  | 406000 | 372935 |
| Transcontinental Gas Pipe Line Co. LLC: |  |  |  |
|  3.25% 5/15/30 |  | 167000 | 146689 |
|  3.95% 5/15/50 |  | 542000 | 422754 |
| Tullow Oil PLC 10.25% 5/15/26 (d) |  | 331000 | 284660 |
| Venture Global Calcasieu Pass LLC 3.875% 11/1/33 (d) |  | 400000 | 325298 |
| Western Gas Partners LP: |  |  |  |
|  3.35% 2/1/25 |  | 255000 | 244420 |
|  3.95% 6/1/25 |  | 178000 | 170435 |
|  4.3% 2/1/30 |  | 420000 | 374258 |
|  4.5% 3/1/28 |  | 300000 | 278250 |
|  4.65% 7/1/26 |  | 156000 | 151715 |
|  4.75% 8/15/28 |  | 80000 | 74000 |
|  5.3% 3/1/48 |  | 150000 | 124644 |
|  5.5% 2/1/50 |  | 50000 | 40750 |
| YPF SA: |  |  |  |
|  8.5% 3/23/25(d) |  | 218750 | 190313 |
|  8.75% 4/4/24(d) |  | 280000 | 259140 |
|  |  |  | 125438715 |
| TOTAL ENERGY |  |  | 128195175 |
| FINANCIALS - 13.4% |  |  |  |
| Banks - 5.6% |  |  |  |
| Access Bank PLC 6.125% 9/21/26 (d) |  | 300000 | 232744 |
| AIB Group PLC: |  |  |  |
|  2.25% 4/4/28 (Reg. S)(e) | EUR | 1275000 | 1189105 |
|  2.875% 5/30/31 (Reg. S)(e) | EUR | 365000 | 339156 |
| Alpha Bank SA 4.25% 2/13/30 (Reg. S) (e) | EUR | 265000 | 224005 |
| Bank of America Corp.: |  |  |  |
|  2.299% 7/21/32(e) |  | 2050000 | 1606226 |
|  3.419% 12/20/28(e) |  | 13420000 | 12237070 |
|  3.5% 4/19/26 |  | 227000 | 217655 |
|  3.864% 7/23/24(e) |  | 250000 | 247416 |
|  3.95% 4/21/25 |  | 229000 | 223806 |
|  4.2% 8/26/24 |  | 160000 | 157758 |
|  4.25% 10/22/26 |  | 2667000 | 2611398 |
|  4.45% 3/3/26 |  | 2428000 | 2388073 |
|  5.015% 7/22/33(e) |  | 11427000 | 11031839 |
| Bank of Ireland Group PLC: |  |  |  |
|  1.375% 8/11/31 (Reg. S)(e) | EUR | 550000 | 481504 |
|  2.029% 9/30/27(d)(e) |  | 955000 | 791953 |
| Barclays PLC: |  |  |  |
|  2.645% 6/24/31(e) |  | 5000000 | 3883741 |
|  2.852% 5/7/26(e) |  | 1317000 | 1214293 |
|  4.375% 1/12/26 |  | 200000 | 192352 |
|  5.262% 1/29/34 (Reg. S)(e) | EUR | 120000 | 126566 |
|  5.746% 8/9/33(e) |  | 670000 | 641761 |
|  7.437% 11/2/33(e) |  | 200000 | 211858 |
|  8.407% 11/14/32 (Reg. S)(e) | GBP | 200000 | 249443 |
| BNP Paribas SA: |  |  |  |
|  2.159% 9/15/29(d)(e) |  | 1000000 | 811200 |
|  2.219% 6/9/26(d)(e) |  | 1250000 | 1147961 |
|  2.5% 3/31/32 (Reg. S)(e) | EUR | 600000 | 559408 |
| BPCE SA 1.5% 1/13/42 (Reg. S) (e) | EUR | 1000000 | 889297 |
| Citigroup, Inc.: |  |  |  |
|  2.75% 1/24/24 | GBP | 280000 | 329683 |
|  3.352% 4/24/25(e) |  | 572000 | 553138 |
|  3.875% 3/26/25 |  | 2657000 | 2597858 |
|  4.3% 11/20/26 |  | 5255000 | 5126279 |
|  4.4% 6/10/25 |  | 1348000 | 1325722 |
|  4.412% 3/31/31(e) |  | 6067000 | 5639318 |
|  4.45% 9/29/27 |  | 728000 | 701166 |
|  4.91% 5/24/33(e) |  | 2848000 | 2711620 |
|  5.5% 9/13/25 |  | 878000 | 891088 |
| Commerzbank AG 8.625% 2/28/33 (Reg. S) (e) | GBP | 100000 | 121683 |
| Commonwealth Bank of Australia 3.61% 9/12/34 (d)(e) |  | 297000 | 243933 |
| Credit Agricole SA 1.25% 10/2/24 (Reg. S)  | GBP | 300000 | 339009 |
| Danske Bank A/S 2.25% 1/14/28 (Reg. S) (e) | GBP | 505000 | 520110 |
| First Citizens Bank & Trust Co.: |  |  |  |
|  3.929% 6/19/24(e) |  | 275000 | 271412 |
|  6.125% 3/9/28 |  | 174000 | 178483 |
| HSBC Holdings PLC: |  |  |  |
|  4.95% 3/31/30 |  | 227000 | 217552 |
|  5.402% 8/11/33(e) |  | 515000 | 482183 |
|  7.39% 11/3/28(e) |  | 200000 | 209748 |
|  8.201% 11/16/34 (Reg. S)(e) | GBP | 300000 | 376114 |
| Intesa Sanpaolo SpA: |  |  |  |
|  4.198% 6/1/32(d)(e) |  | 263000 | 193980 |
|  5.017% 6/26/24(d) |  | 200000 | 192577 |
|  5.71% 1/15/26(d) |  | 3790000 | 3661698 |
| JPMorgan Chase & Co.: |  |  |  |
|  2.739% 10/15/30(e) |  | 2883000 | 2448597 |
|  2.956% 5/13/31(e) |  | 701000 | 584555 |
|  3.797% 7/23/24(e) |  | 75000 | 74208 |
|  3.875% 9/10/24 |  | 190000 | 186738 |
|  4.125% 12/15/26 |  | 415000 | 405370 |
|  4.452% 12/5/29(e) |  | 5535000 | 5260855 |
|  4.493% 3/24/31(e) |  | 12124000 | 11494944 |
|  4.586% 4/26/33(e) |  | 5144000 | 4831983 |
|  4.912% 7/25/33(e) |  | 2210000 | 2131135 |
|  5.717% 9/14/33(e) |  | 6900000 | 6825926 |
| Lloyds Bank Corporate Markets PLC: |  |  |  |
|  1.5% 6/23/23 (Reg. S) | GBP | 290000 | 343102 |
|  1.75% 7/11/24 (Reg. S) | GBP | 300000 | 343417 |
| Lloyds Banking Group PLC: |  |  |  |
|  1.985% 12/15/31(e) | GBP | 140000 | 140766 |
|  4.976% 8/11/33(e) |  | 525000 | 483178 |
| NatWest Group PLC: |  |  |  |
|  2.105% 11/28/31 (Reg. S)(e) | GBP | 345000 | 342520 |
|  3.073% 5/22/28(e) |  | 775000 | 686096 |
|  3.619% 3/29/29 (Reg. S)(e) | GBP | 645000 | 677131 |
|  5.125% 5/28/24 |  | 2000000 | 1975938 |
|  7.416% 6/6/33 (Reg. S)(e) | GBP | 100000 | 120774 |
| NatWest Markets PLC 2.375% 5/21/23 (d) |  | 1448000 | 1423698 |
| Societe Generale: |  |  |  |
|  1.038% 6/18/25(d)(e) |  | 4000000 | 3649780 |
|  1.488% 12/14/26(d)(e) |  | 1855000 | 1604154 |
|  4.75% 11/24/25(d) |  | 200000 | 190498 |
| Synchrony Bank: |  |  |  |
|  5.4% 8/22/25 |  | 1668000 | 1633782 |
|  5.625% 8/23/27 |  | 1510000 | 1461830 |
| UniCredit SpA: |  |  |  |
|  2.731% 1/15/32 (Reg. S)(e) | EUR | 395000 | 349322 |
|  5.861% 6/19/32(d)(e) |  | 565000 | 491980 |
| Virgin Money UK PLC 5.125% 12/11/30 (Reg. S) (e) | GBP | 150000 | 166858 |
| Wells Fargo & Co.: |  |  |  |
|  2.125% 12/20/23 (Reg. S) | GBP | 280000 | 326975 |
|  2.406% 10/30/25(e) |  | 838000 | 789746 |
|  3.526% 3/24/28(e) |  | 2546000 | 2364969 |
|  4.478% 4/4/31(e) |  | 8323000 | 7866637 |
|  4.897% 7/25/33(e) |  | 5696000 | 5488458 |
|  5.013% 4/4/51(e) |  | 3790000 | 3559966 |
| Wells Fargo Bank NA 5.25% 8/1/23 (Reg. S)  | GBP | 300000 | 361741 |
| Westpac Banking Corp. 4.11% 7/24/34 (e) |  | 405000 | 345525 |
|  |  |  | 142225094 |
| Capital Markets - 3.4% |  |  |  |
| Affiliated Managers Group, Inc.: |  |  |  |
|  3.5% 8/1/25 |  | 81000 | 77979 |
|  4.25% 2/15/24 |  | 138000 | 136479 |
| Ares Capital Corp.: |  |  |  |
|  3.875% 1/15/26 |  | 2302000 | 2116815 |
|  4.2% 6/10/24 |  | 998000 | 967475 |
| Coinbase Global, Inc.: |  |  |  |
|  3.375% 10/1/28(d) |  | 1000000 | 584480 |
|  3.625% 10/1/31(d) |  | 105000 | 56700 |
| Credit Suisse Group AG: |  |  |  |
|  2.193% 6/5/26(d)(e) |  | 3100000 | 2611392 |
|  2.593% 9/11/25(d)(e) |  | 1207000 | 1069268 |
|  3.75% 3/26/25 |  | 250000 | 221607 |
|  3.8% 6/9/23 |  | 906000 | 867458 |
|  3.869% 1/12/29(d)(e) |  | 250000 | 199683 |
|  4.194% 4/1/31(d)(e) |  | 1509000 | 1143990 |
|  4.207% 6/12/24(d)(e) |  | 850000 | 824789 |
|  4.55% 4/17/26 |  | 250000 | 217273 |
|  6.537% 8/12/33(d)(e) |  | 8675000 | 7599674 |
|  7.375% 9/7/33 (Reg. S)(e) | GBP | 580000 | 648443 |
|  7.75% 3/1/29 (Reg. S)(e) | EUR | 400000 | 410204 |
| Deutsche Bank AG: |  |  |  |
|  3.25% 5/24/28 (Reg. S)(e) | EUR | 500000 | 482214 |
|  4% 6/24/32 (Reg. S)(e) | EUR | 200000 | 187912 |
|  4.5% 4/1/25 |  | 2787000 | 2642572 |
| Deutsche Bank AG New York Branch: |  |  |  |
|  3.729% 1/14/32(e) |  | 3000000 | 2205572 |
|  5.882% 7/8/31(e) |  | 5000000 | 4310665 |
| Goldman Sachs Group, Inc.: |  |  |  |
|  2.383% 7/21/32(e) |  | 2140000 | 1690357 |
|  3.102% 2/24/33(e) |  | 1000000 | 830514 |
|  3.2% 2/23/23 |  | 5303000 | 5283909 |
|  3.691% 6/5/28(e) |  | 7179000 | 6714061 |
|  3.75% 5/22/25 |  | 200000 | 194293 |
|  3.8% 3/15/30 |  | 3352000 | 3046658 |
|  3.814% 4/23/29(e) |  | 1341000 | 1233835 |
|  4.25% 10/21/25 |  | 554000 | 543183 |
|  6.75% 10/1/37 |  | 6606000 | 7079893 |
| Hightower Holding LLC 6.75% 4/15/29 (d) |  | 660000 | 547440 |
| Moody's Corp.: |  |  |  |
|  3.25% 1/15/28 |  | 108000 | 99792 |
|  3.75% 3/24/25 |  | 822000 | 800988 |
|  4.875% 2/15/24 |  | 101000 | 100759 |
| Morgan Stanley: |  |  |  |
|  3.125% 7/27/26 |  | 7499000 | 7033910 |
|  3.622% 4/1/31(e) |  | 1770000 | 1577350 |
|  3.737% 4/24/24(e) |  | 407000 | 404189 |
|  4.35% 9/8/26 |  | 2767000 | 2693959 |
|  4.431% 1/23/30(e) |  | 2729000 | 2580960 |
|  4.889% 7/20/33(e) |  | 5300000 | 5055662 |
|  5% 11/24/25 |  | 7319000 | 7336096 |
| MSCI, Inc. 4% 11/15/29 (d) |  | 600000 | 529818 |
| UBS Group AG: |  |  |  |
|  1.494% 8/10/27(d)(e) |  | 1344000 | 1154879 |
|  4.125% 9/24/25(d) |  | 200000 | 194017 |
|  4.988% 8/5/33 (Reg. S)(e) |  | 515000 | 479810 |
| VistaJet Malta Finance PLC / XO Management Holding, Inc. 7.875% 5/1/27 (d) |  | 395000 | 357969 |
|  |  |  | 87146945 |
| Consumer Finance - 2.3% |  |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |  |
|  1.65% 10/29/24 |  | 2615000 | 2406233 |
|  2.45% 10/29/26 |  | 954000 | 838848 |
|  2.875% 8/14/24 |  | 666000 | 630359 |
|  3% 10/29/28 |  | 1000000 | 844889 |
|  3.3% 1/30/32 |  | 1069000 | 851961 |
|  4.125% 7/3/23 |  | 255000 | 252709 |
|  4.45% 4/3/26 |  | 276000 | 264798 |
|  4.875% 1/16/24 |  | 438000 | 431807 |
|  6.5% 7/15/25 |  | 603000 | 609187 |
| Ally Financial, Inc.: |  |  |  |
|  1.45% 10/2/23 |  | 402000 | 388201 |
|  3.05% 6/5/23 |  | 1813000 | 1788738 |
|  4.75% 6/9/27 |  | 2500000 | 2353835 |
|  5.75% 11/20/25 |  | 4266000 | 4209119 |
|  5.8% 5/1/25 |  | 832000 | 835434 |
|  7.1% 11/15/27 |  | 2250000 | 2313892 |
|  8% 11/1/31 |  | 450000 | 482744 |
| Capital One Financial Corp.: |  |  |  |
|  2.6% 5/11/23 |  | 1354000 | 1339316 |
|  2.636% 3/3/26(e) |  | 1228000 | 1145166 |
|  3.273% 3/1/30(e) |  | 1571000 | 1345110 |
|  3.65% 5/11/27 |  | 5422000 | 5106684 |
|  3.8% 1/31/28 |  | 519000 | 484916 |
|  4.927% 5/10/28(e) |  | 2886000 | 2768567 |
|  4.985% 7/24/26(e) |  | 1758000 | 1742649 |
|  5.247% 7/26/30(e) |  | 2270000 | 2163682 |
| Discover Financial Services: |  |  |  |
|  3.75% 3/4/25 |  | 586000 | 563723 |
|  4.1% 2/9/27 |  | 197000 | 185098 |
|  4.5% 1/30/26 |  | 5267000 | 5070226 |
|  6.7% 11/29/32 |  | 500000 | 508651 |
| Ford Motor Credit Co. LLC: |  |  |  |
|  4.063% 11/1/24 |  | 2533000 | 2445221 |
|  4.125% 8/17/27 |  | 1400000 | 1277318 |
|  4.687% 6/9/25 |  | 275000 | 264601 |
|  5.113% 5/3/29 |  | 325000 | 302994 |
|  5.125% 6/16/25 |  | 205000 | 198504 |
|  5.584% 3/18/24 |  | 1528000 | 1510810 |
| Navient Corp. 7.25% 9/25/23  |  | 234000 | 233968 |
| OneMain Finance Corp.: |  |  |  |
|  4% 9/15/30 |  | 900000 | 675894 |
|  6.875% 3/15/25 |  | 515000 | 500217 |
| Shriram Transport Finance Co. Ltd. 4.15% 7/18/25 (d) |  | 300000 | 271275 |
| Synchrony Financial: |  |  |  |
|  3.95% 12/1/27 |  | 1916000 | 1713028 |
|  4.375% 3/19/24 |  | 2272000 | 2231382 |
|  5.15% 3/19/29 |  | 2953000 | 2814925 |
| Toyota Motor Credit Corp. 2.9% 3/30/23  |  | 1352000 | 1344130 |
|  |  |  | 57710809 |
| Diversified Financial Services - 1.3% |  |  |  |
| 1MDB Global Investments Ltd. 4.4% 3/9/23  |  | 1000000 | 978313 |
| Altus Midstream LP 5.875% 6/15/30 (d) |  | 205000 | 192641 |
| Blackstone Private Credit Fund: |  |  |  |
|  4.7% 3/24/25 |  | 4307000 | 4209347 |
|  4.875% 4/14/26 | GBP | 505000 | 548926 |
|  7.05% 9/29/25(d) |  | 2166000 | 2170317 |
| Brixmor Operating Partnership LP: |  |  |  |
|  3.85% 2/1/25 |  | 3770000 | 3616439 |
|  4.05% 7/1/30 |  | 890000 | 777801 |
|  4.125% 6/15/26 |  | 833000 | 782491 |
|  4.125% 5/15/29 |  | 2196000 | 1962680 |
| Corebridge Financial, Inc.: |  |  |  |
|  3.5% 4/4/25(d) |  | 575000 | 550631 |
|  3.65% 4/5/27(d) |  | 1926000 | 1802844 |
|  3.85% 4/5/29(d) |  | 805000 | 732805 |
|  3.9% 4/5/32(d) |  | 958000 | 844770 |
|  4.35% 4/5/42(d) |  | 218000 | 178483 |
|  4.4% 4/5/52(d) |  | 644000 | 517628 |
| Equitable Holdings, Inc.: |  |  |  |
|  3.9% 4/20/23 |  | 41000 | 40828 |
|  4.35% 4/20/28 |  | 1256000 | 1194553 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp.: |  |  |  |
|  4.75% 9/15/24 |  | 355000 | 341670 |
|  5.25% 5/15/27 |  | 615000 | 564263 |
|  6.25% 5/15/26 |  | 4329000 | 4238351 |
|  6.375% 12/15/25 |  | 1364000 | 1332169 |
| Jackson Financial, Inc.: |  |  |  |
|  5.17% 6/8/27 |  | 818000 | 801618 |
|  5.67% 6/8/32 |  | 2033000 | 1931458 |
| Leighton Finance U.S.A. Pty Ltd. 1.5% 5/28/29 (Reg. S)  | EUR | 445000 | 355997 |
| M&G PLC: |  |  |  |
|  5.625% 10/20/51 (Reg. S)(e) | GBP | 405000 | 448720 |
|  6.5% 10/20/48 (Reg. S)(e) |  | 315000 | 301494 |
| MDGH GMTN RSC Ltd.: |  |  |  |
|  2.875% 11/7/29(d) |  | 300000 | 267713 |
|  5.5% 4/28/33(d) |  | 200000 | 209750 |
| Pine Street Trust I 4.572% 2/15/29 (d) |  | 514000 | 477749 |
| Pine Street Trust II 5.568% 2/15/49 (d) |  | 800000 | 716631 |
| VMED O2 UK Financing I PLC 4.25% 1/31/31 (d) |  | 840000 | 674310 |
|  |  |  | 33763390 |
| Insurance - 0.8% |  |  |  |
| Acrisure LLC / Acrisure Finance, Inc. 6% 8/1/29 (d) |  | 600000 | 480000 |
| AIA Group Ltd.: |  |  |  |
|  3.2% 9/16/40(d) |  | 625000 | 452032 |
|  3.375% 4/7/30(d) |  | 1158000 | 1022288 |
| Alliant Holdings Intermediate LLC 6.75% 10/15/27 (d) |  | 1795000 | 1653366 |
| American International Group, Inc.: |  |  |  |
|  2.5% 6/30/25 |  | 1653000 | 1560798 |
|  3.4% 6/30/30 |  | 180000 | 160134 |
| Cloverie PLC 4.5% 9/11/44 (Reg. S) (e) |  | 340000 | 319365 |
| Credit Agricole Assurances SA 4.75% 9/27/48 (e) | EUR | 300000 | 301644 |
| Demeter Investments BV 5.625% 8/15/52 (Reg. S) (e) |  | 1375000 | 1240965 |
| Fidelidade-Companhia de Seguros SA 4.25% 9/4/31 (Reg. S) (e) | EUR | 200000 | 168506 |
| Five Corners Funding Trust II 2.85% 5/15/30 (d) |  | 1993000 | 1690917 |
| Hartford Financial Services Group, Inc. 4.3% 4/15/43  |  | 604000 | 493130 |
| HUB International Ltd. 7% 5/1/26 (d) |  | 675000 | 668291 |
| Liberty Mutual Group, Inc. 4.569% 2/1/29 (d) |  | 130000 | 120822 |
| Marsh & McLennan Companies, Inc.: |  |  |  |
|  4.375% 3/15/29 |  | 310000 | 301716 |
|  4.75% 3/15/39 |  | 142000 | 130583 |
| Pacific LifeCorp 5.125% 1/30/43 (d) |  | 554000 | 505243 |
| Prudential PLC 2.95% 11/3/33 (Reg. S) (e) |  | 775000 | 613099 |
| QBE Insurance Group Ltd. 2.5% 9/13/38 (Reg. S) (e) | GBP | 415000 | 380521 |
| Swiss Re Finance Luxembourg SA 5% 4/2/49 (d)(e) |  | 200000 | 177560 |
| Teachers Insurance & Annuity Association of America 4.9% 9/15/44 (d) |  | 1852000 | 1727709 |
| TIAA Asset Management Finance LLC 4.125% 11/1/24 (d) |  | 3501000 | 3404359 |
| Unum Group: |  |  |  |
|  3.875% 11/5/25 |  | 349000 | 334877 |
|  4% 6/15/29 |  | 444000 | 402795 |
| USI, Inc. 6.875% 5/1/25 (d) |  | 1072000 | 1050679 |
| Zurich Finance (Ireland) DAC 3.5% 5/2/52 (Reg. S) (e) |  | 620000 | 474300 |
|  |  |  | 19835699 |
| Mortgage Real Estate Investment Trusts - 0.0% |  |  |  |
| Starwood Property Trust, Inc. 4.75% 3/15/25  |  | 35000 | 33499 |
| Thrifts & Mortgage Finance - 0.0% |  |  |  |
| Nationwide Building Society 6.178% 12/7/27 (Reg. S) (e) | GBP | 300000 | 362649 |
| TOTAL FINANCIALS |  |  | 341078085 |
| HEALTH CARE - 1.7% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Emergent BioSolutions, Inc. 3.875% 8/15/28 (d) |  | 775000 | 348750 |
| Health Care Equipment & Supplies - 0.1% |  |  |  |
| Avantor Funding, Inc. 4.625% 7/15/28 (d) |  | 510000 | 469200 |
| Hologic, Inc.: |  |  |  |
|  3.25% 2/15/29(d) |  | 525000 | 461270 |
|  4.625% 2/1/28(d) |  | 500000 | 478690 |
| Teleflex, Inc. 4.25% 6/1/28 (d) |  | 95000 | 88208 |
|  |  |  | 1497368 |
| Health Care Providers & Services - 1.4% |  |  |  |
| Centene Corp.: |  |  |  |
|  2.45% 7/15/28 |  | 7085000 | 5958331 |
|  2.5% 3/1/31 |  | 700000 | 551121 |
|  2.625% 8/1/31 |  | 1045000 | 821600 |
|  3.375% 2/15/30 |  | 1016000 | 865442 |
|  4.25% 12/15/27 |  | 1563000 | 1466844 |
|  4.625% 12/15/29 |  | 1301000 | 1209715 |
| Cigna Corp.: |  |  |  |
|  3.05% 10/15/27 |  | 300000 | 276929 |
|  4.375% 10/15/28 |  | 7057000 | 6877922 |
|  4.8% 8/15/38 |  | 268000 | 252855 |
|  4.9% 12/15/48 |  | 268000 | 247414 |
| Community Health Systems, Inc.: |  |  |  |
|  5.625% 3/15/27(d) |  | 1700000 | 1442943 |
|  6.125% 4/1/30(d) |  | 570000 | 290700 |
|  6.875% 4/15/29(d) |  | 800000 | 428000 |
|  8% 3/15/26(d) |  | 792000 | 730929 |
| CVS Health Corp.: |  |  |  |
|  3% 8/15/26 |  | 69000 | 64862 |
|  3.625% 4/1/27 |  | 281000 | 269491 |
|  4.3% 3/25/28 |  | 15000 | 14582 |
|  4.78% 3/25/38 |  | 1295000 | 1196827 |
| DaVita HealthCare Partners, Inc. 4.625% 6/1/30 (d) |  | 1120000 | 906618 |
| HCA Holdings, Inc.: |  |  |  |
|  3.5% 9/1/30 |  | 1247000 | 1071759 |
|  3.625% 3/15/32(d) |  | 232000 | 198324 |
|  5.375% 2/1/25 |  | 926000 | 923750 |
|  5.625% 9/1/28 |  | 1062000 | 1058660 |
|  5.875% 2/15/26 |  | 300000 | 302444 |
|  5.875% 2/1/29 |  | 1172000 | 1179938 |
| Humana, Inc. 3.7% 3/23/29  |  | 748000 | 688812 |
| Molina Healthcare, Inc.: |  |  |  |
|  3.875% 11/15/30(d) |  | 185000 | 159100 |
|  3.875% 5/15/32(d) |  | 400000 | 337500 |
| Sabra Health Care LP 3.2% 12/1/31  |  | 2237000 | 1677394 |
| Surgery Center Holdings, Inc. 6.75% 7/1/25 (d) |  | 420000 | 411126 |
| Tenet Healthcare Corp.: |  |  |  |
|  4.625% 6/15/28(d) |  | 115000 | 102927 |
|  4.875% 1/1/26(d) |  | 195000 | 185051 |
|  6.125% 10/1/28(d) |  | 2988000 | 2636910 |
|  6.25% 2/1/27(d) |  | 240000 | 229908 |
| Toledo Hospital 5.325% 11/15/28  |  | 154000 | 119735 |
| U.S. Renal Care, Inc. 10.625% 7/15/27 (d) |  | 215000 | 85602 |
|  |  |  | 35242065 |
| Health Care Technology - 0.0% |  |  |  |
| Athenahealth Group, Inc. 6.5% 2/15/30 (d) |  | 600000 | 449341 |
| IQVIA, Inc.: |  |  |  |
|  5% 10/15/26(d) |  | 400000 | 385000 |
|  5% 5/15/27(d) |  | 530000 | 506102 |
|  |  |  | 1340443 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Charles River Laboratories International, Inc. 4.25% 5/1/28 (d) |  | 30000 | 27375 |
| Pharmaceuticals - 0.2% |  |  |  |
| 1375209 BC Ltd. 9% 1/30/28 (d) |  | 19000 | 18668 |
| Bausch Health Companies, Inc.: |  |  |  |
|  5.5% 11/1/25(d) |  | 475000 | 401323 |
|  5.75% 8/15/27(d) |  | 635000 | 412649 |
|  11% 9/30/28(d) |  | 34000 | 26095 |
|  14% 10/15/30(d) |  | 6000 | 3329 |
| Bayer U.S. Finance II LLC 4.25% 12/15/25 (d) |  | 1700000 | 1648589 |
| Catalent Pharma Solutions 3.5% 4/1/30 (d) |  | 650000 | 529750 |
| Elanco Animal Health, Inc.: |  |  |  |
|  5.772% 8/28/23 |  | 219000 | 218108 |
|  6.4% 8/28/28(e) |  | 92000 | 84965 |
| Mylan NV 4.55% 4/15/28  |  | 150000 | 141260 |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/31 (d) |  | 1145000 | 1016084 |
| Utah Acquisition Sub, Inc. 3.95% 6/15/26  |  | 90000 | 84347 |
| Viatris, Inc.: |  |  |  |
|  1.65% 6/22/25 |  | 162000 | 146649 |
|  2.7% 6/22/30 |  | 901000 | 718681 |
|  3.85% 6/22/40 |  | 359000 | 247293 |
|  4% 6/22/50 |  | 620000 | 403242 |
| Zoetis, Inc. 3.25% 2/1/23  |  | 100000 | 99711 |
|  |  |  | 6200743 |
| TOTAL HEALTH CARE |  |  | 44656744 |
| INDUSTRIALS - 1.7% |  |  |  |
| Aerospace & Defense - 0.6% |  |  |  |
| Bombardier, Inc.: |  |  |  |
|  6% 2/15/28(d) |  | 400000 | 375076 |
|  7.5% 3/15/25(d) |  | 105000 | 105158 |
|  7.875% 4/15/27(d) |  | 1155000 | 1128527 |
| BWX Technologies, Inc. 4.125% 6/30/28 (d) |  | 1100000 | 979000 |
| DAE Funding LLC 1.55% 8/1/24 (d) |  | 300000 | 278178 |
| Embraer Netherlands Finance BV 5.05% 6/15/25  |  | 225000 | 217193 |
| Howmet Aerospace, Inc. 5.95% 2/1/37  |  | 20000 | 18903 |
| Moog, Inc. 4.25% 12/15/27 (d) |  | 205000 | 183988 |
| Rolls-Royce PLC 3.375% 6/18/26  | GBP | 235000 | 241457 |
| The Boeing Co.: |  |  |  |
|  5.04% 5/1/27 |  | 549000 | 543673 |
|  5.15% 5/1/30 |  | 5961000 | 5815736 |
|  5.705% 5/1/40 |  | 550000 | 524078 |
|  5.805% 5/1/50 |  | 500000 | 471727 |
|  5.93% 5/1/60 |  | 2180000 | 2023350 |
| TransDigm UK Holdings PLC 6.875% 5/15/26  |  | 120000 | 117202 |
| TransDigm, Inc.: |  |  |  |
|  6.25% 3/15/26(d) |  | 495000 | 492594 |
|  6.375% 6/15/26 |  | 1467000 | 1440785 |
|  7.5% 3/15/27 |  | 125000 | 125313 |
|  8% 12/15/25(d) |  | 685000 | 696988 |
|  |  |  | 15778926 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Aeropuerto Internacional de Tocumen SA 4% 8/11/41 (d) |  | 300000 | 232369 |
| Cargo Aircraft Management, Inc. 4.75% 2/1/28 (d) |  | 400000 | 357000 |
|  |  |  | 589369 |
| Airlines - 0.0% |  |  |  |
| Azul Investments LLP: |  |  |  |
|  5.875% 10/26/24(d) |  | 250000 | 202781 |
|  7.25% 6/15/26(d) |  | 200000 | 136000 |
|  |  |  | 338781 |
| Building Products - 0.1% |  |  |  |
| Advanced Drain Systems, Inc. 5% 9/30/27 (d) |  | 1160000 | 1081207 |
| Commercial Services & Supplies - 0.2% |  |  |  |
| APX Group, Inc. 6.75% 2/15/27 (d) |  | 365000 | 357700 |
| Brand Energy & Infrastructure Services, Inc. 8.5% 7/15/25 (d) |  | 1476000 | 1167855 |
| CoreCivic, Inc.: |  |  |  |
|  4.625% 5/1/23 |  | 238000 | 236549 |
|  4.75% 10/15/27 |  | 50000 | 41971 |
|  8.25% 4/15/26 |  | 1010000 | 1031764 |
| IAA, Inc. 5.5% 6/15/27 (d) |  | 500000 | 491250 |
| Madison IAQ LLC 5.875% 6/30/29 (d) |  | 500000 | 369865 |
| Rentokil Initial PLC 5% 6/27/32 (Reg. S)  | GBP | 100000 | 116712 |
| Stericycle, Inc. 3.875% 1/15/29 (d) |  | 350000 | 304500 |
| The Bidvest Group UK PLC 3.625% 9/23/26 (d) |  | 225000 | 199870 |
| The GEO Group, Inc.: |  |  |  |
|  9.5% 12/31/28(d) |  | 320000 | 303046 |
|  10.5% 6/30/28 |  | 77000 | 77993 |
|  |  |  | 4699075 |
| Construction & Engineering - 0.1% |  |  |  |
| AECOM 5.125% 3/15/27  |  | 1354000 | 1317280 |
| Pike Corp. 5.5% 9/1/28 (d) |  | 1515000 | 1353410 |
| SRS Distribution, Inc. 4.625% 7/1/28 (d) |  | 400000 | 357480 |
|  |  |  | 3028170 |
| Machinery - 0.0% |  |  |  |
| Vertical U.S. Newco, Inc. 5.25% 7/15/27 (d) |  | 885000 | 803155 |
| Marine - 0.1% |  |  |  |
| MISC Capital Two (Labuan) Ltd. 3.75% 4/6/27 (d) |  | 200000 | 182225 |
| Navios South American Logistics, Inc./Navios Logistics Finance U.S., Inc. 10.75% 7/1/25 (d) |  | 800000 | 746500 |
|  |  |  | 928725 |
| Professional Services - 0.0% |  |  |  |
| ASGN, Inc. 4.625% 5/15/28 (d) |  | 360000 | 321300 |
| Booz Allen Hamilton, Inc. 3.875% 9/1/28 (d) |  | 530000 | 477657 |
|  |  |  | 798957 |
| Road & Rail - 0.0% |  |  |  |
| XPO Logistics, Inc. 6.25% 5/1/25 (d) |  | 72000 | 72733 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Air Lease Corp.: |  |  |  |
|  2.25% 1/15/23 |  | 149000 | 148305 |
|  3.375% 7/1/25 |  | 1164000 | 1098443 |
|  3.875% 7/3/23 |  | 469000 | 464230 |
|  4.25% 2/1/24 |  | 469000 | 460690 |
|  4.25% 9/15/24 |  | 125000 | 122787 |
| Travis Perkins PLC 3.75% 2/17/26 (Reg. S)  | GBP | 250000 | 265155 |
|  |  |  | 2559610 |
| Transportation Infrastructure - 0.5% |  |  |  |
| Aeroporti di Roma SPA 1.75% 7/30/31 (Reg. S)  | EUR | 310000 | 247556 |
| Autostrade per L'italia SpA 2.25% 1/25/32 (Reg. S)  | EUR | 155000 | 126663 |
| Avolon Holdings Funding Ltd.: |  |  |  |
|  2.875% 2/15/25(d) |  | 10274000 | 9431777 |
|  3.95% 7/1/24(d) |  | 196000 | 186660 |
|  4.25% 4/15/26(d) |  | 2197000 | 1993362 |
|  4.375% 5/1/26(d) |  | 686000 | 623581 |
| DP World Crescent Ltd. 3.7495% 1/30/30 (d) |  | 250000 | 228484 |
| DP World Ltd. 5.625% 9/25/48 (d) |  | 75000 | 68030 |
| Heathrow Funding Ltd.: |  |  |  |
|  2.625% 3/16/28 (Reg. S) | GBP | 450000 | 438750 |
|  7.125% 2/14/24 | GBP | 100000 | 120715 |
|  |  |  | 13465578 |
| TOTAL INDUSTRIALS |  |  | 44144286 |
| INFORMATION TECHNOLOGY - 1.3% |  |  |  |
| Communications Equipment - 0.1% |  |  |  |
| Cellnex Finance Co. SA 1% 9/15/27 (Reg. S)  | EUR | 400000 | 352502 |
| CommScope, Inc.: |  |  |  |
|  4.75% 9/1/29(d) |  | 600000 | 505296 |
|  6% 3/1/26(d) |  | 665000 | 643361 |
| HTA Group Ltd. 7% 12/18/25 (d) |  | 225000 | 207014 |
|  |  |  | 1708173 |
| Electronic Equipment & Components - 0.1% |  |  |  |
| Coherent Corp. 5% 12/15/29 (d) |  | 860000 | 758950 |
| Dell International LLC/EMC Corp.: |  |  |  |
|  5.45% 6/15/23 |  | 80000 | 80047 |
|  5.85% 7/15/25 |  | 204000 | 207206 |
|  6.02% 6/15/26 |  | 1278000 | 1305164 |
|  6.1% 7/15/27 |  | 374000 | 384266 |
|  6.2% 7/15/30 |  | 324000 | 333177 |
|  |  |  | 3068810 |
| IT Services - 0.0% |  |  |  |
| Arches Buyer, Inc.: |  |  |  |
|  4.25% 6/1/28(d) |  | 125000 | 102831 |
|  6.125% 12/1/28(d) |  | 45000 | 36162 |
| CA Magnum Holdings 5.375% 10/31/26 (d) |  | 350000 | 308000 |
| Camelot Finance SA 4.5% 11/1/26 (d) |  | 250000 | 236930 |
| Gartner, Inc.: |  |  |  |
|  3.75% 10/1/30(d) |  | 180000 | 155700 |
|  4.5% 7/1/28(d) |  | 260000 | 244769 |
|  |  |  | 1084392 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |  |
| Broadcom, Inc.: |  |  |  |
|  1.95% 2/15/28(d) |  | 340000 | 287370 |
|  2.45% 2/15/31(d) |  | 8487000 | 6695941 |
|  2.6% 2/15/33(d) |  | 2944000 | 2224518 |
|  3.5% 2/15/41(d) |  | 2339000 | 1691886 |
|  3.75% 2/15/51(d) |  | 1098000 | 774868 |
| Entegris, Inc.: |  |  |  |
|  3.625% 5/1/29(d) |  | 400000 | 332000 |
|  4.375% 4/15/28(d) |  | 300000 | 265107 |
| onsemi 3.875% 9/1/28 (d) |  | 205000 | 181771 |
|  |  |  | 12453461 |
| Software - 0.6% |  |  |  |
| Black Knight InfoServ LLC 3.625% 9/1/28 (d) |  | 865000 | 777419 |
| Boxer Parent Co., Inc. 7.125% 10/2/25 (d) |  | 135000 | 132300 |
| Central Parent, Inc./Central Merger Sub, Inc. 7.25% 6/15/29 (d) |  | 270000 | 260549 |
| Fair Isaac Corp.: |  |  |  |
|  4% 6/15/28(d) |  | 345000 | 315675 |
|  5.25% 5/15/26(d) |  | 110000 | 109027 |
| MicroStrategy, Inc. 6.125% 6/15/28 (d) |  | 395000 | 292162 |
| NortonLifeLock, Inc. 5% 4/15/25 (d) |  | 867000 | 840990 |
| Open Text Corp.: |  |  |  |
|  3.875% 2/15/28(d) |  | 215000 | 181342 |
|  3.875% 12/1/29(d) |  | 600000 | 479000 |
| Oracle Corp.: |  |  |  |
|  1.65% 3/25/26 |  | 1381000 | 1239569 |
|  2.3% 3/25/28 |  | 2182000 | 1890600 |
|  2.8% 4/1/27 |  | 1191000 | 1086803 |
|  2.875% 3/25/31 |  | 7304000 | 6109344 |
|  3.6% 4/1/40 |  | 1192000 | 895172 |
|  3.6% 4/1/50 |  | 6000 | 4174 |
|  3.85% 4/1/60 |  | 6000 | 4046 |
| SS&C Technologies, Inc. 5.5% 9/30/27 (d) |  | 590000 | 563902 |
|  |  |  | 15182074 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |  |
| Lenovo Group Ltd. 3.421% 11/2/30 (d) |  | 300000 | 236046 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 33732956 |
| MATERIALS - 0.7% |  |  |  |
| Chemicals - 0.4% |  |  |  |
| Axalta Coating Systems/Dutch Holding BV 4.75% 6/15/27 (d) |  | 365000 | 334730 |
| CF Industries Holdings, Inc. 4.95% 6/1/43  |  | 5000 | 4344 |
| Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP 5.125% 4/1/25 (d) |  | 988000 | 991094 |
| ENN Clean Energy International Investment Ltd. 3.375% 5/12/26 (d) |  | 375000 | 322969 |
| Equate Petrochemical BV 4.25% 11/3/26 (d) |  | 70000 | 66360 |
| LSB Industries, Inc. 6.25% 10/15/28 (d) |  | 1000000 | 933920 |
| MEGlobal Canada, Inc. 5% 5/18/25 (d) |  | 200000 | 195100 |
| Methanex Corp.: |  |  |  |
|  5.125% 10/15/27 |  | 545000 | 500038 |
|  5.65% 12/1/44 |  | 181000 | 135750 |
| NOVA Chemicals Corp. 5.25% 6/1/27 (d) |  | 870000 | 780892 |
| Nufarm Australia Ltd. 5% 1/27/30 (d) |  | 600000 | 513750 |
| OCP SA: |  |  |  |
|  3.75% 6/23/31(d) |  | 600000 | 487380 |
|  5.625% 4/25/24(d) |  | 150000 | 150188 |
| Olin Corp.: |  |  |  |
|  5% 2/1/30 |  | 370000 | 335782 |
|  5.625% 8/1/29 |  | 505000 | 471906 |
| Olympus Water U.S. Holding Corp. 4.25% 10/1/28 (d) |  | 650000 | 526637 |
| Orbia Advance Corp. S.A.B. de CV: |  |  |  |
|  1.875% 5/11/26(d) |  | 200000 | 172000 |
|  2.875% 5/11/31(d) |  | 100000 | 78978 |
| Sabic Capital I BV 2.15% 9/14/30 (Reg. S)  |  | 200000 | 167000 |
| Sasol Financing U.S.A. LLC: |  |  |  |
|  4.375% 9/18/26 |  | 300000 | 271275 |
|  5.875% 3/27/24 |  | 200000 | 198010 |
| The Chemours Co. LLC: |  |  |  |
|  5.375% 5/15/27 |  | 819000 | 741195 |
|  5.75% 11/15/28(d) |  | 1090000 | 957309 |
| Valvoline, Inc.: |  |  |  |
|  3.625% 6/15/31(d) |  | 700000 | 570500 |
|  4.25% 2/15/30(d) |  | 85000 | 82612 |
| W.R. Grace Holding LLC: |  |  |  |
|  4.875% 6/15/27(d) |  | 195000 | 174710 |
|  5.625% 10/1/24(d) |  | 100000 | 97756 |
|  |  |  | 10262185 |
| Construction Materials - 0.0% |  |  |  |
| CEMEX S.A.B. de CV 3.875% 7/11/31 (d) |  | 200000 | 161913 |
| Containers & Packaging - 0.1% |  |  |  |
| Ardagh Packaging Finance PLC/Ardagh MP Holdings U.S.A., Inc.: |  |  |  |
|  4.125% 8/15/26(d) |  | 20000 | 17600 |
|  5.25% 8/15/27(d) |  | 400000 | 302520 |
| Berry Global, Inc. 4.875% 7/15/26 (d) |  | 170000 | 163113 |
| Clydesdale Acquisition Holdings, Inc. 6.625% 4/15/29 (d) |  | 110000 | 105981 |
| Crown Americas LLC/Crown Americas Capital Corp. IV 4.75% 2/1/26  |  | 525000 | 508415 |
| Crown Cork & Seal, Inc. 7.375% 12/15/26  |  | 35000 | 35787 |
| Intelligent Packaging Ltd. Finco, Inc. 6% 9/15/28 (d) |  | 65000 | 52251 |
| Owens-Brockway Glass Container, Inc. 5.375% 1/15/25 (d) |  | 100000 | 94841 |
| Trivium Packaging Finance BV: |  |  |  |
|  5.5% 8/15/26(d) |  | 350000 | 327237 |
|  8.5% 8/15/27(d) |  | 1415000 | 1324757 |
|  |  |  | 2932502 |
| Metals & Mining - 0.2% |  |  |  |
| Antofagasta PLC 2.375% 10/14/30 (d) |  | 300000 | 230250 |
| ATI, Inc. 5.875% 12/1/27  |  | 625000 | 582519 |
| Compania de Minas Buenaventura SAA 5.5% 7/23/26 (d) |  | 80000 | 69040 |
| Corporacion Nacional del Cobre de Chile (Codelco) 3.7% 1/30/50 (d) |  | 200000 | 146800 |
| Endeavour Mining PLC 5% 10/14/26 (d) |  | 300000 | 246056 |
| ERO Copper Corp. 6.5% 2/15/30 (d) |  | 1000000 | 770625 |
| First Quantum Minerals Ltd.: |  |  |  |
|  6.5% 3/1/24(d) |  | 200000 | 196538 |
|  6.875% 3/1/26(d) |  | 760000 | 733043 |
| FMG Resources Pty Ltd. 4.5% 9/15/27 (d) |  | 5000 | 4575 |
| Fresnillo PLC 4.25% 10/2/50 (d) |  | 200000 | 150600 |
| Gcm Mining Corp. 6.875% 8/9/26 (d) |  | 200000 | 148960 |
| JSW Steel Ltd. 3.95% 4/5/27 (d) |  | 300000 | 250500 |
| Kaiser Aluminum Corp. 4.625% 3/1/28 (d) |  | 875000 | 769484 |
| Mineral Resources Ltd. 8% 11/1/27 (d) |  | 300000 | 308220 |
| PT Freeport Indonesia: |  |  |  |
|  4.763% 4/14/27(d) |  | 200000 | 191522 |
|  6.2% 4/14/52(d) |  | 200000 | 172500 |
| PT Indonesia Asahan Aluminium Tbk 5.45% 5/15/30 (d) |  | 200000 | 187350 |
| Stillwater Mining Co. 4% 11/16/26 (d) |  | 250000 | 217438 |
| Usiminas International SARL 5.875% 7/18/26 (d) |  | 200000 | 191975 |
| VM Holding SA 6.5% 1/18/28 (d) |  | 200000 | 193250 |
|  |  |  | 5761245 |
| TOTAL MATERIALS |  |  | 19117845 |
| REAL ESTATE - 2.5% |  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 2.2% |  |  |  |
| Alexandria Real Estate Equities, Inc. 4.9% 12/15/30  |  | 666000 | 647979 |
| American Homes 4 Rent LP: |  |  |  |
|  2.375% 7/15/31 |  | 166000 | 129031 |
|  3.625% 4/15/32 |  | 881000 | 746468 |
| Boston Properties, Inc.: |  |  |  |
|  3.25% 1/30/31 |  | 5377000 | 4494528 |
|  4.5% 12/1/28 |  | 295000 | 274711 |
|  6.75% 12/1/27 |  | 1463000 | 1529944 |
| Corporate Office Properties LP: |  |  |  |
|  2.25% 3/15/26 |  | 300000 | 263488 |
|  2.75% 4/15/31 |  | 252000 | 190406 |
| GLP Capital LP/GLP Financing II, Inc. 5.25% 6/1/25  |  | 155000 | 151799 |
| Healthcare Trust of America Holdings LP: |  |  |  |
|  3.1% 2/15/30 |  | 149000 | 125047 |
|  3.5% 8/1/26 |  | 155000 | 145105 |
| Healthpeak Properties, Inc.: |  |  |  |
|  3.25% 7/15/26 |  | 59000 | 55749 |
|  3.5% 7/15/29 |  | 68000 | 60994 |
| Hudson Pacific Properties LP 4.65% 4/1/29  |  | 1622000 | 1412464 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/32  |  | 1320000 | 1157204 |
| Kite Realty Group Trust 4.75% 9/15/30  |  | 68000 | 60361 |
| LXP Industrial Trust (REIT): |  |  |  |
|  2.7% 9/15/30 |  | 350000 | 280064 |
|  4.4% 6/15/24 |  | 458000 | 445182 |
| MPT Operating Partnership LP/MPT Finance Corp.: |  |  |  |
|  2.5% 3/24/26 | GBP | 170000 | 163709 |
|  3.5% 3/15/31 |  | 300000 | 211500 |
|  5.25% 8/1/26 |  | 380000 | 340028 |
| Omega Healthcare Investors, Inc.: |  |  |  |
|  3.25% 4/15/33 |  | 6289000 | 4611353 |
|  3.375% 2/1/31 |  | 646000 | 504922 |
|  3.625% 10/1/29 |  | 1605000 | 1329841 |
|  4.375% 8/1/23 |  | 138000 | 136196 |
|  4.5% 1/15/25 |  | 549000 | 533927 |
|  4.5% 4/1/27 |  | 1899000 | 1770077 |
|  4.75% 1/15/28 |  | 283000 | 261223 |
|  4.95% 4/1/24 |  | 600000 | 591645 |
| Piedmont Operating Partnership LP 2.75% 4/1/32  |  | 343000 | 245020 |
| Realty Income Corp.: |  |  |  |
|  2.2% 6/15/28 |  | 160000 | 137220 |
|  2.85% 12/15/32 |  | 197000 | 161642 |
|  3.25% 1/15/31 |  | 172000 | 150246 |
|  3.4% 1/15/28 |  | 271000 | 250648 |
| Retail Opportunity Investments Partnership LP 4% 12/15/24  |  | 11000 | 10499 |
| Service Properties Trust: |  |  |  |
|  4.375% 2/15/30 |  | 385000 | 270147 |
|  4.95% 2/15/27 |  | 50000 | 41178 |
|  4.95% 10/1/29 |  | 20000 | 14541 |
|  5.5% 12/15/27 |  | 185000 | 160950 |
| Simon Property Group LP 2.45% 9/13/29  |  | 262000 | 220265 |
| SITE Centers Corp.: |  |  |  |
|  3.625% 2/1/25 |  | 39000 | 36802 |
|  4.25% 2/1/26 |  | 287000 | 272868 |
| Store Capital Corp.: |  |  |  |
|  2.75% 11/18/30 |  | 5212000 | 4064340 |
|  4.625% 3/15/29 |  | 149000 | 136450 |
| Sun Communities Operating LP: |  |  |  |
|  2.3% 11/1/28 |  | 392000 | 322489 |
|  2.7% 7/15/31 |  | 956000 | 743822 |
| Uniti Group LP / Uniti Group Finance, Inc. 6.5% 2/15/29 (d) |  | 1400000 | 1025500 |
| Uniti Group, Inc.: |  |  |  |
|  6% 1/15/30(d) |  | 700000 | 505078 |
|  7.875% 2/15/25(d) |  | 1384000 | 1389817 |
| Ventas Realty LP: |  |  |  |
|  3% 1/15/30 |  | 1026000 | 871600 |
|  3.5% 2/1/25 |  | 573000 | 549767 |
|  3.75% 5/1/24 |  | 201000 | 195941 |
|  4% 3/1/28 |  | 4720000 | 4400803 |
|  4.125% 1/15/26 |  | 34000 | 32872 |
|  4.75% 11/15/30 |  | 5960000 | 5620548 |
| VICI Properties LP: |  |  |  |
|  4.375% 5/15/25 |  | 219000 | 210768 |
|  4.75% 2/15/28 |  | 1710000 | 1611949 |
|  4.95% 2/15/30 |  | 2243000 | 2120427 |
|  5.125% 5/15/32 |  | 588000 | 551550 |
| VICI Properties LP / VICI Note Co.: |  |  |  |
|  3.5% 2/15/25(d) |  | 155000 | 145882 |
|  4.125% 8/15/30(d) |  | 400000 | 346583 |
|  4.25% 12/1/26(d) |  | 505000 | 469741 |
|  4.5% 9/1/26(d) |  | 826000 | 773483 |
|  4.625% 6/15/25(d) |  | 95000 | 90911 |
|  4.625% 12/1/29(d) |  | 305000 | 276749 |
|  5.625% 5/1/24(d) |  | 400000 | 396136 |
|  5.75% 2/1/27(d) |  | 60000 | 58141 |
| Vornado Realty LP 2.15% 6/1/26  |  | 407000 | 343995 |
| WP Carey, Inc.: |  |  |  |
|  2.4% 2/1/31 |  | 3912000 | 3110538 |
|  3.85% 7/15/29 |  | 129000 | 115798 |
|  4% 2/1/25 |  | 182000 | 177029 |
|  4.6% 4/1/24 |  | 653000 | 649057 |
|  |  |  | 55904735 |
| Real Estate Management & Development - 0.3% |  |  |  |
| ADLER Group SA 1.875% 1/14/26 (Reg. S)  | EUR | 600000 | 269099 |
| Blackstone Property Partners Europe LP 1% 5/4/28 (Reg. S)  | EUR | 1695000 | 1371738 |
| Brandywine Operating Partnership LP: |  |  |  |
|  3.95% 11/15/27 |  | 247000 | 216192 |
|  4.1% 10/1/24 |  | 1434000 | 1380039 |
|  4.55% 10/1/29 |  | 151000 | 133424 |
| CBRE Group, Inc. 2.5% 4/1/31  |  | 1155000 | 907368 |
| GTC Aurora Luxembourg SA 2.25% 6/23/26 (Reg. S)  | EUR | 425000 | 322183 |
| Heimstaden AB 4.375% 3/6/27 (Reg. S)  | EUR | 400000 | 286956 |
| Realogy Group LLC/Realogy Co.-Issuer Corp. 5.25% 4/15/30 (d) |  | 600000 | 441000 |
| Samhallsbyggnadsbolaget I Norden AB 1% 8/12/27 (Reg. S)  | EUR | 470000 | 328818 |
| Sirius Real Estate Ltd. 1.125% 6/22/26 (Reg. S)  | EUR | 100000 | 79972 |
| Tanger Properties LP: |  |  |  |
|  2.75% 9/1/31 |  | 1012000 | 723794 |
|  3.125% 9/1/26 |  | 1289000 | 1163487 |
| Tritax EuroBox PLC 0.95% 6/2/26 (Reg. S)  | EUR | 190000 | 161993 |
| Vonovia SE 5% 11/23/30 (Reg. S)  | EUR | 100000 | 106097 |
|  |  |  | 7892160 |
| TOTAL REAL ESTATE |  |  | 63796895 |
| UTILITIES - 1.8% |  |  |  |
| Electric Utilities - 1.1% |  |  |  |
| Adani Electricity Mumbai Ltd. 3.867% 7/22/31 (d) |  | 300000 | 211761 |
| Alabama Power Co. 3.05% 3/15/32  |  | 1713000 | 1490843 |
| AusNet Services Holdings Pty Ltd. 1.625% 3/11/81 (Reg. S) (e) | EUR | 165000 | 140728 |
| Clearway Energy Operating LLC 4.75% 3/15/28 (d) |  | 65000 | 60045 |
| Cleco Corporate Holdings LLC: |  |  |  |
|  3.375% 9/15/29 |  | 2762000 | 2357830 |
|  3.743% 5/1/26 |  | 4110000 | 3875848 |
| Cleveland Electric Illuminating Co. 5.95% 12/15/36  |  | 146000 | 147284 |
| Duke Energy Corp.: |  |  |  |
|  2.45% 6/1/30 |  | 464000 | 389921 |
|  3.85% 6/15/34 | EUR | 350000 | 349474 |
| Duquesne Light Holdings, Inc.: |  |  |  |
|  2.532% 10/1/30(d) |  | 241000 | 190598 |
|  2.775% 1/7/32(d) |  | 998000 | 782729 |
| Edison International 5.75% 6/15/27  |  | 1616000 | 1633099 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/81 (Reg. S) (e) | EUR | 500000 | 380720 |
| Enel SpA 3.375% (Reg. S) (e)(i) | EUR | 545000 | 515377 |
| Entergy Corp. 2.8% 6/15/30  |  | 476000 | 402044 |
| Eskom Holdings SOC Ltd.: |  |  |  |
|  6.35% 8/10/28(d) |  | 175000 | 163625 |
|  6.75% 8/6/23(d) |  | 255000 | 248625 |
|  7.125% 2/11/25(d) |  | 105000 | 98241 |
|  8.45% 8/10/28(d) |  | 35000 | 32113 |
| Exelon Corp.: |  |  |  |
|  2.75% 3/15/27(d) |  | 379000 | 349339 |
|  3.35% 3/15/32(d) |  | 460000 | 404151 |
|  4.05% 4/15/30 |  | 274000 | 258504 |
|  4.1% 3/15/52(d) |  | 341000 | 278301 |
|  4.7% 4/15/50 |  | 122000 | 107679 |
| FirstEnergy Corp. 7.375% 11/15/31  |  | 4315000 | 4858739 |
| Iberdrola Finanzas SAU 7.375% 1/29/24  | GBP | 250000 | 309189 |
| InterGen NV 7% 6/30/23 (d) |  | 235000 | 229892 |
| IPALCO Enterprises, Inc. 3.7% 9/1/24  |  | 100000 | 96845 |
| Israel Electric Corp. Ltd. 3.75% 2/22/32 (Reg. S) (d) |  | 200000 | 174154 |
| Lamar Funding Ltd. 3.958% 5/7/25 (d) |  | 200000 | 189788 |
| Mong Duong Finance Holdings BV 5.125% 5/7/29 (d) |  | 250000 | 212500 |
| NextEra Energy Partners LP 4.25% 9/15/24 (d) |  | 26000 | 24467 |
| NGG Finance PLC 2.125% 9/5/82 (Reg. S) (e) | EUR | 610000 | 525396 |
| NRG Energy, Inc.: |  |  |  |
|  3.375% 2/15/29(d) |  | 90000 | 74777 |
|  3.625% 2/15/31(d) |  | 175000 | 139939 |
|  5.25% 6/15/29(d) |  | 155000 | 142857 |
|  5.75% 1/15/28 |  | 235000 | 225013 |
| NSG Holdings II LLC/NSG Holdings, Inc. 7.75% 12/15/25 (d) |  | 80867 | 78674 |
| Pacific Gas & Electric Co. 4.95% 7/1/50  |  | 975000 | 780539 |
| Pattern Energy Operations LP 4.5% 8/15/28 (d) |  | 145000 | 130118 |
| PG&E Corp.: |  |  |  |
|  5% 7/1/28 |  | 2700000 | 2491047 |
|  5.25% 7/1/30 |  | 515000 | 466325 |
| Southern Co. 1.875% 9/15/81 (e) | EUR | 680000 | 549281 |
| Vistra Operations Co. LLC: |  |  |  |
|  5% 7/31/27(d) |  | 605000 | 567898 |
|  5.5% 9/1/26(d) |  | 851000 | 823538 |
|  5.625% 2/15/27(d) |  | 275000 | 266050 |
| Western Power Distribution PLC 3.625% 11/6/23 (Reg. S)  | GBP | 275000 | 326628 |
|  |  |  | 28552533 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| Aydem Yenilenebilir Enerji A/S 7.75% 2/2/27 (d) |  | 200000 | 155875 |
| Emera U.S. Finance LP 3.55% 6/15/26  |  | 57000 | 53465 |
| EnfraGen Energia Sur SA 5.375% 12/30/30 (d) |  | 400000 | 262975 |
| Investment Energy Resources Ltd. 6.25% 4/26/29 (d) |  | 350000 | 314847 |
| RWE AG 2.75% 5/24/30 (Reg. S)  | EUR | 210000 | 204954 |
| Talen Energy Supply LLC 10.5% 1/15/26 (d)(h) |  | 144000 | 72000 |
| Termocandelaria Power Ltd. 7.875% 1/30/29 (d) |  | 170000 | 153417 |
| TerraForm Power Operating LLC 5% 1/31/28 (d) |  | 35000 | 32463 |
| The AES Corp.: |  |  |  |
|  2.45% 1/15/31 |  | 6016000 | 4780420 |
|  3.3% 7/15/25(d) |  | 1621000 | 1517135 |
|  3.95% 7/15/30(d) |  | 1387000 | 1214319 |
|  |  |  | 8761870 |
| Multi-Utilities - 0.3% |  |  |  |
| Abu Dhabi National Energy Co. PJSC: |  |  |  |
|  4% 10/3/49(d) |  | 150000 | 125934 |
|  4.875% 4/23/30(d) |  | 30000 | 30624 |
| Berkshire Hathaway Energy Co. 4.05% 4/15/25  |  | 2281000 | 2259091 |
| Consolidated Edison Co. of New York, Inc. 3.35% 4/1/30  |  | 124000 | 112003 |
| NiSource, Inc. 2.95% 9/1/29  |  | 1066000 | 934625 |
| Puget Energy, Inc.: |  |  |  |
|  4.1% 6/15/30 |  | 560000 | 503109 |
|  4.224% 3/15/32 |  | 4134000 | 3688393 |
| Sempra Energy 6% 10/15/39  |  | 106000 | 107030 |
|  |  |  | 7760809 |
| Water Utilities - 0.0% |  |  |  |
| Anglian Water (Osprey) Financing PLC 2% 7/31/28 (Reg. S)  | GBP | 180000 | 167081 |
| Severn Trent Utilities Finance PLC: |  |  |  |
|  4.625% 11/30/34 (Reg. S) | GBP | 100000 | 117869 |
|  6.125% 2/26/24 | GBP | 145000 | 176900 |
| Southern Water Services Finance Ltd. 1.625% 3/30/27 (Reg. S)  | GBP | 165000 | 170938 |
| Thames Water Utility Finance PLC 1.875% 1/24/24 (Reg. S)  | GBP | 290000 | 336858 |
|  |  |  | 969646 |
| TOTAL UTILITIES |  |  | 46044858 |
| TOTAL NONCONVERTIBLE BONDS |  |  | 915169531 |
| <br> **TOTAL CORPORATE BONDS**<br> (Cost $1,023,725,855) |  |  | <br> **916998786** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 28.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 28.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 28.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bonds: |  |  |
|  1.125% 5/15/40  | 451600 | 288989 |
|  1.75% 8/15/41  | 12905000 | 9003254 |
|  1.875% 11/15/51  | 26946000 | 17720153 |
|  2% 11/15/41  | 13900000 | 10123652 |
|  2% 8/15/51  | 116362000 | 79080707 |
|  2.25% 2/15/52  | 29700000 | 21447809 |
|  2.375% 2/15/42  | 9300000 | 7248466 |
|  2.875% 5/15/49  | 38253600 | 31701177 |
|  2.875% 5/15/52  | 4680000 | 3890250 |
|  3% 2/15/47  | 19862700 | 16685444 |
|  3% 8/15/52  | 13510000 | 11567938 |
|  3.25% 5/15/42 (j)(k) | 12278000 | 11029097 |
| U.S. Treasury Notes: |  |  |
|  1.25% 9/30/28  | 104710000 | 90786796 |
|  1.375% 11/15/31  | 240000 | 198497 |
|  1.5% 1/31/27  | 34510000 | 31317825 |
|  1.75% 1/31/29  | 15000000 | 13319531 |
|  1.875% 2/28/27  | 20000000 | 18418750 |
|  2.5% 3/31/23 (j) | 12800000 | 12713967 |
|  2.625% 5/31/27  | 32730000 | 31064094 |
|  2.625% 7/31/29  | 25000000 | 23324219 |
|  2.75% 8/15/32  | 54222000 | 50223128 |
|  2.875% 5/15/32  | 38006000 | 35624687 |
|  3.25% 6/30/27  | 4000000 | 3895938 |
|  3.875% 9/30/29  | 62670000 | 63100856 |
|  4% 10/31/29  | 45000000 | 45682031 |
|  4.125% 10/31/27  | 87000000 | 88107891 |
|  4.375% 10/31/24  | 1000000 | 999766 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $829,120,362) |  | **728564912** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 22.4%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 22.4%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 22.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Fannie Mae - 4.3%  |  |  |
| 1% 12/1/36  | 2884519 | 2421858 |
| 1.5% 11/1/40 to 11/1/41  | 1770636 | 1443683 |
| 2% 10/1/35 to 3/1/52  | 20715416 | 17252308 |
| 2.5% 6/1/29 to 2/1/52  | 26461191 | 23189901 |
| 3% 8/1/32 to 5/1/52  | 17764713 | 15974683 |
| 3.5% 5/1/36 to 4/1/52  | 16025892 | 14907189 |
| 4% 1/1/42 to 6/1/52  | 14463477 | 13862764 |
| 4.5% to 4.5% 8/1/33 to 7/1/52  | 8741256 | 8645632 |
| 5% 5/1/41 to 11/1/52  | 5196888 | 5212922 |
| 5.5% 10/1/52 to 11/1/52  | 4439360 | 4498641 |
| 6% 11/1/52  | 950176 | 969624 |
| TOTAL FANNIE MAE |  | 108379205 |
| Freddie Mac - 2.2%  |  |  |
| 1.5% 12/1/40 to 3/1/51  | 1664233 | 1308422 |
| 2% 4/1/36 to 4/1/52  | 14852052 | 12414553 |
| 2.5% 2/1/30 to 3/1/52  | 16796782 | 14616951 |
| 3% 12/1/32 to 3/1/52 (j) | 15955562 | 14274803 |
| 3.5% 3/1/32 to 5/1/52 (k) | 8490744 | 7944418 |
| 3.5% 9/1/47  | 59098 | 55675 |
| 4% 5/1/37 to 6/1/48  | 1115762 | 1084840 |
| 4.5% 1/1/42 to 7/1/49  | 1855857 | 1842211 |
| 5% 9/1/52 to 12/1/52  | 3045776 | 3070910 |
| TOTAL FREDDIE MAC |  | 56612783 |
| Freddie Mac Multi-family Structured pass-thru certificates - 0.0%  |  |  |
| 3% 10/1/31  | 27242 | 26114 |
| Ginnie Mae - 5.1%  |  |  |
| 2% 1/20/51 to 4/20/51  | 2039676 | 1742432 |
| 2% 12/1/52 (l) | 3800000 | 3226609 |
| 2% 12/1/52 (l) | 7600000 | 6453219 |
| 2% 12/1/52 (l) | 4500000 | 3820985 |
| 2% 12/1/52 (l) | 1850000 | 1570849 |
| 2% 12/1/52 (l) | 2350000 | 1995403 |
| 2% 12/1/52 (l) | 1000000 | 849108 |
| 2% 12/1/52 (l) | 3050000 | 2589778 |
| 2% 12/1/52 (l) | 1350000 | 1146295 |
| 2% 12/1/52 (l) | 4000000 | 3396431 |
| 2% 1/1/53 (l) | 5900000 | 5014345 |
| 2% 1/1/53 (l) | 1950000 | 1657283 |
| 2% 1/1/53 (l) | 1950000 | 1657283 |
| 2% 1/1/53 (l) | 1900000 | 1614789 |
| 2% 1/1/53 (l) | 3900000 | 3314567 |
| 2% 1/1/53 (l) | 2850000 | 2422183 |
| 2% 1/1/53 (l) | 5100000 | 4334433 |
| 2.5% 7/20/51 to 12/20/51  | 2457865 | 2167421 |
| 2.5% 12/1/52 (l) | 3900000 | 3421769 |
| 2.5% 12/1/52 (l) | 7750000 | 6799669 |
| 2.5% 12/1/52 (l) | 1600000 | 1403803 |
| 2.5% 12/1/52 (l) | 1850000 | 1623147 |
| 2.5% 12/1/52 (l) | 1900000 | 1667016 |
| 2.5% 12/1/52 (l) | 3850000 | 3377900 |
| 2.5% 1/1/53 (l) | 3900000 | 3424663 |
| 2.5% 1/1/53 (l) | 1900000 | 1668426 |
| 2.5% 1/1/53 (l) | 1900000 | 1668426 |
| 2.5% 1/1/53 (l) | 3850000 | 3380757 |
| 2.5% 1/1/53 (l) | 2400000 | 2107485 |
| 2.5% 1/1/53 (l) | 2450000 | 2151391 |
| 3% 12/20/42 to 10/20/51  | 4843351 | 4403167 |
| 3% 12/1/52 (l) | 2300000 | 2074452 |
| 3% 12/1/52 (l) | 2250000 | 2029355 |
| 3% 12/1/52 (l) | 3100000 | 2796000 |
| 3% 12/1/52 (l) | 3350000 | 3021484 |
| 3% 1/1/53 (l) | 4500000 | 4061523 |
| 3% 1/1/53 (l) | 2700000 | 2436914 |
| 3.5% 12/20/41 to 11/20/50  | 6088301 | 5709548 |
| 3.5% 12/1/52 (l) | 2650000 | 2458444 |
| 3.5% 12/1/52 (l) | 5475000 | 5079238 |
| 3.5% 1/1/53 (l) | 5150000 | 4780145 |
| 4% 10/20/40 to 4/20/48  | 2114215 | 2050937 |
| 4% 12/1/52 (l) | 5600000 | 5344835 |
| 4.5% 4/20/35 to 12/20/48  | 368409 | 366171 |
| 4.5% 12/1/52 (l) | 2300000 | 2253011 |
| 5% 4/20/48  | 300649 | 308475 |
| TOTAL GINNIE MAE |  | 130841564 |
| Uniform Mortgage Backed Securities - 10.8%  |  |  |
| 1.5% 12/1/37 (l) | 2700000 | 2359767 |
| 1.5% 12/1/37 (l) | 2150000 | 1879074 |
| 1.5% 12/1/37 (l) | 1100000 | 961387 |
| 1.5% 12/1/37 (l) | 800000 | 699190 |
| 1.5% 12/1/37 (l) | 750000 | 655491 |
| 1.5% 1/1/38 (l) | 1100000 | 962890 |
| 1.5% 1/1/38 (l) | 4300000 | 3764026 |
| 1.5% 12/1/52 (l) | 6250000 | 4855008 |
| 1.5% 12/1/52 (l) | 3150000 | 2446924 |
| 1.5% 12/1/52 (l) | 2700000 | 2097363 |
| 1.5% 1/1/53 (l) | 7550000 | 5832670 |
| 2% 12/1/37 (l) | 4350000 | 3907660 |
| 2% 12/1/37 (l) | 9350000 | 8399223 |
| 2% 12/1/37 (l) | 3150000 | 2829685 |
| 2% 12/1/37 (l) | 1250000 | 1122891 |
| 2% 12/1/37 (l) | 1000000 | 898313 |
| 2% 1/1/38 (l) | 4100000 | 3687726 |
| 2% 1/1/38 (l) | 6800000 | 6116229 |
| 2% 1/1/38 (l) | 2050000 | 1843863 |
| 2% 12/1/52 (l) | 11550000 | 9499153 |
| 2% 12/1/52 (l) | 11550000 | 9499153 |
| 2% 12/1/52 (l) | 5750000 | 4729016 |
| 2% 12/1/52 (l) | 5700000 | 4687894 |
| 2% 12/1/52 (l) | 5700000 | 4687894 |
| 2% 12/1/52 (l) | 5700000 | 4687894 |
| 2% 12/1/52 (l) | 2850000 | 2343947 |
| 2% 12/1/52 (l) | 2850000 | 2343947 |
| 2% 12/1/52 (l) | 2150000 | 1768241 |
| 2% 12/1/52 (l) | 11550000 | 9499153 |
| 2% 12/1/52 (l) | 9350000 | 7689791 |
| 2% 12/1/52 (l) | 1200000 | 986925 |
| 2% 12/1/52 (l) | 3800000 | 3125263 |
| 2% 12/1/52 (l) | 600000 | 493463 |
| 2% 1/1/53 (l) | 5750000 | 4733957 |
| 2% 1/1/53 (l) | 11500000 | 9467914 |
| 2% 1/1/53 (l) | 2900000 | 2387561 |
| 2% 1/1/53 (l) | 2900000 | 2387561 |
| 2% 1/1/53 (l) | 600000 | 493978 |
| 2% 1/1/53 (l) | 2850000 | 2346396 |
| 2% 1/1/53 (l) | 11550000 | 9509079 |
| 2% 1/1/53 (l) | 5750000 | 4733957 |
| 2.5% 12/1/37 (l) | 2450000 | 2247109 |
| 2.5% 12/1/37 (l) | 1050000 | 963047 |
| 2.5% 12/1/37 (l) | 1050000 | 963047 |
| 2.5% 12/1/37 (l) | 2450000 | 2247109 |
| 2.5% 1/1/38 (l) | 1300000 | 1201688 |
| 2.5% 12/1/52 (l) | 11800000 | 10083468 |
| 2.5% 12/1/52 (l) | 5900000 | 5041734 |
| 2.5% 12/1/52 (l) | 5900000 | 5041734 |
| 2.5% 12/1/52 (l) | 2950000 | 2520867 |
| 2.5% 12/1/52 (l) | 3900000 | 3332672 |
| 2.5% 12/1/52 (l) | 1750000 | 1495430 |
| 2.5% 12/1/52 (l) | 2450000 | 2093601 |
| 2.5% 12/1/52 (l) | 2900000 | 2478140 |
| 2.5% 12/1/52 (l) | 2950000 | 2520867 |
| 2.5% 12/1/52 (l) | 3200000 | 2734500 |
| 2.5% 1/1/53 (l) | 8800000 | 7527094 |
| 2.5% 1/1/53 (l) | 2950000 | 2523287 |
| 3% 12/1/37 (l) | 800000 | 752875 |
| 3% 12/1/52 (l) | 4450000 | 3939293 |
| 3% 12/1/52 (l) | 6100000 | 5399930 |
| 3% 12/1/52 (l) | 4400000 | 3895031 |
| 3% 12/1/52 (l) | 1350000 | 1195066 |
| 3% 12/1/52 (l) | 600000 | 531141 |
| 3% 12/1/52 (l) | 600000 | 531141 |
| 3% 12/1/52 (l) | 3800000 | 3363891 |
| 3% 1/1/53 (l) | 1200000 | 1051453 |
| 3% 1/1/53 (l) | 2350000 | 2059096 |
| 3.5% 12/1/52 (l) | 4150000 | 3802438 |
| 3.5% 12/1/52 (l) | 2700000 | 2473875 |
| 3.5% 12/1/52 (l) | 1725000 | 1580531 |
| 3.5% 12/1/52 (l) | 600000 | 549750 |
| 3.5% 12/1/52 (l) | 2600000 | 2382250 |
| 3.5% 1/1/53 (l) | 1100000 | 1008391 |
| 4% 12/1/52 (l) | 3700000 | 3501125 |
| 4% 12/1/52 (l) | 2750000 | 2602188 |
| 4% 12/1/52 (l) | 1250000 | 1182813 |
| 4% 12/1/52 (l) | 1400000 | 1324750 |
| 4.5% 12/1/52 (l) | 2100000 | 2044220 |
| 4.5% 12/1/52 (l) | 600000 | 584063 |
| 4.5% 1/1/53 (l) | 1200000 | 1168126 |
| 5% 12/1/52 (l) | 3100000 | 3086436 |
| 5% 12/1/52 (l) | 1200000 | 1194749 |
| 5% 12/1/52 (l) | 800000 | 796500 |
| 5% 12/1/52 (l) | 150000 | 149344 |
| 5% 12/1/52 (l) | 150000 | 149344 |
| 5% 12/1/52 (l) | 1300000 | 1294312 |
| 5% 12/1/52 (l) | 1150000 | 1144968 |
| 5.5% 12/1/52 (l) | 4800000 | 4854750 |
| 5.5% 12/1/52 (l) | 2100000 | 2123953 |
| 6% 12/1/52 (l) | 2300000 | 2352828 |
| TOTAL UNIFORM MORTGAGE BACKED SECURITIES |  | 276507532 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $582,426,425) |  | <br> **572367198** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 5.7%** | &nbsp;&nbsp;**Asset-Backed Securities - 5.7%** | &nbsp;&nbsp;**Asset-Backed Securities - 5.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AASET Trust: |  |  |
|  Series 2018-1A Class A, 3.844% 1/16/38 (d) | 253767 | 153673 |
|  Series 2019-1 Class A, 3.844% 5/15/39 (d) | 211142 | 140249 |
|  Series 2019-2:  |  |  |
| Class A, 3.376% 10/16/39 (d) <br>| 590988 | 420241 |
| Class B, 4.458% 10/16/39 (c)(d) <br>| 220258 | 101218 |
|  Series 2021-1A Class A, 2.95% 11/16/41 (d) | 1326153 | 1054260 |
|  Series 2021-2A Class A, 2.798% 1/15/47 (d) | 2632098 | 2052421 |
| AASET, Ltd. Series 2022-1A Class A, 6% 5/16/47 (d) | 9621246 | 8912848 |
| Aimco Series 2021-BA Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 1/15/32 (d)(e)(f) | 409000 | 400949 |
| AIMCO CLO Ltd. Series 2021-11A Class AR, 3 month U.S. LIBOR + 1.130% 5.2091% 10/17/34 (d)(e)(f) | 984000 | 953552 |
| AIMCO CLO Ltd. / AIMCO CLO LLC Series 2021-14A Class A, 3 month U.S. LIBOR + 0.990% 5.2326% 4/20/34 (d)(e)(f) | 2114000 | 2043020 |
| Allegro CLO XIV, Ltd. Series 2021-2A Class A1, 3 month U.S. LIBOR + 1.160% 5.2391% 10/15/34 (d)(e)(f) | 5069000 | 4901312 |
| Allegro CLO XV, Ltd. / Allegro CLO VX LLC Series 2022-1A Class A, CME TERM SOFR 3 MONTH INDEX + 1.500% 3.1807% 7/20/35 (d)(e)(f) | 1450000 | 1405624 |
| Allegro CLO, Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.140% 5.3826% 7/20/34 (d)(e)(f) | 1078000 | 1040796 |
| American Money Management Corp. Series 2012-11A Class A1R2, 3 month U.S. LIBOR + 1.010% 5.4247% 4/30/31 (d)(e)(f) | 2400000 | 2352890 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A: |  |  |
|  Class A, 3.351% 1/16/40 (d) | 252575 | 202700 |
|  Class B, 4.335% 1/16/40 (d) | 138939 | 59844 |
| Apollo Aviation Securitization Trust Series 2017-1A Class A, 3.967% 5/16/42 (d) | 575113 | 440951 |
| Ares CLO Series 2019-54A Class A, 3 month U.S. LIBOR + 1.320% 5.3991% 10/15/32 (d)(e)(f) | 674000 | 658981 |
| Ares LIX CLO Ltd. Series 2021-59A Class A, 3 month U.S. LIBOR + 1.030% 5.3884% 4/25/34 (d)(e)(f) | 1292000 | 1249146 |
| Ares LV CLO Ltd. Series 2021-55A Class A1R, 3 month U.S. LIBOR + 1.130% 5.2091% 7/15/34 (d)(e)(f) | 1381000 | 1342691 |
| Ares LVIII CLO LLC Series 2022-58A Class AR, CME TERM SOFR 3 MONTH INDEX + 1.330% 5.1936% 1/15/35 (d)(e)(f) | 2223000 | 2131297 |
| Ares XLI CLO Ltd. / Ares XLI CLO LLC Series 2021-41A Class AR2, 3 month U.S. LIBOR + 1.070% 5.1491% 4/15/34 (d)(e)(f) | 2478000 | 2394447 |
| Ares XXXIV CLO Ltd. Series 2020-2A Class AR2, 3 month U.S. LIBOR + 1.250% 5.3291% 4/17/33 (d)(e)(f) | 369000 | 358817 |
| Babson CLO Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.150% 5.2291% 10/15/36 (d)(e)(f) | 987000 | 956016 |
| Barings CLO Ltd.: |  |  |
|  Series 2021-1A Class A, 3 month U.S. LIBOR + 1.020% 5.3784% 4/25/34 (d)(e)(f) | 1547000 | 1498454 |
|  Series 2021-4A Class A, 3 month U.S. LIBOR + 1.220% 5.4626% 1/20/32 (d)(e)(f) | 1550000 | 1521528 |
| Beechwood Park CLO Ltd. Series 2022-1A Class A1R, CME TERM SOFR 3 MONTH INDEX + 1.300% 5.1636% 1/17/35 (d)(e)(f) | 2055000 | 2013062 |
| BETHP Series 2021-1A Class A, 3 month U.S. LIBOR + 1.130% 5.2091% 1/15/35 (d)(e)(f) | 1493000 | 1443594 |
| Blackbird Capital Aircraft: |  |  |
|  Series 2016-1A Class A, 4.213% 12/16/41 (d) | 247225 | 201925 |
|  Series 2021-1A Class A, 2.443% 7/15/46 (d) | 2156735 | 1765216 |
| Bristol Park CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 0.990% 5.0691% 4/15/29 (d)(e)(f) | 2001834 | 1969568 |
| Castlelake Aircraft Securitization Trust Series 2019-1A: |  |  |
|  Class A, 3.967% 4/15/39 (d) | 1033471 | 871743 |
|  Class B, 5.095% 4/15/39 (d) | 186315 | 137877 |
| Castlelake Aircraft Structured Trust: |  |  |
|  Series 2018-1 Class A, 4.125% 6/15/43 (d) | 164348 | 143811 |
|  Series 2021-1A Class A, 3.474% 1/15/46 (d) | 335473 | 283481 |
| Cedar Funding Ltd.: |  |  |
|  Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.100% 5.3426% 10/20/32 (d)(e)(f) | 1192000 | 1159444 |
|  Series 2022-15A Class A, CME TERM SOFR 3 MONTH INDEX + 1.320% 5.2833% 4/20/35 (d)(e)(f) | 1985000 | 1906976 |
| Cedar Funding XII CLO Ltd. / Cedar Funding XII CLO LLC Series 2021-12A Class A1R, 3 month U.S. LIBOR + 1.130% 5.4884% 10/25/34 (d)(e)(f) | 921000 | 888273 |
| CEDF Series 2021-6A Class ARR, 3 month U.S. LIBOR + 1.050% 5.2926% 4/20/34 (d)(e)(f) | 12418000 | 11953058 |
| Cent CLO Ltd. / Cent CLO Series 2021-29A Class AR, 3 month U.S. LIBOR + 1.170% 5.4126% 10/20/34 (d)(e)(f) | 1501000 | 1446730 |
| Columbia Cent CLO 31 Ltd. Series 2021-31A Class A1, 3 month U.S. LIBOR + 1.200% 5.4426% 4/20/34 (d)(e)(f) | 2765000 | 2669588 |
| Columbia Cent Clo 32 Ltd. / Coliseum Series 2022-32A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.700% 4.197% 7/24/34 (d)(e)(f) | 2111000 | 2025502 |
| Columbia Cent CLO Ltd. / Columbia Cent CLO Corp. Series 2021-30A Class A1, 3 month U.S. LIBOR + 1.310% 5.5526% 1/20/34 (d)(e)(f) | 2090000 | 2032684 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/47 (d) | 278130 | 251478 |
| Dryden 98 CLO Ltd. Series 2022-98A Class A, CME TERM SOFR 3 MONTH INDEX + 1.300% 5.2633% 4/20/35 (d)(e)(f) | 1057000 | 1018686 |
| Dryden CLO, Ltd.: |  |  |
|  Series 2021-76A Class A1R, 3 month U.S. LIBOR + 1.150% 5.3926% 10/20/34 (d)(e)(f) | 995000 | 963042 |
|  Series 2021-83A Class A, 3 month U.S. LIBOR + 1.220% 5.4137% 1/18/32 (d)(e)(f) | 1277000 | 1253376 |
| Dryden Senior Loan Fund: |  |  |
|  Series 2020-78A Class A, 3 month U.S. LIBOR + 1.180% 5.2591% 4/17/33 (d)(e)(f) | 2400000 | 2340595 |
|  Series 2021-85A Class AR, 3 month U.S. LIBOR + 1.150% 5.2291% 10/15/35 (d)(e)(f) | 1320000 | 1276860 |
|  Series 2021-90A Class A1A, 3 month U.S. LIBOR + 1.130% 5.8054% 2/20/35 (d)(e)(f) | 784000 | 757156 |
| Eaton Vance CLO, Ltd.: |  |  |
|  Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 4/15/31 (d)(e)(f) | 684000 | 669117 |
|  Series 2021-2A Class AR, 3 month U.S. LIBOR + 1.150% 5.2291% 1/15/35 (d)(e)(f) | 1782000 | 1729146 |
| Eaton Vance CLO, Ltd. / Eaton Vance CLO LLC Series 2021-1A Class A13R, 3 month U.S. LIBOR + 1.250% 5.3291% 1/15/34 (d)(e)(f) | 330000 | 321465 |
| Flatiron CLO Ltd. Series 2021-1A: |  |  |
|  Class A1, 3 month U.S. LIBOR + 1.110% 5.3366% 7/19/34 (d)(e)(f) | 2680000 | 2593956 |
|  Class AR, 3 month U.S. LIBOR + 1.080% 5.7239% 11/16/34 (d)(e)(f) | 1500000 | 1459283 |
| Flatiron CLO Ltd. / Flatiron CLO LLC Series 2020-1A Class A, 3 month U.S. LIBOR + 1.300% 5.9754% 11/20/33 (d)(e)(f) | 1833000 | 1783901 |
| Ford Credit Auto Owner Trust Series 2018-2 Class B, 3.61% 1/15/30 (d) | 2100000 | 2063843 |
| Horizon Aircraft Finance I Ltd. Series 2018-1 Class A, 4.458% 12/15/38 (d) | 198153 | 161336 |
| Horizon Aircraft Finance Ltd. Series 2019-1 Class A, 3.721% 7/15/39 (d) | 243632 | 190032 |
| Invesco CLO Ltd. Series 2021-3A Class A, 3 month U.S. LIBOR + 1.130% 5.4546% 10/22/34 (d)(e)(f) | 1056000 | 1017376 |
| KKR CLO Ltd. Series 2022-41A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.330% 5.1936% 4/15/35 (d)(e)(f) | 2473000 | 2364477 |
| Lucali CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.210% 5.2891% 1/15/33 (d)(e)(f) | 760000 | 743917 |
| Madison Park Funding Series 2020-19A Class A1R2, 3 month U.S. LIBOR + 0.920% 5.2446% 1/22/28 (d)(e)(f) | 1889819 | 1864796 |
| Madison Park Funding L Ltd. / Madison Park Funding L LLC Series 2021-50A Class A, 3 month U.S. LIBOR + 1.140% 5.3666% 4/19/34 (d)(e)(f) | 2200000 | 2141183 |
| Madison Park Funding LII Ltd. / Madison Park Funding LII LLC Series 2021-52A Class A, 3 month U.S. LIBOR + 1.100% 5.4246% 1/22/35 (d)(e)(f) | 1719000 | 1657645 |
| Madison Park Funding XLV Ltd./Madison Park Funding XLV LLC Series 2021-45A Class AR, 3 month U.S. LIBOR + 1.120% 5.1991% 7/15/34 (d)(e)(f) | 1689000 | 1645238 |
| Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A2R, 3 month U.S. LIBOR + 1.200% 5.5246% 1/22/31 (d)(e)(f) | 390000 | 377855 |
| Magnetite CLO Ltd. Series 2021-27A Class AR, 3 month U.S. LIBOR + 1.140% 5.3826% 10/20/34 (d)(e)(f) | 348000 | 337358 |
| Magnetite IX, Ltd. / Magnetite IX LLC Series 2021-30A Class A, 3 month U.S. LIBOR + 1.130% 5.4884% 10/25/34 (d)(e)(f) | 1800000 | 1744700 |
| Magnetite XXI Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.020% 5.2626% 4/20/34 (d)(e)(f) | 1238000 | 1200927 |
| Magnetite XXIII, Ltd. Series 2021-23A Class AR, 3 month U.S. LIBOR + 1.130% 5.4884% 1/25/35 (d)(e)(f) | 1275000 | 1233624 |
| Magnetite XXIX, Ltd. / Magnetite XXIX LLC Series 2021-29A Class A, 3 month U.S. LIBOR + 0.990% 5.0691% 1/15/34 (d)(e)(f) | 1460000 | 1428522 |
| Marlette Funding Trust Series 2022-1A Class A, 1.36% 4/15/32 (d) | 297675 | 291050 |
| Milos CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 1.070% 5.3126% 10/20/30 (d)(e)(f) | 1484000 | 1459599 |
| Peace Park CLO, Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.130% 5.3726% 10/20/34 (d)(e)(f) | 1494000 | 1452122 |
| Planet Fitness Master Issuer LLC: |  |  |
|  Series 2018-1A Class A2II, 4.666% 9/5/48 (d) | 1584000 | 1479025 |
|  Series 2019-1A Class A2, 3.858% 12/5/49 (d) | 2297045 | 1887689 |
|  Series 2022-1A:  |  |  |
| Class A2I, 3.251% 12/5/51 (d) <br>| 1309420 | 1135714 |
| Class A2II, 4.008% 12/5/51 (d) <br>| 1171115 | 916427 |
| Project Silver Series 2019-1 Class A, 3.967% 7/15/44 (d) | 452254 | 347873 |
| Rockland Park CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.120% 5.3626% 4/20/34 (d)(e)(f) | 1839000 | 1790171 |
| RR 7 Ltd. Series 2022-7A Class A1AB, CME TERM SOFR 3 MONTH INDEX + 1.340% 5.2036% 1/15/37 (d)(e)(f) | 2290000 | 2225001 |
| Sapphire Aviation Finance Series 2020-1A: |  |  |
|  Class A, 3.228% 3/15/40 (d) | 766105 | 576975 |
|  Class B, 4.335% 3/15/40 (d) | 233783 | 136674 |
| SBA Tower Trust: |  |  |
|  Series 2019, 2.836% 1/15/50 (d) | 699000 | 657804 |
|  1.884% 7/15/50 (d) | 403000 | 354421 |
|  2.328% 7/15/52 (d) | 308000 | 256966 |
| Stratus CLO, Ltd. Series 2022-1A Class A, CME TERM SOFR 3 MONTH INDEX + 1.750% 5.7133% 7/20/30 (d)(e)(f) | 335358 | 330327 |
| SYMP Series 2022-32A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.320% 5.3575% 4/23/35 (d)(e)(f) | 2242000 | 2180085 |
| Symphony CLO Ltd. Series 2020-22A Class A1A, 3 month U.S. LIBOR + 1.290% 5.4837% 4/18/33 (d)(e)(f) | 2900000 | 2841452 |
| Symphony CLO XIX, Ltd. / Symphony CLO XIX LLC Series 2018-19A Class A, 3 month U.S. LIBOR + 0.960% 5.0391% 4/16/31 (d)(e)(f) | 910000 | 892679 |
| Symphony CLO XXI, Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.060% 5.1391% 7/15/32 (d)(e)(f) | 250000 | 244183 |
| Symphony CLO XXV Ltd. / Symphony CLO XXV LLC Series 2021-25A Class A, 3 month U.S. LIBOR + 0.980% 5.2066% 4/19/34 (d)(e)(f) | 1566000 | 1514836 |
| Symphony CLO XXVI Ltd. / Symphony CLO XXVI LLC Series 2021-26A Class AR, 3 month U.S. LIBOR + 1.080% 5.3226% 4/20/33 (d)(e)(f) | 1720000 | 1667715 |
| Thunderbolt Aircraft Lease Ltd.: |  |  |
|  Series 2017-A Class A, 4.212% 5/17/32 (d) | 130187 | 109360 |
|  Series 2018-A Class A, 4.147% 9/15/38 (d)(e) | 4512159 | 3409523 |
| Thunderbolt III Aircraft Lease Ltd. Series 2019-1 Class A, 3.671% 11/15/39 (d) | 904410 | 683390 |
| Valley Stream Park Clo Ltd. / Vy Series 2022-1A Class A, CME TERM SOFR 3 MONTH INDEX + 2.400% 6.4714% 10/20/34 (d)(e)(f) | 2041000 | 2033891 |
| Voya CLO Ltd. Series 2019-2A Class A, 3 month U.S. LIBOR + 1.270% 5.5126% 7/20/32 (d)(e)(f) | 679000 | 664887 |
| Voya CLO Ltd./Voya CLO LLC: |  |  |
|  Series 2021-2A Class A1R, 3 month U.S. LIBOR + 1.160% 5.3866% 7/19/34 (d)(e)(f) | 960000 | 931744 |
|  Series 2021-3A Class AR, 3 month U.S. LIBOR + 1.150% 5.3926% 10/20/34 (d)(e)(f) | 1995000 | 1926891 |
| Voya CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.150% 5.2291% 7/16/34 (d)(e)(f) | 2153000 | 2083921 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $153,500,776) |  | **144733742** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Private Sponsor - 0.3%  |  |  |
| Binom Securitization Trust 202 Series 2022-RPL1 Class A1, 3% 2/25/61 (d) | 1270802 | 1138183 |
| Cascade Funding Mortgage Trust Series 2021-HB6 Class A, 0.8983% 6/25/36 (d) | 778173 | 732933 |
| Finance of America HECM Buyout sequential payer Series 2022-HB1 Class A, 2.6948% 2/25/32 (d)(e) | 1965571 | 1888909 |
| MFA Trust sequential payer Series 2022-RPL1 Class A1, 3.3% 8/25/61 (d) | 2208249 | 1992899 |
| RMF Buyout Issuance Trust sequential payer Series 2022-HB1 Class A, 4.272% 4/25/32 (d) | 594084 | 575932 |
| Towd Point Mortgage Trust sequential payer Series 2022-K147 Class A2, 3.75% 7/25/62 (d) | 1989721 | 1822508 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $8,590,947) |  | <br> **8151364** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.8%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.8%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAMLL Commercial Mortgage Securities Trust: |  |  |
|  floater Series 2022-DKLX:  |  |  |
| Class A, CME Term SOFR 1 Month Index + 1.150% 4.945% 1/15/39 (d)(e)(f) <br>| 1235000 | 1189630 |
| Class B, CME Term SOFR 1 Month Index + 1.550% 5.345% 1/15/39 (d)(e)(f) <br>| 311000 | 296357 |
| Class C, CME Term SOFR 1 Month Index + 2.150% 5.945% 1/15/39 (d)(e)(f) <br>| 167000 | 157381 |
|  sequential payer Series 2019-BPR Class ANM, 3.112% 11/5/32 (d) | 496000 | 458703 |
|  Series 2019-BPR Class BNM, 3.465% 11/5/32 (d) | 111000 | 97939 |
| BANK: |  |  |
|  sequential payer:  |  |  |
| Series 2019-BN21 Class A5, 2.851% 10/17/52 <br>| 112000 | 96663 |
| Series 2022-BNK44 Class A5, 5.7462% 10/15/32 <br>| 7185000 | 7546050 |
|  Series 2020-BN30 Class MCDE, 3.0155% 12/15/53 (e) | 5208000 | 3585229 |
| Benchmark Mortgage Trust sequential payer Series 2018-B4 Class A5, 4.121% 7/15/51  | 127000 | 120310 |
| BFLD Trust floater sequential payer Series 2020-OBRK Class A, 1 month U.S. LIBOR + 2.050% 5.925% 11/15/28 (d)(e)(f) | 701000 | 691320 |
| BPR Trust floater Series 2022-OANA: |  |  |
|  Class A, CME Term SOFR 1 Month Index + 1.890% 5.6923% 4/15/37 (d)(e)(f) | 4387000 | 4268791 |
|  Class B, CME Term SOFR 1 Month Index + 2.440% 6.2413% 4/15/37 (d)(e)(f) | 1165000 | 1091275 |
| BX Commercial Mortgage Trust: |  |  |
|  floater:  |  |  |
| Series 2021-PAC: <br>|  |  |
|  Class A, 1 month U.S. LIBOR + 0.680% 4.5651% 10/15/36 (d)(e)(f) | 2043000 | 1949548 |
|  Class B, 1 month U.S. LIBOR + 0.890% 4.7748% 10/15/36 (d)(e)(f) | 306000 | 287352 |
|  Class C, 1 month U.S. LIBOR + 1.090% 4.9746% 10/15/36 (d)(e)(f) | 409000 | 381007 |
|  Class D, 1 month U.S. LIBOR + 1.290% 5.1743% 10/15/36 (d)(e)(f) | 397000 | 364990 |
|  Class E, 1 month U.S. LIBOR + 1.940% 5.8235% 10/15/36 (d)(e)(f) | 1381000 | 1268787 |
| Series 2022-LP2: <br>|  |  |
|  Class A, CME Term SOFR 1 Month Index + 1.010% 4.8072% 2/15/39 (d)(e)(f) | 2621247 | 2514576 |
|  Class B, CME Term SOFR 1 Month Index + 1.310% 5.1066% 2/15/39 (d)(e)(f) | 790016 | 745523 |
|  Class C, CME Term SOFR 1 Month Index + 1.560% 5.356% 2/15/39 (d)(e)(f) | 790016 | 738754 |
|  Class D, CME Term SOFR 1 Month Index + 1.960% 5.7551% 2/15/39 (d)(e)(f) | 790016 | 730388 |
|  floater sequential payer Series 2019-CALM Class A, 1 month U.S. LIBOR + 0.870% 4.751% 11/15/32 (d)(e)(f) | 420361 | 410640 |
| BX Trust: |  |  |
|  floater:  |  |  |
| Series 2018-EXCL Class D, 1 month U.S. LIBOR + 2.620% 6.501% 9/15/37 (d)(e)(f) <br>| 99400 | 85803 |
| Series 2019-IMC: <br>|  |  |
|  Class B, 1 month U.S. LIBOR + 1.300% 5.173% 4/15/34 (d)(e)(f) | 1917000 | 1841962 |
|  Class C, 1 month U.S. LIBOR + 1.600% 5.473% 4/15/34 (d)(e)(f) | 210000 | 199670 |
|  Class D, 1 month U.S. LIBOR + 1.900% 5.773% 4/15/34 (d)(e)(f) | 220000 | 205234 |
| Series 2019-XL: <br>|  |  |
|  Class B, CME Term SOFR 1 Month Index + 1.190% 4.9887% 10/15/36 (d)(e)(f) | 1159400 | 1131678 |
|  Class C, CME Term SOFR 1 Month Index + 1.360% 5.1587% 10/15/36 (d)(e)(f) | 708050 | 688668 |
|  Class D, CME Term SOFR 1 Month Index + 1.560% 5.3587% 10/15/36 (d)(e)(f) | 1244400 | 1198902 |
|  Class E, CME Term SOFR 1 Month Index + 1.910% 5.7087% 10/15/36 (d)(e)(f) | 3324350 | 3205130 |
| Series 2022-GPA Class A, CME Term SOFR 1 Month Index + 2.160% 5.9593% 10/15/39 (d)(e)(f) <br>| 1156000 | 1150930 |
| Series 2022-IND: <br>|  |  |
|  Class A, CME Term SOFR 1 Month Index + 1.490% 5.3019% 4/15/37 (d)(e)(f) | 3193086 | 3102044 |
|  Class B, CME Term SOFR 1 Month Index + 1.940% 5.7509% 4/15/37 (d)(e)(f) | 1143168 | 1092858 |
|  Class C, CME Term SOFR 1 Month Index + 2.290% 6.1009% 4/15/37 (d)(e)(f) | 258257 | 244098 |
|  Class D, CME Term SOFR 1 Month Index + 2.830% 6.6499% 4/15/37 (d)(e)(f) | 216480 | 203052 |
|  floater sequential payer Series 2021-SOAR Class A, 4.546% 6/15/38 (d)(e) | 1593926 | 1525982 |
|  floater, sequential payer:  |  |  |
| Series 2019-IMC Class A, 1 month U.S. LIBOR + 1.000% 4.873% 4/15/34 (d)(e)(f) <br>| 500000 | 486635 |
| Series 2019-XL Class A, CME Term SOFR 1 Month Index + 1.030% 4.8287% 10/15/36 (d)(e)(f) <br>| 1479124 | 1453063 |
| CAMB Commercial Mortgage Trust floater Series 2019-LIFE Class A, 1 month U.S. LIBOR + 1.070% 4.943% 12/15/37 (d)(e)(f) | 700000 | 685071 |
| CF Hippolyta Issuer LLC sequential payer Series 2021-1A Class A1, 1.53% 3/15/61 (d) | 2007156 | 1729107 |
| CHC Commercial Mortgage Trust floater Series 2019-CHC: |  |  |
|  Class A, 1 month U.S. LIBOR + 1.120% 4.995% 6/15/34 (d)(e)(f) | 820802 | 804789 |
|  Class B, 1 month U.S. LIBOR + 1.500% 5.375% 6/15/34 (d)(e)(f) | 161778 | 156468 |
|  Class C, 1 month U.S. LIBOR + 1.750% 5.625% 6/15/34 (d)(e)(f) | 182621 | 174846 |
| CIM Retail Portfolio Trust floater Series 2021-RETL: |  |  |
|  Class C, 1 month U.S. LIBOR + 2.300% 6.176% 8/15/36 (d)(e)(f) | 19022 | 17677 |
|  Class D, 1 month U.S. LIBOR + 3.050% 6.926% 8/15/36 (d)(e)(f) | 261750 | 240282 |
| COMM Mortgage Trust sequential payer: |  |  |
|  Series 2014-CR18 Class A5, 3.828% 7/15/47  | 215000 | 207821 |
|  Series 2015-3BP Class A, 3.178% 2/10/35 (d) | 600000 | 553844 |
|  Series 2020-SBX Class A, 1.67% 1/10/38 (d) | 3174000 | 2784462 |
| Credit Suisse Mortgage Trust: |  |  |
|  floater Series 2019-ICE4:  |  |  |
| Class B, 1 month U.S. LIBOR + 1.230% 5.105% 5/15/36 (d)(e)(f) <br>| 3776000 | 3705358 |
| Class C, 1 month U.S. LIBOR + 1.430% 5.305% 5/15/36 (d)(e)(f) <br>| 128000 | 124449 |
|  sequential payer Series 2020-NET Class A, 2.2569% 8/15/37 (d) | 342062 | 305312 |
|  Series 2018-SITE:  |  |  |
| Class A, 4.284% 4/15/36 (d) <br>| 287000 | 272207 |
| Class B, 4.5349% 4/15/36 (d) <br>| 100000 | 94010 |
| Class C, 4.9414% 4/15/36 (d)(e) <br>| 100000 | 93627 |
| Class D, 4.9414% 4/15/36 (d)(e) <br>| 118000 | 108456 |
| CSMC Trust Series 2017-PFHP Class D, 1 month U.S. LIBOR + 2.250% 6.125% 12/15/30 (d)(e)(f) | 809000 | 768221 |
| ELP Commercial Mortgage Trust floater Series 2021-ELP Class A, 1 month U.S. LIBOR + 0.700% 4.577% 11/15/38 (d)(e)(f) | 2789000 | 2660562 |
| Extended Stay America Trust floater Series 2021-ESH: |  |  |
|  Class A, 1 month U.S. LIBOR + 1.080% 4.956% 7/15/38 (d)(e)(f) | 846359 | 813999 |
|  Class B, 1 month U.S. LIBOR + 1.380% 5.256% 7/15/38 (d)(e)(f) | 1526765 | 1450211 |
|  Class C, 1 month U.S. LIBOR + 1.700% 5.576% 7/15/38 (d)(e)(f) | 355334 | 337517 |
|  Class D, 1 month U.S. LIBOR + 2.250% 6.126% 7/15/38 (d)(e)(f) | 1702479 | 1612852 |
| Freddie Mac Series 2022-K150 Class A2, 3.71% 11/25/32  | 600000 | 565389 |
| GS Mortgage Securities Trust floater Series 2021-IP: |  |  |
|  Class A, 1 month U.S. LIBOR + 0.950% 4.825% 10/15/36 (d)(e)(f) | 1191000 | 1108533 |
|  Class B, 1 month U.S. LIBOR + 1.150% 5.025% 10/15/36 (d)(e)(f) | 184000 | 170166 |
|  Class C, 1 month U.S. LIBOR + 1.550% 5.425% 10/15/36 (d)(e)(f) | 152000 | 139302 |
| Intown Mortgage Trust floater sequential payer Series 2022-STAY Class A, CME Term SOFR 1 Month Index + 2.480% 6.2826% 8/15/39 (d)(e)(f) | 2394000 | 2370002 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT: |  |  |
|  Class AFX, 4.2475% 7/5/33 (d) | 385000 | 359561 |
|  Class CFX, 4.9498% 7/5/33 (d) | 50000 | 43565 |
|  Class DFX, 5.3503% 7/5/33 (d) | 76000 | 65522 |
|  Class EFX, 5.5423% 7/5/33 (d)(e) | 105000 | 89539 |
| Life Financial Services Trust floater Series 2022-BMR2: |  |  |
|  Class A1, CME Term SOFR 1 Month Index + 1.290% 5.0895% 5/15/39 (d)(e)(f) | 2860000 | 2773979 |
|  Class B, CME Term SOFR 1 Month Index + 1.790% 5.5882% 5/15/39 (d)(e)(f) | 1986000 | 1911336 |
|  Class C, CME Term SOFR 1 Month Index + 2.090% 5.8874% 5/15/39 (d)(e)(f) | 1113000 | 1068368 |
|  Class D, CME Term SOFR 1 Month Index + 2.540% 6.3362% 5/15/39 (d)(e)(f) | 989000 | 941906 |
| LIFE Mortgage Trust floater Series 2021-BMR: |  |  |
|  Class A, 1 month U.S. LIBOR + 0.700% 4.575% 3/15/38 (d)(e)(f) | 3945642 | 3792240 |
|  Class B, 1 month U.S. LIBOR + 0.880% 4.755% 3/15/38 (d)(e)(f) | 358784 | 339886 |
|  Class C, 1 month U.S. LIBOR + 1.100% 4.975% 3/15/38 (d)(e)(f) | 226083 | 213041 |
|  Class D, 1 month U.S. LIBOR + 1.400% 5.275% 3/15/38 (d)(e)(f) | 314550 | 295616 |
|  Class E, 1 month U.S. LIBOR + 1.750% 5.625% 3/15/38 (d)(e)(f) | 274249 | 257053 |
| Morgan Stanley Capital I Trust: |  |  |
|  floater Series 2018-BOP:  |  |  |
| Class B, 1 month U.S. LIBOR + 1.250% 5.125% 8/15/33 (d)(e)(f) <br>| 239200 | 225436 |
| Class C, 1 month U.S. LIBOR + 1.500% 5.375% 8/15/33 (d)(e)(f) <br>| 576800 | 542887 |
|  sequential payer Series 2019-MEAD Class A, 3.17% 11/10/36 (d) | 1076000 | 998736 |
|  Series 2018-H4 Class A4, 4.31% 12/15/51  | 185000 | 174904 |
|  Series 2019-MEAD:  |  |  |
| Class B, 3.283% 11/10/36 (d)(e) <br>| 155000 | 139910 |
| Class C, 3.283% 11/10/36 (d)(e) <br>| 149000 | 129747 |
| MSCCG Trust floater Series 2018-SELF Class A, 1 month U.S. LIBOR + 0.900% 4.773% 10/15/37 (d)(e)(f) | 182774 | 178068 |
| Natixis Commercial Mortgage Securities Trust Series 2020-2PAC Class AMZ1, 3.6167% 1/15/37 (d)(e) | 2266000 | 2024841 |
| Prima Capital Ltd.: |  |  |
|  floater Series 2021-9A Class B, 1 month U.S. LIBOR + 1.800% 5.7386% 12/15/37 (d)(e)(f) | 499000 | 487257 |
|  floater sequential payer Series 2021-9A Class A, 1 month U.S. LIBOR + 1.450% 5.3886% 12/15/37 (d)(e)(f) | 95305 | 94597 |
| SPGN Mortgage Trust floater Series 2022-TFLM: |  |  |
|  Class B, CME Term SOFR 1 Month Index + 2.000% 5.7943% 2/15/39 (d)(e)(f) | 501000 | 470676 |
|  Class C, CME Term SOFR 1 Month Index + 2.650% 6.4443% 2/15/39 (d)(e)(f) | 261000 | 243346 |
| SREIT Trust floater Series 2021-MFP: |  |  |
|  Class A, 1 month U.S. LIBOR + 0.730% 4.6061% 11/15/38 (d)(e)(f) | 2410000 | 2302790 |
|  Class B, 1 month U.S. LIBOR + 1.070% 4.9551% 11/15/38 (d)(e)(f) | 1094000 | 1036424 |
|  Class C, 1 month U.S. LIBOR + 1.320% 5.2043% 11/15/38 (d)(e)(f) | 679000 | 639863 |
|  Class D, 1 month U.S. LIBOR + 1.570% 5.4535% 11/15/38 (d)(e)(f) | 447000 | 420115 |
| VLS Commercial Mortgage Trust: |  |  |
|  sequential payer Series 2020-LAB Class A, 2.13% 10/10/42 (d) | 1269000 | 986333 |
|  Series 2020-LAB Class B, 2.453% 10/10/42 (d) | 80000 | 61247 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
|  floater Series 2021-FCMT Class A, 1 month U.S. LIBOR + 1.200% 5.075% 5/15/31 (d)(e)(f) | 1021000 | 962619 |
|  sequential payer Series 2015-C26 Class A4, 3.166% 2/15/48  | 624000 | 591395 |
|  Series 2018-C48 Class A5, 4.302% 1/15/52  | 215000 | 203796 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $101,860,932) |  | **95928061** |

---

---

| | | |
|:---|:---|:---|
| &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>|
| California Gen. Oblig. Series 2009, 7.3% 10/1/39  | 450000 | 554927 |
| Chicago Gen. Oblig. (Taxable Proj.) Series 2010 C1, 7.781% 1/1/35  | 90000 | 99037 |
| Illinois Gen. Oblig. Series 2003: |  |  |
|  4.95% 6/1/23  | 261818 | 261738 |
|  5.1% 6/1/33  | 1670000 | 1609824 |
| New Jersey Econ. Dev. Auth. State Pension Fdg. Rev. Series 1997, 7.425% 2/15/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured)  | 1032000 | 1115346 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $3,850,214) |  | **3640872** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.5%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.5%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.5%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.5%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Angola Republic: |  |  |  |
|  8.25% 5/9/28 (d) |  | 235000 | 218256 |
|  8.75% 4/14/32 (d) |  | 100000 | 89375 |
|  9.5% 11/12/25 (d) |  | 325000 | 331094 |
| Arab Republic of Egypt: |  |  |  |
|  5.8% 9/30/27 (d) |  | 300000 | 247125 |
|  7.5% 1/31/27 (d) |  | 820000 | 732875 |
|  7.6003% 3/1/29 (d) |  | 160000 | 130800 |
|  8.7002% 3/1/49 (d) |  | 350000 | 233625 |
| Argentine Republic: |  |  |  |
|  0.5% 7/9/30 (g) |  | 3265589 | 863748 |
|  1% 7/9/29  |  | 95826 | 24915 |
|  1.5% 7/9/35 (g) |  | 2118239 | 513673 |
|  3.5% 7/9/41 (g) |  | 350000 | 97825 |
|  3.875% 1/9/38 (g) |  | 680000 | 205615 |
| Bahamian Republic 6% 11/21/28 (d) |  | 95000 | 70348 |
| Bahrain Kingdom 5.625% 5/18/34 (d) |  | 65000 | 55413 |
| Barbados Government 6.5% 10/1/29 (d) |  | 175000 | 162127 |
| Bermuda Government 2.375% 8/20/30 (d) |  | 425000 | 348048 |
| Brazilian Federative Republic: |  |  |  |
|  3.875% 6/12/30  |  | 535000 | 466553 |
|  7.125% 1/20/37  |  | 175000 | 185719 |
|  8.25% 1/20/34  |  | 325000 | 369139 |
| Buenos Aires Province 5.25% 9/1/37 (d)(g) |  | 300000 | 95869 |
| Cameroon Republic 9.5% 11/19/25 (d) |  | 135000 | 130680 |
| Chilean Republic: |  |  |  |
|  2.45% 1/31/31  |  | 625000 | 528438 |
|  4% 1/31/52  |  | 275000 | 217250 |
| Colombian Republic: |  |  |  |
|  3% 1/30/30  |  | 560000 | 421400 |
|  3.125% 4/15/31  |  | 200000 | 148000 |
|  5% 6/15/45  |  | 450000 | 301444 |
|  5.2% 5/15/49  |  | 140000 | 94150 |
| Costa Rican Republic 5.625% 4/30/43 (d) |  | 125000 | 100313 |
| Democratic Socialist Republic of Sri Lanka: |  |  |  |
|  6.2% 5/11/27 (d)(h) |  | 60000 | 18307 |
|  6.825% 7/18/26 (d)(h) |  | 25000 | 7739 |
|  7.55% 3/28/30 (d)(h) |  | 20000 | 6004 |
|  7.85% 3/14/29 (d)(h) |  | 250000 | 74813 |
| Dominican Republic: |  |  |  |
|  5.3% 1/21/41 (d) |  | 200000 | 153250 |
|  5.5% 1/27/25  |  | 400000 | 398325 |
|  5.875% 1/30/60 (d) |  | 400000 | 296000 |
|  5.95% 1/25/27 (d) |  | 1900000 | 1847513 |
|  6% 7/19/28 (d) |  | 2400000 | 2310000 |
|  6.85% 1/27/45 (d) |  | 75000 | 65513 |
|  6.875% 1/29/26 (d) |  | 70000 | 70735 |
| Ecuador Republic: |  |  |  |
|  2.5% 7/31/35 (d)(g) |  | 225000 | 97988 |
|  5.5% 7/31/30 (d)(g) |  | 400000 | 242200 |
| El Salvador Republic 7.1246% 1/20/50 (d) |  | 175000 | 63219 |
| Emirate of Abu Dhabi: |  |  |  |
|  3% 9/15/51 (d) |  | 140000 | 99033 |
|  3.125% 9/30/49 (d) |  | 620000 | 449616 |
|  3.875% 4/16/50 (d) |  | 1260000 | 1045643 |
| Emirate of Dubai: |  |  |  |
|  3.9% 9/9/50 (Reg. S)  |  | 200000 | 139288 |
|  5.25% 1/30/43 (Reg. S)  |  | 200000 | 176600 |
| Gabonese Republic 6.95% 6/16/25 (d) |  | 200000 | 195250 |
| Georgia Republic 2.75% 4/22/26 (d) |  | 300000 | 267150 |
| Ghana Republic: |  |  |  |
|  7.75% 4/7/29 (d) |  | 300000 | 109369 |
|  8.627% 6/16/49 (d) |  | 120000 | 39398 |
| Guatemalan Republic 5.375% 4/24/32 (d) |  | 350000 | 337925 |
| Hungarian Republic: |  |  |  |
|  2.125% 9/22/31 (d) |  | 300000 | 223181 |
|  5.25% 6/16/29 (d) |  | 200000 | 192038 |
| Indonesian Republic: |  |  |  |
|  3.5% 2/14/50  |  | 155000 | 116056 |
|  4.1% 4/24/28  |  | 145000 | 141738 |
|  4.2% 10/15/50  |  | 1500000 | 1235790 |
|  4.4% 6/6/27 (d) |  | 200000 | 196538 |
|  5.95% 1/8/46 (d) |  | 325000 | 340031 |
|  7.75% 1/17/38 (d) |  | 225000 | 270281 |
|  8.5% 10/12/35 (d) |  | 500000 | 628531 |
| Islamic Republic of Pakistan 6% 4/8/26 (d) |  | 265000 | 108679 |
| Israeli State 3.375% 1/15/50  |  | 290000 | 220994 |
| Ivory Coast: |  |  |  |
|  6.125% 6/15/33 (d) |  | 300000 | 265125 |
|  6.375% 3/3/28 (d) |  | 200000 | 191750 |
| Jamaican Government 6.75% 4/28/28  |  | 200000 | 210663 |
| Jordanian Kingdom 4.95% 7/7/25 (d) |  | 300000 | 289088 |
| Kingdom of Saudi Arabia: |  |  |  |
|  2.25% 2/2/33 (d) |  | 300000 | 241875 |
|  3.25% 10/22/30 (d) |  | 500000 | 456875 |
|  3.45% 2/2/61 (d) |  | 190000 | 136004 |
|  3.75% 1/21/55 (d) |  | 65000 | 50294 |
|  4.5% 10/26/46 (d) |  | 65000 | 56794 |
|  4.5% 4/22/60 (d) |  | 390000 | 342713 |
|  4.625% 10/4/47 (d) |  | 250000 | 220938 |
| Lebanese Republic 6.375% 12/31/49 (h) |  | 350000 | 20881 |
| Panamanian Republic: |  |  |  |
|  2.252% 9/29/32  |  | 400000 | 301575 |
|  3.87% 7/23/60  |  | 235000 | 156393 |
|  4.5% 5/15/47  |  | 150000 | 118125 |
|  6.4% 2/14/35  |  | 200000 | 208000 |
| Peruvian Republic: |  |  |  |
|  2.783% 1/23/31  |  | 700000 | 591500 |
|  3% 1/15/34  |  | 125000 | 101313 |
|  3.3% 3/11/41  |  | 125000 | 93250 |
| Philippine Republic: |  |  |  |
|  2.65% 12/10/45  |  | 105000 | 70362 |
|  2.95% 5/5/45  |  | 50000 | 35756 |
|  3.556% 9/29/32  |  | 200000 | 180022 |
|  5.95% 10/13/47  |  | 200000 | 215022 |
| Polish Government 5.75% 11/16/32  |  | 135000 | 142079 |
| Provincia de Cordoba 6.875% 12/10/25 (d) |  | 400000 | 317000 |
| Republic of Armenia 3.6% 2/2/31 (d) |  | 100000 | 76456 |
| Republic of Kenya: |  |  |  |
|  6.3% 1/23/34 (d) |  | 45000 | 35269 |
|  6.875% 6/24/24 (d) |  | 130000 | 119925 |
|  7% 5/22/27 (d) |  | 120000 | 107250 |
| Republic of Nigeria: |  |  |  |
|  6.125% 9/28/28 (d) |  | 500000 | 384375 |
|  6.5% 11/28/27 (d) |  | 95000 | 75406 |
|  7.625% 11/21/25 (d) |  | 235000 | 216200 |
|  7.696% 2/23/38 (d) |  | 85000 | 59075 |
| Republic of Paraguay: |  |  |  |
|  2.739% 1/29/33 (d) |  | 300000 | 237431 |
|  4.95% 4/28/31 (d) |  | 200000 | 192350 |
| Republic of Senegal 6.25% 5/23/33 (d) |  | 110000 | 91596 |
| Republic of Serbia 2.125% 12/1/30 (d) |  | 300000 | 219806 |
| Republic of Uzbekistan 3.7% 11/25/30 (d) |  | 300000 | 243806 |
| Republic of Zambia 8.97% 7/30/27 (d) |  | 115000 | 52325 |
| Romanian Republic: |  |  |  |
|  3% 2/27/27 (d) |  | 250000 | 224500 |
|  3.625% 3/27/32 (d) |  | 300000 | 242213 |
|  4% 2/14/51 (d) |  | 75000 | 49819 |
| Rwanda Republic 5.5% 8/9/31 (d) |  | 200000 | 146850 |
| South African Republic: |  |  |  |
|  4.85% 9/27/27  |  | 85000 | 80925 |
|  4.85% 9/30/29  |  | 225000 | 203316 |
|  5% 10/12/46  |  | 125000 | 89320 |
|  5.75% 9/30/49  |  | 140000 | 106400 |
|  5.875% 4/20/32  |  | 85000 | 77988 |
| State of Qatar: |  |  |  |
|  3.75% 4/16/30 (d) |  | 775000 | 744000 |
|  4.4% 4/16/50 (d) |  | 1855000 | 1685731 |
|  4.625% 6/2/46 (d) |  | 235000 | 219725 |
| Sultanate of Oman: |  |  |  |
|  4.75% 6/15/26 (d) |  | 70000 | 67200 |
|  5.375% 3/8/27 (d) |  | 500000 | 486875 |
|  5.625% 1/17/28 (d) |  | 540000 | 528525 |
|  6.25% 1/25/31 (d) |  | 200000 | 199250 |
|  6.5% 3/8/47 (d) |  | 40000 | 35700 |
|  6.75% 1/17/48 (d) |  | 200000 | 183250 |
| Turkish Republic: |  |  |  |
|  4.25% 3/13/25  |  | 500000 | 466250 |
|  4.25% 4/14/26  |  | 375000 | 331875 |
|  4.875% 10/9/26  |  | 500000 | 445000 |
|  4.875% 4/16/43  |  | 400000 | 260000 |
|  5.125% 2/17/28  |  | 250000 | 215000 |
|  5.75% 5/11/47  |  | 115000 | 78200 |
|  6.35% 8/10/24  |  | 170000 | 169235 |
|  6.375% 10/14/25  |  | 135000 | 128925 |
| Ukraine Government: |  |  |  |
|  0% 8/1/41 (d)(e) |  | 100000 | 29363 |
|  7.253% 3/15/35 (d) |  | 300000 | 62213 |
|  7.75% 9/1/24 (d) |  | 290000 | 78808 |
|  7.75% 9/1/25 (d) |  | 525000 | 130856 |
|  7.75% 9/1/26 (d) |  | 400000 | 89950 |
|  7.75% 9/1/29 (d) |  | 100000 | 23488 |
| United Arab Emirates 4.05% 7/7/32 (d) |  | 200000 | 195250 |
| United Kingdom, Great Britain and Northern Ireland: |  |  |  |
|  1% 4/22/24(Reg. S)  | GBP | 436000 | 509324 |
|  2.25% 9/7/23  | GBP | 1064000 | 1270714 |
| United Mexican States: |  |  |  |
|  3.25% 4/16/30  |  | 500000 | 446250 |
|  3.5% 2/12/34  |  | 185000 | 154198 |
|  3.75% 1/11/28  |  | 200000 | 191500 |
|  5.75% 10/12/2110  |  | 450000 | 389334 |
| Uruguay Republic 5.1% 6/18/50  |  | 225000 | 223875 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $44,546,179) |  |  | **37954414** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Supranational Obligations - 0.0%** | &nbsp;&nbsp;**Supranational Obligations - 0.0%** | &nbsp;&nbsp;**Supranational Obligations - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Corporacion Andina de Fomento 2.375% 5/12/23 <br>(Cost $1,240,278) <br>| 1240000 | **1222962** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 0.1%** | &nbsp;&nbsp;**Common Stocks - 0.1%** | &nbsp;&nbsp;**Common Stocks - 0.1%** |
|  | Shares | Value ($)<br>|
| CONSUMER DISCRETIONARY - 0.0%  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Caesars Entertainment, Inc. (m) | 4200 | 213402 |
| ENERGY - 0.1%  |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Jonah Energy Parent LLC (c)(m) | 2692 | 168438 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| California Resources Corp.  | 1296 | 58812 |
| California Resources Corp. warrants 10/27/24 (m) | 225 | 3004 |
| Denbury, Inc. (m) | 28577 | 2565072 |
| EQT Corp.  | 5600 | 237496 |
| Mesquite Energy, Inc. (c)(m) | 3883 | 240164 |
|  |  | 3104548 |
| TOTAL ENERGY |  | 3272986 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,637,210) |  | <br> **3486388** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 0.6%  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Frontier Communications Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.4375% 5/1/28 (e)(f)(n) | 1488665 | 1426513 |
| Northwest Fiber LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.9766% 4/30/27 (e)(f)(n) | 1240554 | 1208920 |
| Patagonia Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.750% 9.9603% 8/1/29 (e)(f)(n) | 260000 | 207350 |
| Securus Technologies Holdings Tranche B, term loan 3 month U.S. LIBOR + 4.500% 8.1741% 11/1/24 (e)(f)(n) | 992187 | 829846 |
| Zayo Group Holdings, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 3/9/27 (e)(f)(n) | 1500000 | 1127220 |
|  |  | 4799849 |
| Entertainment - 0.0% |  |  |
| AP Core Holdings II LLC Tranche B2 1LN, term loan 1 month U.S. LIBOR + 5.500% 9.5714% 9/1/27 (e)(f)(n) | 30000 | 26525 |
| Sweetwater Borrower LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.375% 8/5/28 (c)(e)(f)(n) | 245000 | 226625 |
|  |  | 253150 |
| Media - 0.3% |  |  |
| Advantage Sales & Marketing, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.500% 8.284% 10/28/27 (e)(f)(n) | 228835 | 183583 |
| Charter Communication Operating LLC Tranche B2 1LN, term loan 1 month U.S. LIBOR + 1.750% 5.83% 2/1/27 (e)(f)(n) | 992327 | 966636 |
| Coral-U.S. Co.-Borrower LLC Tranche B, term loan 1 month U.S. LIBOR + 2.250% 6.1231% 1/31/28 (e)(f)(n) | 1000000 | 967750 |
| CSC Holdings LLC Tranche B 5LN, term loan CME Term SOFR 1 Month Index + 2.500% 6.3731% 4/15/27 (e)(f)(n) | 1488520 | 1392392 |
| Diamond Sports Group LLC 2LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.1439% 8/24/26 (e)(f)(n) | 724525 | 114569 |
| DIRECTV Financing LLC 1LN, term loan 1 month U.S. LIBOR + 5.000% 9.0714% 8/2/27 (e)(f)(n) | 282769 | 270429 |
| Gray Television, Inc. Tranche D 1LN, term loan 1 month U.S. LIBOR + 3.000% 6.7677% 12/1/28 (e)(f)(n) | 213338 | 207356 |
| Nexstar Broadcasting, Inc. Tranche B, term loan 1 month U.S. LIBOR + 2.500% 6.5714% 9/19/26 (e)(f)(n) | 650187 | 644362 |
| Numericable LLC Tranche B 11LN, term loan 3 month U.S. LIBOR + 2.750% 7.1647% 7/31/25 (e)(f)(n) | 1240157 | 1187451 |
| Sinclair Television Group, Inc. Tranche B4 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 7.9365% 4/21/29 (e)(f)(n) | 149625 | 142190 |
| Springer Nature Deutschland GmbH Tranche B18 1LN, term loan 1 month U.S. LIBOR + 3.000% 6.6741% 8/14/26 (e)(f)(n) | 225000 | 223243 |
| Univision Communications, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.0039% 3/24/26 (e)(f)(n) | 1488693 | 1460780 |
|  |  | 7760741 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Intelsat Jackson Holdings SA 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 7.4449% 2/1/29 (e)(f)(n) | 2644293 | 2551082 |
| TOTAL COMMUNICATION SERVICES |  | 15364822 |
| CONSUMER DISCRETIONARY - 1.3%  |  |  |
| Auto Components - 0.0% |  |  |
| American Trailer World Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 7.5787% 3/5/28 (e)(f)(n) | 133015 | 118800 |
| Avis Budget Car Rental LLC 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.6865% 3/16/29 (e)(f)(n) | 114425 | 112231 |
| Les Schwab Tire Centers Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 6.5799% 11/2/27 (e)(f)(n) | 297727 | 291028 |
| Novae LLC 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.6963% 12/22/28 (e)(f)(n) | 223875 | 201488 |
| PECF USS Intermediate Holding III Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 8.3214% 12/17/28 (e)(f)(n) | 297750 | 240186 |
|  |  | 963733 |
| Automobiles - 0.1% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.3884% 6/3/28 (e)(f)(n) | 1240554 | 1118049 |
| Distributors - 0.0% |  |  |
| BCPE Empire Holdings, Inc. 1LN, term loan: |  |  |
|  CME Term SOFR 1 Month Index + 4.000% 7.7539% 6/11/26 (e)(f)(n) | 100000  | 97031  |
|  CME Term SOFR 1 Month Index + 4.620% 8.4537% 6/11/26 (e)(f)(n) | 144275  | 139844  |
|  |  | 236875 |
| Diversified Consumer Services - 0.1% |  |  |
| Adtalem Global Education, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.0161% 8/12/28 (e)(f)(n) | 345923 | 341167 |
| GEMS MENASA Cayman Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.000% 8.5664% 7/30/26 (e)(f)(n) | 193541 | 190355 |
| KUEHG Corp. Tranche B, term loan 3 month U.S. LIBOR + 3.750% 7.8214% 2/21/25 (e)(f)(n) | 763423 | 730382 |
| Mckissock Investment Holdings Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 8.7372% 3/10/29 (e)(f)(n) | 94525 | 90862 |
| Spin Holdco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.1441% 3/4/28 (e)(f)(n) | 1484887 | 1324638 |
|  |  | 2677404 |
| Hotels, Restaurants & Leisure - 0.6% |  |  |
| 19Th Holdings Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 6.8939% 2/7/29 (e)(f)(n) | 234413 | 213901 |
| Bally's Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.1286% 10/1/28 (e)(f)(n) | 992500 | 942190 |
| Caesars Resort Collection LLC: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 7/20/25 (e)(f)(n) | 1419128  | 1408073  |
|  Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.750% 6.8214% 12/22/24 (e)(f)(n) | 90000  | 89317  |
| Carnival Finance LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 6.1269% 10/18/28 (e)(f)(n) | 1488750 | 1395078 |
| City Football Group Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.4567% 7/21/28 (e)(f)(n) | 1488750 | 1395703 |
| Dave & Buster's, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 9.1875% 6/29/29 (e)(f)(n) | 139650 | 138358 |
| Delta 2 SARL Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 1/15/30 (f)(n)(o) | 450000 | 447611 |
| Equinox Holdings, Inc. Tranche B-1, term loan 3 month U.S. LIBOR + 3.000% 6.6741% 3/8/24 (e)(f)(n) | 744125 | 550653 |
| Fertitta Entertainment LLC NV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.0865% 1/27/29 (e)(f)(n) | 2626526 | 2501162 |
| Four Seasons Holdings, Inc. Tranche B, term loan 3 month U.S. LIBOR + 2.000% 5.7539% 11/30/23 (e)(f)(n) | 977350 | 975522 |
| Four Seasons Hotels Ltd. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 11/30/29 (f)(n)(o) | 55000 | 54897 |
| Golden Entertainment, Inc. Tranche B, term loan 3 month U.S. LIBOR + 3.000% 7.05% 10/20/24 (e)(f)(n) | 641467 | 635052 |
| GVC Holdings Gibraltar Ltd. Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.5056% 10/31/29 (e)(f)(n) | 300000 | 296475 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 8/2/28 (e)(f)(n) | 1488722 | 1472912 |
| Playa Resorts Holding BV Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 11/22/28 (f)(n)(o) | 165000 | 159999 |
| Scientific Games Corp. 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 6.8958% 4/7/29 (e)(f)(n) | 259350 | 253968 |
| Scientific Games Holdings LP term loan CME Term SOFR 1 Month Index + 3.500% 7.0974% 4/4/29 (e)(f)(n) | 370000 | 352888 |
| Stars Group Holdings BV Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 5.8919% 7/16/26 (e)(f)(n) | 992481 | 978974 |
| Station Casinos LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 6.33% 2/7/27 (e)(f)(n) | 992276 | 968709 |
| Whatabrands LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 7/21/28 (e)(f)(n) | 760584 | 722433 |
|  |  | 15953875 |
| Household Durables - 0.0% |  |  |
| Osmosis Debt Merger Sub, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.5439% 7/30/28 (e)(f)(n) | 235000 | 222858 |
| Runner Buyer, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.500% 10.2349% 10/20/28 (e)(f)(n) | 154225 | 107958 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.4365% 10/30/27 (e)(f)(n) | 184075 | 154623 |
|  |  | 485439 |
| Internet & Direct Marketing Retail - 0.3% |  |  |
| Bass Pro Group LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 3/5/28 (e)(f)(n) | 4061835 | 3898346 |
| Harbor Freight Tools U.S.A., Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.5039% 10/19/27 (e)(f)(n) | 387405 | 367148 |
| Red Ventures LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.5714% 11/8/24 (e)(f)(n) | 443824 | 438831 |
| Terrier Media Buyer, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 12/17/26 (e)(f)(n) | 1488636 | 1380710 |
| Uber Technologies, Inc. Tranche B 1LN, term loan: |  |  |
|  1 month U.S. LIBOR + 3.500% 6.5696% 2/25/27 (e)(f)(n) | 992084  | 988057  |
|  1 month U.S. LIBOR + 3.500% 8.2349% 4/4/25 (e)(f)(n) | 446503  | 445386  |
|  |  | 7518478 |
| Leisure Products - 0.0% |  |  |
| Topgolf Callaway Brands Corp. Tranche B, term loan 3 month U.S. LIBOR + 4.500% 8.5714% 1/4/26 (e)(f)(n) | 148764 | 148346 |
| Multiline Retail - 0.0% |  |  |
| Franchise Group, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.750% 8.6875% 3/10/26 (e)(f)(n) | 220491 | 211947 |
| Specialty Retail - 0.1% |  |  |
| Academy Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.5177% 11/6/27 (e)(f)(n) | 348740 | 345144 |
| Jo-Ann Stores LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 9.0769% 7/7/28 (e)(f)(n) | 168719 | 113885 |
| Michaels Companies, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.250% 7.9241% 4/15/28 (e)(f)(n) | 1240578 | 934912 |
| RH: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.5714% 10/20/28 (e)(f)(n) | 372180  | 349850  |
|  Tranche B2 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.4365% 10/20/28 (e)(f)(n) | 470000  | 443121  |
| RVR Dealership Holdings LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.7606% 2/8/28 (e)(f)(n) | 94761 | 85759 |
|  |  | 2272671 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Crocs, Inc. Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.6511% 2/17/29 (e)(f)(n) | 1481250 | 1427555 |
| TOTAL CONSUMER DISCRETIONARY |  | 33014372 |
| CONSUMER STAPLES - 0.2%  |  |  |
| Beverages - 0.1% |  |  |
| Bengal Debt Merger Sub LLC: |  |  |
|  1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.250% 6.9032% 1/24/29 (e)(f)(n) | 997500  | 937650  |
|  2LN, term loan CME Term SOFR 1 Month Index + 6.000% 9.6532% 1/24/30 (e)(f)(n) | 1000000  | 868750  |
| Triton Water Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.1741% 3/31/28 (e)(f)(n) | 1488695 | 1369599 |
|  |  | 3175999 |
| Food & Staples Retailing - 0.0% |  |  |
| Cardenas Merger Sub, LLC 1LN, term loan CME Term SOFR 1 Month Index + 6.750% 9.7949% 8/1/29 (e)(f)(n) | 115000 | 113323 |
| Food Products - 0.0% |  |  |
| Del Monte Foods, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.2606% 5/16/29 (e)(f)(n) | 375000 | 362970 |
| Household Products - 0.1% |  |  |
| Kronos Acquisition Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 8.4849% 12/22/26 (e)(f)(n) | 992424 | 940223 |
| TOTAL CONSUMER STAPLES |  | 4592515 |
| ENERGY - 0.2%  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| CQP Holdco LP / BIP-V Chinook Holdco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.4241% 6/4/28 (e)(f)(n) | 1488693 | 1467480 |
| Delek U.S. Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.6865% 11/10/29 (e)(f)(n) | 365000 | 349790 |
| EG America LLC Tranche B 1LN, term loan 3 month U.S. LIBOR + 4.000% 7.6741% 2/6/25 (e)(f)(n) | 1428475 | 1301927 |
| GIP II Blue Holding LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.500% 8.1741% 9/29/28 (e)(f)(n) | 1487908 | 1474264 |
| GIP III Stetson I LP Tranche B, term loan 3 month U.S. LIBOR + 4.250% 8.0039% 7/18/25 (e)(f)(n) | 211609 | 206160 |
| Mesquite Energy, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 8.000% 0% (c)(f)(h)(n) | 71751  | 0  |
|  term loan 3 month U.S. LIBOR + 0.000% 0% (c)(f)(h)(n) | 31000  | 0  |
|  |  | 4799621 |
| FINANCIALS - 0.4%  |  |  |
| Capital Markets - 0.0% |  |  |
| Citadel Securities LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.500% 6.3432% 2/27/28 (e)(f)(n) | 992443 | 976316 |
| Diversified Financial Services - 0.1% |  |  |
| Focus Financial Partners LLC Tranche B5 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 6/30/28 (f)(n)(o) | 120000 | 117976 |
| LHS Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 8.9365% 2/18/29 (e)(f)(n) | 368150 | 296821 |
| Nexus Buyer LLC: |  |  |
|  2LN, term loan 1 month U.S. LIBOR + 6.250% 10.3214% 11/5/29 (e)(f)(n) | 55000  | 50967  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 11/8/26 (e)(f)(n) | 223278  | 213565  |
| TransUnion LLC Tranche B5 1LN, term loan 1 month U.S. LIBOR + 1.750% 5.8214% 11/16/26 (e)(f)(n) | 991287 | 963848 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.500% 9.3636% 2/9/27 (e)(f)(n) | 269325 | 256869 |
|  |  | 1900046 |
| Insurance - 0.3% |  |  |
| Acrisure LLC Tranche B 1LN, term loan: |  |  |
|  1 month U.S. LIBOR + 3.500% 7.5714% 2/13/27 (e)(f)(n) | 1488550  | 1390990  |
|  CME Term SOFR 1 Month Index + 5.750% 9.9157% 2/15/27 (e)(f)(n) | 280000  | 277200  |
| Alliant Holdings Intermediate LLC Tranche B3 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.4386% 11/12/27 (e)(f)(n) | 992481 | 962091 |
| Amynta Agency Borrower, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 2/28/25 (c)(f)(n)(o) | 95000 | 90250 |
| Asurion LLC: |  |  |
|  Tranche B4 2LN, term loan 1 month U.S. LIBOR + 5.250% 9.3214% 1/20/29 (e)(f)(n) | 1500000  | 1148745  |
|  Tranche B9 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 7/31/27 (e)(f)(n) | 1736776  | 1501877  |
| HUB International Ltd. Tranche B 1LN, term loan: |  |  |
|  1 month U.S. LIBOR + 3.250% 7.5268% 4/25/25 (e)(f)(n) | 1488636  | 1463017  |
|  CME Term SOFR 1 Month Index + 4.000% 8.2202% 11/10/29 (e)(f)(n) | 120000  | 118050  |
| USI, Inc. 1LN, term loan: |  |  |
|  1 month U.S. LIBOR + 3.250% 6.9241% 12/2/26 (e)(f)(n) | 1488539  | 1462758  |
|  CME Term SOFR 1 Month Index + 3.750% 11/16/29 (f)(n)(o) | 195000  | 191623  |
|  |  | 8606601 |
| TOTAL FINANCIALS |  | 11482963 |
| HEALTH CARE - 0.4%  |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Embecta Corp. Tranche B 1LN, term loan CME TERM SOFR 3 MONTH INDEX + 3.000% 6.5532% 3/31/29 (e)(f)(n) | 184940 | 177659 |
| Insulet Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.0039% 5/4/28 (e)(f)(n) | 253892 | 249291 |
| Mozart Borrower LP Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 10/23/28 (e)(f)(n) | 397875 | 377429 |
| Pathway Vet Alliance LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.4241% 3/31/27 (e)(f)(n) | 148864 | 130522 |
|  |  | 934901 |
| Health Care Providers & Services - 0.2% |  |  |
| Accelerated Health Systems LLC Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 4.250% 7.9532% 2/2/29 (e)(f)(n) | 194513 | 164266 |
| Charlotte Buyer, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.250% 9.0458% 2/12/28 (e)(f)(n) | 105000 | 99400 |
| Da Vinci Purchaser Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.8236% 12/13/26 (e)(f)(n) | 992386 | 930362 |
| Gainwell Acquisition Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.6741% 10/1/27 (e)(f)(n) | 664924 | 647636 |
| Icon Luxembourg Sarl Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 5.9375% 7/3/28 (e)(f)(n) | 880627 | 875722 |
| Phoenix Newco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.0039% 11/15/28 (e)(f)(n) | 1492500 | 1433367 |
| Surgery Center Holdings, Inc. 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.63% 8/31/26 (e)(f)(n) | 114131 | 111848 |
|  |  | 4262601 |
| Health Care Technology - 0.1% |  |  |
| Athenahealth Group, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.4106% 2/15/29 (e)(f)(n) | 2132337  | 1942559  |
|  Tranche DD 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 2/15/29 (f)(n)(p) | 362319  | 330072  |
| Imprivata, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 7.9787% 12/1/27 (e)(f)(n) | 144638 | 137858 |
| Virgin Pulse, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.0714% 4/6/28 (e)(f)(n) | 24937 | 21155 |
| Zelis Payments Buyer, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 9/30/26 (e)(f)(n) | 314782 | 310567 |
|  |  | 2742211 |
| Life Sciences Tools & Services - 0.0% |  |  |
| PRA Health Sciences, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.250% 5.9375% 7/3/28 (e)(f)(n) | 219409 | 218187 |
| Pharmaceuticals - 0.1% |  |  |
| Elanco Animal Health, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 1.750% 5.5177% 8/1/27 (e)(f)(n) | 675045 | 652370 |
| Jazz Financing Lux SARL Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 5/5/28 (e)(f)(n) | 358983 | 355842 |
| Organon & Co. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 6.1875% 6/2/28 (e)(f)(n) | 740428 | 732283 |
|  |  | 1740495 |
| TOTAL HEALTH CARE |  | 9898395 |
| INDUSTRIALS - 0.7%  |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Maxar Technologies, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.4365% 6/9/29 (e)(f)(n) | 164588 | 158183 |
| TransDigm, Inc. Tranche F 1LN, term loan 1 month U.S. LIBOR + 2.250% 5.9241% 12/9/25 (e)(f)(n) | 992347 | 976529 |
|  |  | 1134712 |
| Air Freight & Logistics - 0.0% |  |  |
| STG Logistics, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 6.000% 10.1865% 3/24/28 (e)(f)(n) | 134325 | 126937 |
| Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.9926% 4/20/28 (e)(f)(n) | 95000 | 94339 |
| SkyMiles IP Ltd. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.750% 7.9926% 10/20/27 (e)(f)(n) | 360000 | 364770 |
|  |  | 459109 |
| Building Products - 0.1% |  |  |
| Acproducts Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 7.3247% 5/17/28 (e)(f)(n) | 173681 | 125733 |
| APi Group DE, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.8214% 1/3/29 (e)(f)(n) | 986339 | 975243 |
| Foley Products Co. LLC 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 8.4532% 12/29/28 (e)(f)(n) | 139288 | 132063 |
| Griffon Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 7.0072% 1/24/29 (e)(f)(n) | 620000 | 607991 |
| Hunter Douglas, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.8588% 2/25/29 (e)(f)(n) | 907725 | 790211 |
| Oscar AcquisitionCo LLC 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 8.1532% 4/29/29 (e)(f)(n) | 370000 | 340400 |
|  |  | 2971641 |
| Commercial Services & Supplies - 0.3% |  |  |
| ABG Intermediate Holdings 2 LLC: |  |  |
|  Tranche B 2LN, term loan CME Term SOFR 1 Month Index + 6.000% 10.1865% 12/20/29 (e)(f)(n) | 1000000  | 920000  |
|  Tranche B1 LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.3287% 12/21/28 (e)(f)(n) | 1496250  | 1444510  |
| Allied Universal Holdco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 5/14/28 (e)(f)(n) | 992481 | 936882 |
| Brand Energy & Infrastructure Services, Inc. Tranche B, term loan 3 month U.S. LIBOR + 4.250% 8.493% 6/21/24 (e)(f)(n) | 1736257 | 1527281 |
| Congruex Group LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.750% 9.9942% 5/3/29 (e)(f)(n) | 199500 | 193764 |
| Gateway Merger Sub 2021, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.250% 9.5382% 6/30/28 (e)(f)(n) | 84573 | 79499 |
| Madison IAQ LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 6.8153% 6/21/28 (e)(f)(n) | 627462 | 594916 |
| Maverick Purchaser Sub LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.3925% 2/16/29 (e)(f)(n) | 673312 | 661954 |
| Neptune BidCo U.S., Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.000% 4/11/29 (f)(n)(o) | 495000 | 444263 |
| Pilot Travel Centers LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.000% 6.1865% 8/4/28 (e)(f)(n) | 300000 | 295374 |
| The Brickman Group, Ltd. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.3365% 4/14/29 (e)(f)(n) | 224438 | 215646 |
| WMB Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.4365% 11/3/29 (e)(f)(n) | 135000 | 132806 |
|  |  | 7446895 |
| Construction & Engineering - 0.1% |  |  |
| Pike Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 7.5865% 1/21/28 (e)(f)(n) | 125000 | 123360 |
| SRS Distribution, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.2539% 6/4/28 (e)(f)(n) | 1488693 | 1427285 |
|  |  | 1550645 |
| Electrical Equipment - 0.1% |  |  |
| Array Technologies, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.9419% 10/14/27 (e)(f)(n) | 377233 | 359786 |
| AZZ, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 8.0787% 5/13/29 (e)(f)(n) | 208365 | 207455 |
| Vertiv Group Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.5549% 3/2/27 (e)(f)(n) | 992424 | 966373 |
|  |  | 1533614 |
| Professional Services - 0.1% |  |  |
| Cast & Crew Payroll LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 2/7/26 (e)(f)(n) | 992288 | 975479 |
| CoreLogic, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.625% 6/2/28 (e)(f)(n) | 992481 | 816316 |
| EmployBridge LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.4241% 7/19/28 (e)(f)(n) | 992481 | 802054 |
| Galaxy U.S. Opco, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.750% 8.8365% 4/29/29 (e)(f)(n) | 160000 | 145800 |
|  |  | 2739649 |
| Transportation Infrastructure - 0.0% |  |  |
| AIT Worldwide Logistics Holdings, Inc. 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.4907% 4/6/28 (e)(f)(n) | 234408 | 213311 |
| First Student Bidco, Inc.: |  |  |
|  Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.6532% 7/21/28 (e)(f)(n) | 294545  | 282764  |
|  Tranche C 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.6532% 7/21/28 (e)(f)(n) | 20455  | 19636  |
|  |  | 515711 |
| TOTAL INDUSTRIALS |  | 18478913 |
| INFORMATION TECHNOLOGY - 1.1%  |  |  |
| Communications Equipment - 0.1% |  |  |
| Anastasia Parent LLC Tranche B, term loan 3 month U.S. LIBOR + 3.750% 7.4241% 8/10/25 (e)(f)(n) | 1240310 | 913736 |
| CommScope, Inc. Tranche B 1LN, term loan 3 month U.S. LIBOR + 3.250% 7.3214% 4/4/26 (e)(f)(n) | 1488491 | 1428490 |
| Eos U.S. Finco LLC 1LN, term loan CME Term SOFR 1 Month Index + 6.000% 9.6123% 10/6/29 (e)(f)(n) | 145000 | 139563 |
| Radiate Holdco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 9/25/26 (e)(f)(n) | 1488750 | 1302418 |
|  |  | 3784207 |
| Electronic Equipment & Components - 0.1% |  |  |
| Coherent Corp. Tranche B 1LN, term loan 3 month U.S. LIBOR + 2.750% 6.5857% 7/1/29 (e)(f)(n) | 1000000 | 988130 |
| DG Investment Intermediate Holdings, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.250% 3/31/28 (f)(n)(o) | 155000 | 148800 |
| Go Daddy Operating Co. LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.000% 6.0714% 8/10/27 (e)(f)(n) | 992386 | 982462 |
|  |  | 2119392 |
| IT Services - 0.2% |  |  |
| Camelot Finance SA Tranche B, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 10/31/26 (e)(f)(n) | 1063899 | 1044483 |
| Hunter U.S. Bidco, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.250% 7.9241% 8/19/28 (e)(f)(n) | 370000 | 360750 |
| Ion Trading Finance Ltd. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.4241% 3/26/28 (e)(f)(n) | 992462 | 947802 |
| Peraton Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.5039% 2/1/28 (e)(f)(n) | 1461631 | 1425090 |
| Tempo Acquisition LLC 1LN, term loan U.S. Secured Overnight Fin. Rate (SOFR) Index + 3.000% 7.0865% 8/31/28 (e)(f)(n) | 372188 | 368931 |
|  |  | 4147056 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Entegris, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.000% 5.8924% 7/6/29 (e)(f)(n) | 365000 | 361602 |
| MKS Instruments, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 2.750% 6.7606% 8/17/29 (e)(f)(n) | 390000 | 379926 |
|  |  | 741528 |
| Software - 0.6% |  |  |
| A&V Holdings Midco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 5.370% 9.5378% 3/10/27 (e)(f)(n) | 145833 | 141458 |
| Applied Systems, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 9/19/26 (f)(n)(o) | 190000 | 188754 |
| AppLovin Corp. Tranche B, term loan 1 month U.S. LIBOR + 3.250% 7.3214% 8/15/25 (e)(f)(n) | 393402 | 381108 |
| Ascend Learning LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.2539% 12/10/28 (e)(f)(n) | 992500 | 937635 |
| Byju's Alpha, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 6.000% 10.6897% 11/24/26 (e)(f)(n) | 247876 | 196441 |
| Central Parent, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 8.1123% 7/6/29 (e)(f)(n) | 695000 | 686076 |
| Ceridian HCM Holding, Inc. Tranche B, term loan 1 month U.S. LIBOR + 2.500% 6.5714% 4/30/25 (e)(f)(n) | 842638 | 822448 |
| DCert Buyer, Inc.: |  |  |
|  1LN, term loan 3 month U.S. LIBOR + 4.000% 8.6956% 10/16/26 (e)(f)(n) | 1240458  | 1191286  |
|  Tranche B 2LN, term loan 1 month U.S. LIBOR + 7.000% 11.6956% 2/19/29 (e)(f)(n) | 500000  | 452815  |
| Flexera Software LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.83% 3/3/28 (e)(f)(n) | 115000 | 110592 |
| Greeneden U.S. Holdings II LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 8.0714% 12/1/27 (e)(f)(n) | 297727 | 288611 |
| Hyland Software, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.5714% 7/1/24 (e)(f)(n) | 149223 | 146892 |
| McAfee Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.750% 7.6363% 3/1/29 (e)(f)(n) | 399650 | 378920 |
| MH Sub I LLC: |  |  |
|  Tranche B 2LN, term loan 1 month U.S. LIBOR + 6.250% 10.649% 2/23/29 (e)(f)(n) | 750000  | 672188  |
|  Tranche B, term loan 3 month U.S. LIBOR + 3.750% 7.8214% 9/15/24 (e)(f)(n) | 1240209  | 1205582  |
| Open Text Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.500% 11/16/29 (f)(n)(o) | 545000 | 528879 |
| Polaris Newco LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.6741% 6/2/28 (e)(f)(n) | 992481 | 904706 |
| Proofpoint, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 6.3196% 8/31/28 (e)(f)(n) | 1488750 | 1430599 |
| Rackspace Technology Global, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 7.38% 2/15/28 (e)(f)(n) | 992443 | 664252 |
| RealPage, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.000% 7.0714% 4/22/28 (e)(f)(n) | 992481 | 948445 |
| SS&C Technologies, Inc. Tranche B 5LN, term loan 1 month U.S. LIBOR + 1.750% 5.5039% 4/16/25 (e)(f)(n) | 991803 | 972523 |
| Ultimate Software Group, Inc.: |  |  |
|  1LN, term loan 1 month U.S. LIBOR + 3.250% 6.9983% 5/3/26 (e)(f)(n) | 870308  | 839481  |
|  2LN, term loan 1 month U.S. LIBOR + 5.250% 8.9983% 5/3/27 (e)(f)(n) | 1000000  | 915000  |
|  |  | 15004691 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Seattle Spinco, Inc. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 8.0106% 3/1/27 (e)(f)(n) | 1677176 | 1647825 |
| TOTAL INFORMATION TECHNOLOGY |  | 27444699 |
| MATERIALS - 0.3%  |  |  |
| Chemicals - 0.1% |  |  |
| ARC Falcon I, Inc.: |  |  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.8214% 9/30/28 (e)(f)(n) | 273437  | 243994  |
|  Tranche DD 1LN, term loan 1 month U.S. LIBOR + 3.750% 9/30/28 (f)(n)(p) | 40220  | 35889  |
| Aruba Investment Holdings LLC: |  |  |
|  1LN, term loan CME Term SOFR 1 Month Index + 4.750% 8.5439% 11/4/27 (e)(f)(n) | 125000  | 117500  |
|  2LN, term loan 1 month U.S. LIBOR + 7.750% 11.7936% 11/24/28 (e)(f)(n) | 110000  | 99366  |
| Avient Corp. Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 3.250% 7.3442% 8/29/29 (e)(f)(n) | 82940 | 82500 |
| Bakelite U.S. Holding Ltd. 1LN, term loan CME Term SOFR 1 Month Index + 4.000% 7.669% 5/27/29 (e)(f)(n) | 194513 | 180897 |
| Discovery Purchaser Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.370% 10/4/29 (f)(n)(o) | 290000 | 264118 |
| Herens U.S. Holdco Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.000% 7.6741% 7/3/28 (e)(f)(n) | 69650 | 63800 |
| Hexion Holdings Corp. 1LN, term loan CME Term SOFR 1 Month Index + 4.500% 8.9345% 3/15/29 (e)(f)(n) | 369075 | 314821 |
| Hexion, Inc. 2LN, term loan CME Term SOFR 1 Month Index + 7.000% 11.4481% 2/9/30 (c)(e)(f)(n) | 95000 | 72200 |
| INEOS U.S. Petrochem LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.8214% 1/20/26 (e)(f)(n) | 822233 | 807844 |
| Manchester Acquisition Sub LLC Tranche B 1LN, term loan CME Term SOFR 1 Month Index + 5.750% 8.8467% 12/1/26 (e)(f)(n) | 106961 | 91184 |
| Olympus Water U.S. Holding Corp. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.750% 7.4375% 11/9/28 (e)(f)(n) | 297750 | 284351 |
| Starfruit U.S. Holdco LLC Tranche B, term loan 1 month U.S. LIBOR + 2.750% 7.1647% 10/1/25 (e)(f)(n) | 641142 | 624152 |
|  |  | 3282616 |
| Construction Materials - 0.1% |  |  |
| Smyrna Ready Mix LLC Tranche B 1lN, term loan CME Term SOFR 1 Month Index + 4.250% 8.4365% 4/1/29 (c)(e)(f)(n) | 79800 | 78204 |
| VM Consolidated, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 6.1269% 3/27/28 (e)(f)(n) | 992443 | 984008 |
|  |  | 1062212 |
| Containers & Packaging - 0.1% |  |  |
| Berlin Packaging, LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.250% 7.0122% 3/11/28 (e)(f)(n) | 992462 | 960207 |
| Clydesdale Acquisition Holdings, Inc. 1LN, term loan CME Term SOFR 1 Month Index + 4.170% 8.0037% 4/13/29 (e)(f)(n) | 977813 | 942631 |
| Reynolds Group Holdings, Inc. Tranche B 1LN, term loan 1 month U.S. LIBOR + 3.500% 7.2539% 9/24/28 (e)(f)(n) | 1240602 | 1221025 |
|  |  | 3123863 |
| TOTAL MATERIALS |  | 7468691 |
| REAL ESTATE - 0.0%  |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| DTZ U.S. Borrower LLC Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.8214% 8/21/25 (e)(f)(n) | 877661 | 855096 |
| UTILITIES - 0.1%  |  |  |
| Electric Utilities - 0.1% |  |  |
| Brookfield WEC Holdings, Inc.: |  |  |
|  1LN, term loan CME Term SOFR 1 Month Index + 3.750% 7.8365% 8/1/25 (e)(f)(n) | 195000  | 193477  |
|  Tranche B 1LN, term loan 1 month U.S. LIBOR + 2.750% 6.8214% 8/1/25 (e)(f)(n) | 992424  | 973092  |
|  |  | 1166569 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Esdec Solar Group BV Tranche B 1LN, term loan 1 month U.S. LIBOR + 4.750% 8.9199% 8/27/28 (c)(e)(f)(n) | 152987 | 147632 |
| TOTAL UTILITIES |  | 1314201 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $142,648,919) |  | <br> **134714288** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Discover Bank 4.682% 8/9/28 (e) <br>(Cost $1,763,939) <br>| 1750000 | **1685517** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.5%** | &nbsp;&nbsp;**Preferred Securities - 0.5%** | &nbsp;&nbsp;**Preferred Securities - 0.5%** | &nbsp;&nbsp;**Preferred Securities - 0.5%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 0.0%  |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| CAS Capital No 1 Ltd. 4% (Reg. S) (e)(i) |  | 200000 | 139000 |
| Telefonica Europe BV 3.875% (Reg. S) (e)(i) | EUR | 100000 | 95345 |
|  |  |  | 234345 |
| CONSUMER DISCRETIONARY - 0.1%  |  |  |  |
| Automobiles - 0.1% |  |  |  |
| Volkswagen International Finance NV 3.875% (Reg. S) (e)(i) | EUR | 1900000 | 1665740 |
| CONSUMER STAPLES - 0.1%  |  |  |  |
| Food Products - 0.0% |  |  |  |
| Grupo Bimbo S.A.B. de CV 5.95% (d)(e)(i) |  | 155000 | 153063 |
| Tobacco - 0.1% |  |  |  |
| British American Tobacco PLC 3% (Reg. S) (e)(i) | EUR | 1250000 | 1043410 |
| TOTAL CONSUMER STAPLES |  |  | 1196473 |
| FINANCIALS - 0.2%  |  |  |  |
| Banks - 0.1% |  |  |  |
| AIB Group PLC 6.25% (Reg. S) (e)(i) | EUR | 275000 | 272214 |
| Banco Bilbao Vizcaya Argentaria SA 5.875% (Reg. S) (e)(i) | EUR | 200000 | 202137 |
| Banco Do Brasil SA 6.25% (d)(e)(i) |  | 200000 | 179650 |
| Banco Mercantil del Norte SA 6.75% (d)(e)(i) |  | 400000 | 382400 |
| Barclays PLC 7.125% (e)(i) | GBP | 310000 | 355880 |
| BNP Paribas SA 6.625% (Reg. S) (e)(i) |  | 335000 | 322438 |
| Itau Unibanco Holding SA 6.125% (d)(e)(i) |  | 200000 | 190125 |
| NBK Tier 1 Financing 2 Ltd. 4.5% (d)(e)(i) |  | 400000 | 362620 |
| Societe Generale 7.875% (Reg. S) (e)(i) |  | 200000 | 196920 |
|  |  |  | 2464384 |
| Capital Markets - 0.1% |  |  |  |
| Credit Suisse Group AG 7.5% (Reg. S) (e)(i) |  | 995000 | 820875 |
| UBS Group AG 7% (Reg. S) (e)(i) |  | 200000 | 198000 |
|  |  |  | 1018875 |
| Insurance - 0.0% |  |  |  |
| QBE Insurance Group Ltd. 5.25% (Reg. S) (e)(i) |  | 690000 | 600300 |
| TOTAL FINANCIALS |  |  | 4083559 |
| HEALTH CARE - 0.1%  |  |  |  |
| Pharmaceuticals - 0.1% |  |  |  |
| Bayer AG 2.375% 11/12/79 (Reg. S) (e) | EUR | 1600000 | 1515114 |
| INDUSTRIALS - 0.0%  |  |  |  |
| Marine - 0.0% |  |  |  |
| DP World Salaam 6% (Reg. S) (e)(i) |  | 200000 | 198000 |
| Road & Rail - 0.0% |  |  |  |
| National Express Group PLC 4.25% (Reg. S) (e)(i) | GBP | 165000 | 161141 |
| Trading Companies & Distributors - 0.0% |  |  |  |
| AerCap Holdings NV 5.875% 10/10/79 (e) |  | 350000 | 324373 |
| TOTAL INDUSTRIALS |  |  | 683514 |
| INFORMATION TECHNOLOGY - 0.0%  |  |  |  |
| IT Services - 0.0% |  |  |  |
| Network i2i Ltd. 3.975% (d)(e)(i) |  | 200000 | 170538 |
| MATERIALS - 0.0%  |  |  |  |
| Construction Materials - 0.0% |  |  |  |
| CEMEX S.A.B. de CV 5.125% (d)(e)(i) |  | 430000 | 378400 |
| REAL ESTATE - 0.0%  |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Aroundtown SA 3.375% (Reg. S) (e)(i) | EUR | 600000 | 318424 |
| Citycon Oyj 4.496% (Reg. S) (e)(i) | EUR | 215000 | 137164 |
| CPI Property Group SA 3.75% (Reg. S) (e)(i) | EUR | 315000 | 166110 |
| Heimstaden Bostad AB 3.625% (Reg. S) (e)(i) | EUR | 720000 | 454334 |
| Samhallsbyggnadsbolaget I Norden AB 2.624% (Reg. S) (e)(i) | EUR | 285000 | 117516 |
|  |  |  | 1193548 |
| UTILITIES - 0.0%  |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Electricite de France SA 5.625% (Reg. S) (e)(i) |  | 345000 | 324300 |
| SSE PLC: |  |  |  |
|  3.74% (Reg. S) (e)(i) | GBP | 100000  | 109004  |
|  4% (Reg. S) (e)(i) | EUR | 105000  | 99429  |
|  |  |  | 532733 |
| Multi-Utilities - 0.0% |  |  |  |
| Veolia Environnement SA 2% (Reg. S) (e)(i) | EUR | 600000 | 510414 |
| TOTAL UTILITIES |  |  | 1043147 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $12,047,535) |  |  | <br> **12164378** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 10.6%** | &nbsp;&nbsp;**Money Market Funds - 10.6%** | &nbsp;&nbsp;**Money Market Funds - 10.6%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (q) <br>(Cost $269,624,735) <br>| 269570820 | **269624735** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.0%** | &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 (a) | Notional<br> Amount (a) | Value ($) |
| Put Options - 0.0% |  |  |  |  |
| Option with an exercise rate of 4.875% on a credit default swap with Goldman Sachs Bank U.S.A. to buy protection on the 5-Year iTraxx Europe Crossover Series 38 Index expiring December 2027, paying 5% quarterly. | 1/18/23 | EUR | 2500000 | 29191 |
| Option with an exercise rate of 5.25% on a credit default swap with Goldman Sachs Bank U.S.A. to buy protection on the 5-Year iTraxx Europe Crossover Series 38 Index expiring December 2027, paying 5% quarterly. | 1/18/23 | EUR | 2550000 | 18729 |
| Option with an exercise rate of 6.50% on a credit default swap with BNP Paribas SA to buy protection on the 5-Year iTraxx Europe Crossover Series 38 Index expiring December 2027, paying 5% quarterly. | 12/21/22 | EUR | 3200000 | 1361 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $148,364) |  |  |  | <br> **49281** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 114.8%**<br> (Cost $3,176,732,670)<br>| <br>**2931286898** |
| **NET OTHER ASSETS (LIABILITIES) - (14.8)%**  | **(377371847)** |
| **NET ASSETS - 100.0%** | **2553915051** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| Ginnie Mae |  |  |
| 2% 12/1/52 | (5900000) | (5009735) |
| 2% 12/1/52 | (1950000) | (1655760) |
| 2% 12/1/52 | (1950000) | (1655760) |
| 2% 12/1/52 | (3900000) | (3311520) |
| 2% 12/1/52 | (1000000) | (849108) |
| 2% 12/1/52 | (1350000) | (1146295) |
| 2% 12/1/52 | (3050000) | (2589778) |
| 2% 12/1/52 | (2850000) | (2419957) |
| 2% 12/1/52 | (5100000) | (4330449) |
| 2.5% 12/1/52 | (3900000) | (3421769) |
| 2.5% 12/1/52 | (1900000) | (1667016) |
| 2.5% 12/1/52 | (3850000) | (3377900) |
| 2.5% 12/1/52 | (3850000) | (3377900) |
| 2.5% 12/1/52 | (1900000) | (1667016) |
| 2.5% 12/1/52 | (2400000) | (2105704) |
| 2.5% 12/1/52 | (2450000) | (2149573) |
| 3% 12/1/52 | (4500000) | (4058710) |
| 3% 12/1/52 | (2700000) | (2435226) |
| 3.5% 12/1/52 | (5150000) | (4777731) |
| 4% 12/1/52 | (1400000) | (1336209) |
| TOTAL GINNIE MAE  |  | (53343116) |
| Uniform Mortgage Backed Securities |  |  |
| 1.5% 12/1/37 | (1100000) | (961387) |
| 1.5% 12/1/37 | (4300000) | (3758148) |
| 1.5% 12/1/52 | (7550000) | (5864849) |
| 2% 12/1/37 | (4100000) | (3683082) |
| 2% 12/1/37 | (6800000) | (6108526) |
| 2% 12/1/37 | (2050000) | (1841541) |
| 2% 12/1/52 | (5750000) | (4729016) |
| 2% 12/1/52 | (11500000) | (9458031) |
| 2% 12/1/52 | (2900000) | (2385069) |
| 2% 12/1/52 | (2900000) | (2385069) |
| 2% 12/1/52 | (600000) | (493463) |
| 2% 12/1/52 | (2850000) | (2343947) |
| 2% 12/1/52 | (11550000) | (9499153) |
| 2% 12/1/52 | (11550000) | (9499153) |
| 2% 12/1/52 | (9350000) | (7689791) |
| 2% 12/1/52 | (5750000) | (4729016) |
| 2% 12/1/52 | (450000) | (370097) |
| 2% 12/1/52 | (1200000) | (986925) |
| 2.5% 12/1/37 | (2200000) | (2017813) |
| 2.5% 12/1/37 | (1300000) | (1192344) |
| 2.5% 12/1/37 | (1050000) | (963047) |
| 2.5% 12/1/37 | (2450000) | (2247109) |
| 2.5% 12/1/52 | (8800000) | (7519875) |
| 2.5% 12/1/52 | (2950000) | (2520867) |
| 2.5% 12/1/52 | (2100000) | (1794516) |
| 2.5% 12/1/52 | (2950000) | (2520867) |
| 2.5% 12/1/52 | (2900000) | (2478140) |
| 2.5% 12/1/52 | (1200000) | (1025437) |
| 3% 12/1/52 | (1200000) | (1062281) |
| 3% 12/1/52 | (1600000) | (1416375) |
| 3% 12/1/52 | (1200000) | (1062281) |
| 3% 12/1/52 | (2350000) | (2080301) |
| 3.5% 12/1/52 | (1100000) | (1007875) |
| 4.5% 12/1/52 | (1200000) | (1168126) |
| 5% 12/1/52 | (150000) | (149344) |
| 5% 12/1/52 | (800000) | (796500) |
| 5% 12/1/52 | (400000) | (398250) |
| 5% 12/1/52 | (950000) | (945843) |
| 5% 12/1/52 | (700000) | (696937) |
| 5% 12/1/52 | (800000) | (796500) |
| 5% 12/1/52 | (150000) | (149344) |
| 5% 12/1/52 | (150000) | (149344) |
| 5% 12/1/52 | (1300000) | (1294312) |
| 5.5% 12/1/52 | (3200000) | (3236500) |
| 5.5% 12/1/52 | (450000) | (455133) |
| 6% 12/1/52 | (950000) | (971820) |
| 6% 12/1/52 | (200000) | (204594) |
| 6% 12/1/52 | (1150000) | (1176414) |
| TOTAL UNIFORM MORTGAGE BACKED SECURITIES  |  | (120284352) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $171,340,074) |  | <br> **(173627468)** |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &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 |  |  |  |  |  |
| Bond Index Contracts |  |  |  |  |  |
| ASX 10 Year Treasury Bond Index Contracts (Australia) | 5 | Dec 2022 | 409488 | 14309 | 14309 |
| Eurex Euro-Bund Contracts (Germany) | 31 | Dec 2022 | 4544592 | 69494 | 69494 |
| Eurex Euro-Buxl 30 Year Bond Contracts (Germany) | 8 | Dec 2022 | 1317816 | 46769 | 46769 |
| TME 10 Year Canadian Note Contracts (Canada) | 23 | Mar 2023 | 2149961 | 13692 | 13692 |
| **TOTAL BOND INDEX CONTRACTS** |  |  |  |  | 144264 |
| Treasury Contracts |  |  |  |  |  |
| CBOT 2-Year U.S. Treasury Note Contracts (United States) | 187 | Mar 2023 | 38402203 | 99927 | 99927 |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 58 | Mar 2023 | 6297078 | 37946 | 37946 |
| CBOT Ultra 10-Year U.S. Treasury Note Contracts (United States) | 19 | Mar 2023 | 2273469 | 22669 | 22669 |
| CBOT Ultra Long Term U.S. Treasury Bond Contracts (United States) | 24 | Mar 2023 | 3270750 | 53760 | 53760 |
| **TOTAL TREASURY CONTRACTS** |  |  |  |  | 214302 |
| TOTAL PURCHASED |  |  |  |  | 358566 |
| Sold |  |  |  |  |  |
| Bond Index Contracts |  |  |  |  |  |
| Eurex Euro-Bobl Contracts (Germany) | 3 | Dec 2022 | 374710 | (2519) | (2519) |
| ICE Long Gilt Contracts (United Kingdom) | 11 | Mar 2023 | 1391931 | 12315 | 12315 |
| **TOTAL BOND INDEX CONTRACTS** |  |  |  |  | 9796 |
| Treasury Contracts |  |  |  |  |  |
| CBOT 10-Year U.S. Treasury Note Contracts (United States) | 33 | Mar 2023 | 3745500 | (29962) | (29962) |
| CBOT 5-Year U.S. Treasury Note Contracts (United States) | 33 | Mar 2023 | 3582820 | (21710) | (21710) |
| CBOT Long Term U.S. Treasury Bond Contracts (United States) | 137 | Mar 2023 | 17399000 | (179886) | (179886) |
| **TOTAL TREASURY CONTRACTS** |  |  |  |  | (231558) |
| TOTAL SOLD |  |  |  |  | (221762) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **136804** |
| The notional amount of futures purchased as a percentage of Net Assets is 2.3% | The notional amount of futures purchased as a percentage of Net Assets is 2.3% | The notional amount of futures purchased as a percentage of Net Assets is 2.3% | The notional amount of futures purchased as a percentage of Net Assets is 2.3% | The notional amount of futures purchased as a percentage of Net Assets is 2.3% | The notional amount of futures purchased as a percentage of Net Assets is 2.3% |
| The notional amount of futures sold as a percentage of Net Assets is 1.0% | The notional amount of futures sold as a percentage of Net Assets is 1.0% | The notional amount of futures sold as a percentage of Net Assets is 1.0% | The notional amount of futures sold as a percentage of Net Assets is 1.0% | The notional amount of futures sold as a percentage of Net Assets is 1.0% | The notional amount of futures sold as a percentage of Net Assets is 1.0% |

---

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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) ($)  |
| EUR | 26000 | USD | 26770 | State Street Bank and Trust Co | 12/01/22 | 285 |
| EUR | 238000 | USD | 244129 | Bank of America, N.A. | 12/08/22 | 3675 |
| EUR | 130000 | USD | 135082 | Goldman Sachs Bank USA | 12/08/22 | 273 |
| EUR | 91000 | USD | 94722 | JPMorgan Chase Bank, N.A. | 12/08/22 | 27 |
| EUR | 36000 | USD | 37006 | JPMorgan Chase Bank, N.A. | 12/08/22 | 477 |
| USD | 29847 | AUD | 44000 | BNP Paribas S.A. | 12/08/22 | (26) |
| USD | 36193 | CAD | 49000 | JPMorgan Chase Bank, N.A. | 12/08/22 | (239) |
| USD | 44429 | CAD | 59000 | JPMorgan Chase Bank, N.A. | 12/08/22 | 563 |
| USD | 20641138 | EUR | 19901000 | BNP Paribas S.A. | 12/08/22 | (79584) |
| USD | 104332 | EUR | 100000 | Brown Brothers Harriman & Co | 12/08/22 | 213 |
| USD | 144828 | EUR | 140000 | HSBC Bank | 12/08/22 | (939) |
| USD | 488268 | EUR | 474000 | State Street Bank and Trust Co | 12/08/22 | (5256) |
| USD | 71596 | EUR | 69000 | State Street Bank and Trust Co | 12/08/22 | (246) |
| USD | 58153 | GBP | 49000 | Bank of America, N.A. | 12/08/22 | (919) |
| USD | 92844 | GBP | 77000 | Brown Brothers Harriman & Co | 12/08/22 | 16 |
| USD | 165974 | GBP | 138000 | HSBC Bank | 12/08/22 | (393) |
| USD | 132135 | GBP | 111000 | JPMorgan Chase Bank, N.A. | 12/08/22 | (1682) |
| USD | 14165570 | GBP | 11913000 | Royal Bank of Canada | 12/08/22 | (196202) |
| **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** |  | **(279957)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 5529 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (285486) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | Maturity <br> Date | Clearinghouse / <br> Counterparty | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount<sup>(1)</sup> | Notional<br> Amount<sup>(1)</sup> | Value ($) | Upfront<br> Premium<br> Received/<br> (Paid) ($) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 140000 | 1915 | (2061) | (146) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 1440000 | 19700 | (19683) | 17 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 480000 | 6567 | (5314) | 1253 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 430000 | 5883 | (3857) | 2026 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 470000 | 6430 | (1598) | 4832 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Citigroup Global Markets Ltd. | (0.5%) | Monthly |  | 760000 | 10397 | (2327) | 8070 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Goldman Sachs & Co. LLC | (0.5%) | Monthly |  | 240000 | 3283 | (2861) | 422 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Goldman Sachs & Co. LLC | (0.5%) | Monthly |  | 820000 | 11218 | (15697) | (4479) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Goldman Sachs & Co. LLC | (0.5%) | Monthly |  | 1720000 | 23531 | (7950) | 15581 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Goldman Sachs & Co. LLC | (0.5%) | Monthly |  | 250000 | 3420 | (373) | 3047 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | JPMorgan Securities LLC | (0.5%) | Monthly |  | 170000 | 2326 | (2382) | (56) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | JPMorgan Securities LLC | (0.5%) | Monthly |  | 530000 | 7251 | (3055) | 4196 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | JPMorgan Securities LLC | (0.5%) | Monthly |  | 630000 | 8619 | (10388) | (1769) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Merrill Lynch Capital Services, Inc. | (0.5%) | Monthly |  | 1870000 | 25583 | (32105) | (6522) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 630000 | 8619 | (2519) | 6100 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 240000 | 3283 | (3348) | (65) |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 240000 | 3283 | (1876) | 1407 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 300000 | 4104 | (2062) | 2042 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 310000 | 4241 | (2218) | 2023 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 480000 | 6567 | 0 | 6567 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 360000 | 4925 | (1941) | 2984 |
| CMBX N.A. AAA Index Series 13 | Dec 2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 640000 | 8756 | (4488) | 4268 |
| Intesa Sanpaolo SpA | Dec 2027 | JPMorgan Chase Bank, N.A. | (1%) | Quarterly | EUR | 650000 | 986 | (4036) | (3050) |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  | **180887** | **(132139)** | **48748** |

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

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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<br> Clearinghouse /<br> Counterparty<sup>(1)</sup> | Maturity<br> Date | Notional<br> Amount<sup>(2)</sup> | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)<sup>(3)</sup> | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 3.25% | Annual | U.S. Secured Overnight Fin. Rate (SOFR) Index<sup>(4)</sup> | Annual<br> LCH | Dec 2024 | 1592000 | (14464) | 0 | (14464) |
| 2.75% | Annual | U.S. Secured Overnight Fin. Rate (SOFR) Index<sup>(4)</sup> | Annual<br> LCH | Dec 2027 | 1759000 | (14509) | 0 | (14509) |
| 2.5% | Annual | U.S. Secured Overnight Fin. Rate (SOFR) Index<sup>(4)</sup> | Annual<br> LCH | Dec 2029 | 337000 | (3094) | 0 | (3094) |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  | **(32067)** | **0** | **(32067)** |

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(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared over-the-counter (OTC) swaps.

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

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

(4)Represents floating rate.

**Currency Abbreviations**

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| | | |
|:---|:---|:---|
| AUD | - | Australian dollar |
| CAD | - | Canadian dollar |
| EUR | - | European Monetary Unit |
| GBP | - | British pound sterling |
| USD | - | U.S. dollar |

---

**Legend**

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

(b) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $547,636 or 0.0% of net assets.

(c) Level 3 security

(d) 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 $509,294,038 or 19.9% of net assets.

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

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

(g) 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.

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

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

(j) 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 $1,477,016.

(k) Security or a portion of the security was pledged to cover margin requirements for centrally cleared OTC swaps. At period end, the value of securities pledged amounted to $110,087.

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

(m) Non-income producing

(n) 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.

(o) The coupon rate will be determined upon settlement of the loan after period end.

(p) 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 $402,538 and $365,961, respectively.

(q) 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.

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Mesquite Energy, Inc. 15% 7/15/23 | 7/10/20 - 1/19/22 | 28125 |
| Mesquite Energy, Inc. 15% 7/15/23 | 11/05/20 - 1/15/22 | 48466 |

---

**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 ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | - | 623882494 | 354257759 | 1747241 | - | - | 269624735 | 0.6% |
| Total | - | 623882494 | 354257759 | 1747241 | - | - | 269624735 |  |

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

**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 Funds 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 ($) |
| Fidelity Investments Money Market Government Portfolio Class I 3.56% | 137284236 | 221822 | 137506058 | 38903 | - | - | - |
|  | 137284236 | 221822 | 137506058 | 38903 | - | - | - |

---

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.Corporate Bonds, U.S. Treasury Obligations, Municipal Securities, Foreign Government and Government Agency Obligations, Supranational Obligations, Bank Loan Obligations, Bank Notes and Preferred Securities 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.U.S. Government Agency - Mortgage Securities, Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial 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.

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.

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.

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.

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 OTC 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 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 OTC 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 Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

- **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:** Fidelity Total Bond ETF

- **b. EDGAR series identifier (if any):** S000042567

- **c. LEI of Series:** 549300VK0I6RC7ZFUM07

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3097427953.22

**Total Liabilities:** $554891639.75

**Net Assets:** $2542536313.47

**Delayed Delivery Securities:** $363763124.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29732.05490566 | **1-Year:** 149859.87779563 | **5-Year:** 422481.70294313 | **10-Year:** 394999.58761016 | **30-Year:** 338763.54755428

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

- **3-Month:** 18838.26376999 | **1-Year:** 59553.97797550 | **5-Year:** 88623.23890915 | **10-Year:** 21817.25234906 | **30-Year:** 2065.79057588

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131659 | -4.41%               | -0.77%               | 3.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28655085.67            | $-79465660.94                              |
| Month 2  | $-5076445.57             | $-19910956.19                              |
| Month 3  | $-5401678.60             | $83969949.06                               |

**Designated Index Information**

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

- **Index Identifier:** 19807815

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RADIATE HOLDCO LLC / RADIATE FIN INC                                            | RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $515413.50    | 0.02%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS LTD                                                     | 1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $978312.50    | 0.04%             | 2023-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                             | NIGERIA REPUBLIC 7.625% 11/21/2025 144A                                                           | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    235000 | PA      | $216200.00    | 0.01%             | 2025-11-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/51#BT1461                                                                         | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30191 | PA      | $25014.72     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                       | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                  | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    350000 | PA      | $233625.00    | 0.01%             | 2049-03-01      | Fixed         | 0.09%                 | 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        |    193748 | PA      | $181450.60    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                             | GSCOFI SWAP CY451600 12/16/72 B                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    820000 | NC      | $11218.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#CB3508                                                                    | CUSIP: 3140QN3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1267953 | PA      | $1214307.99   | 0.05%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                        | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                        | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    265000 | PA      | $108679.15    | 0.00%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK OF IRELAND (UNGTD) 1.375%/VAR 08/11/2031 REGS                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |    550000 | PA      | $481503.52    | 0.02%             | 2031-08-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023                                                     | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5303000 | PA      | $5283909.20   | 0.21%             | 2023-02-23      | 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 4.248% 07/05/2033 144A                                 | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $359560.82    | 0.01%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                              | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $215000.00    | 0.01%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/48#BJ8805                                                                         | CUSIP: 3140HAYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6176 | PA      | $5965.76      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                 | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                            | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2632098 | PA      | $2052421.09   | 0.08%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                           | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1344000 | PA      | $1154878.93   | 0.05%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                    | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $342397.85    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4.5% 04/01/2025                                                                  | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2787000 | PA      | $2642572.14   | 0.10%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                           | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3265589 | PA      | $863748.29    | 0.03%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP HOLDINGS INC                                             | PACTIV EVERGREEN TERM B 1LN 09/24/2028                                                            | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1240602 | PA      | $1221024.82   | 0.05%             | 2028-09-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2044#AV6611                                                                  | CUSIP: 3138XJKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27367 | PA      | $27371.57     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 04/20/2043#AD9075                                                                    | CUSIP: 36180NCL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12244 | PA      | $11558.96     | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                        | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3895937.52   | 0.15%             | 2027-06-30      | 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        |     18767 | PA      | $17926.81     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                  | ALLIANT HOLDINGS TERM B4 1LN 11/12/2027                                                           | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    992481 | PA      | $962091.42    | 0.04%             | 2027-11-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                                                    | HARBOR FREIGHT TOOLS TERM B 1LN 10/19/2027                                                        | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    387405 | PA      | $367147.64    | 0.01%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                             | GRAY TELEVISION TERM D 1LN 12/01/2028                                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    213338 | PA      | $207355.64    | 0.01%             | 2028-12-01      | Variable      | 0.07%                 | 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        |    174778 | PA      | $169494.52    | 0.01%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                             | GSCOFI SWAP CY451600 12/16/72 B                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   1720000 | NC      | $23530.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2047#BD7060                                                                    | CUSIP: 3140FEZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37147 | PA      | $35880.24     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | 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        |    496000 | PA      | $458703.28    | 0.02%             | 2032-11-05      | 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        |    370000 | PA      | $335782.40    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                   | VALVOLINE INC 4.25% 02/15/2030 144A                                                               | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82612.26     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $260000.00    | 0.01%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDINGS LLC                                                   | ANGUS CHEMICAL TERM 2LN 11/24/2028                                                                | CUSIP: 04317JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $99366.30     | 0.00%             | 2028-11-24      | Variable      | 0.12%                 | 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        |    247225 | PA      | $201924.85    | 0.01%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                           | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                     | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $228484.38    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | VICI PROPERTIES LP / VICI NOTE CO INC 3.5% 02/15/2025 144A                                        | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $145881.68    | 0.01%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORP                                          | UNITED SITE SERVICES TERM B 1LN 12/17/2028                                                        | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297750 | PA      | $240185.99    | 0.01%             | 2028-12-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.5% 05/02/2043                                                                  | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    289000 | PA      | $218066.43    | 0.01%             | 2043-05-02      | Fixed         | 0.04%                 | No            |                  2 | 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        |    361958 | PA      | $298770.37    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                | ARCLIN TERM DD 1LN 09/30/2028                                                                     | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40220 | PA      | $35888.66     | 0.00%             | 2028-09-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                             | MKS INSTRUMENTS TERM B 1LN 08/17/2029                                                             | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    390000 | PA      | $379926.30    | 0.01%             | 2029-08-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT and FIRST TRANSIT TERM B 1LN 07/21/2028                                             | CUSIP: 33718FAE0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    294545 | PA      | $282763.63    | 0.01%             | 2028-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34510000 | PA      | $31317825.00  | 1.23%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                   | CORECIVIC INC 8.25% 04/15/2026                                                                    | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1031764.03   | 0.04%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | MESQUITE ENERGY INC CONV 15% 07/15/2023                                                           | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     30322 | PA      | $200580.03    | 0.01%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                      | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1246000 | PA      | $1217277.73   | 0.05%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/45#AZ1207                                                                         | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8283 | PA      | $8036.83      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 4.279% 03/15/2032 144A                                                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2066463.93   | 0.08%             | 2032-03-15      | Fixed         | 0.04%                 | 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        |    253373 | PA      | $251830.90    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                     | AUST 10Y BOND FUT DEC22 XMZ2                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         5 | NC      | $14309.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                                         | EQUATE PETROCHEMICAL BV 4.25% 11/03/2026 144A                                                     | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $66360.00     | 0.00%             | 2026-11-03      | Fixed         | 0.04%                 | 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        |    818000 | PA      | $801617.65    | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                      | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1063100.50   | 0.04%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/01/2052 #TBA                                                                        | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -21950000 | PA      | $-18637914.02 | -0.73%            | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9557                                                                  | CUSIP: 36184HTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3798 | PA      | $3511.63      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 3.85% 06/22/2040                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    359000 | PA      | $247292.80    | 0.01%             | 2040-06-22      | Fixed         | 0.04%                 | 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        |   3988000 | PA      | $4225724.68   | 0.17%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2029                                                                       | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62670000 | PA      | $63100856.25  | 2.48%             | 2029-09-30      | Fixed         | 0.04%                 | 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        |    388482 | PA      | $353080.99    | 0.01%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 2.375% 05/12/2023                                                          | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1240000 | PA      | $1222962.36   | 0.05%             | 2023-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                      | INTELSAT TERM 1LN 02/01/2029                                                                      | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |   2644293 | PA      | $2551082.05   | 0.10%             | 2029-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-XL A 1ML+85 10/15/2036 144A                                                         | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1479124 | PA      | $1453063.34   | 0.06%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and V HOLDINGS MIDCO LLC                                                      | AVI-SPL TERM B 1LN 03/10/2027                                                                     | CUSIP: 00254JAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145833 | PA      | $141458.34    | 0.01%             | 2027-03-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                             | RED ROCK RESORTS TERM B 1LN 02/07/2027                                                            | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    992276 | PA      | $968708.98    | 0.04%             | 2027-02-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.5% 04/19/2026                                                       | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $217654.73    | 0.01%             | 2026-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 6.75% 01/17/2048 144A                                                              | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $183250.00    | 0.01%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 3.75% 03/04/2025                                                           | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    586000 | PA      | $563723.42    | 0.02%             | 2025-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                 | FLATIRON CLO LT 3ML+111 07/19/2034 144A                                                           | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2680000 | PA      | $2593955.92   | 0.10%             | 2034-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#CB4024                                                                  | CUSIP: 3140QPPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2282489 | PA      | $2248086.36   | 0.09%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                | LENOVO GROUP LTD 3.421% 11/02/2030 144A                                                           | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    300000 | PA      | $236046.00    | 0.01%             | 2030-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                            | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                       | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    620000 | PA      | $449616.25    | 0.02%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $126565.76    | 0.00%             | 2034-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 2.25%/VAR 04/04/2028 REGS                                                           | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |   1275000 | PA      | $1189105.17   | 0.05%             | 2028-04-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                  | CSMC 2019-ICE4 1ML+143 05/15/2036 144A                                                            | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $124448.63    | 0.00%             | 2036-05-15      | Variable      | 0.05%                 | 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        |   1812082 | PA      | $1495742.69   | 0.06%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                      | HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A                                                 | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $496409.95    | 0.02%             | 2026-02-15      | Fixed         | 0.06%                 | 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        |    176956 | PA      | $171581.32    | 0.01%             | 2033-11-01      | Fixed         | 0.04%                 | 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        |    343000 | PA      | $245020.31    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2052#                                                                        | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435319 | PA      | $401531.96    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/42#Q10245                                                                       | CUSIP: 3132HLHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62740 | PA      | $58942.58     | 0.00%             | 2042-08-01      | 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        |   1870000 | PA      | $1189787.50   | 0.05%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                       | STILLWATER MINING COMPANY 4% 11/16/2026 144A                                                      | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217437.50    | 0.01%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.431/VAR 01/23/2030                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2580960.40   | 0.10%             | 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        |    480248 | PA      | $415910.47    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2045#AZ2719                                                                    | CUSIP: 3138YUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110503 | PA      | $107424.54    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                        | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                               | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |    200000 | PA      | $174154.40    | 0.01%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                     | CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036                                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $147284.30    | 0.01%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                   | FRESNILLO PLC 4.25% 10/02/2050 144A                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $150600.00    | 0.01%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025                                                 | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3616438.63   | 0.14%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                              | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A                             | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1884930.78   | 0.07%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                               | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                          | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    425000 | PA      | $378064.06    | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2051#SD8179                                                                    | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7686188 | PA      | $6831520.84   | 0.27%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                      | BETHP 2021 3ML+113 01/15/2035 144A                                                                | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1493000 | PA      | $1443593.64   | 0.06%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                        | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $172500.00    | 0.01%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 9/39 #004540                                                                        | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8689 | PA      | $8631.36      | 0.00%             | 2039-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.737%/VAR 04/24/2024                                                              | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    407000 | PA      | $404189.48    | 0.02%             | 2024-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                              | ARES XXXIV CLO LTD 3ML+125 04/17/2033 144A                                                        | CUSIP: 04015GAP4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    369000 | PA      | $358817.45    | 0.01%             | 2033-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                     | AUTOSTRADE PER LITALIA SPA 2.25% 01/25/2032 REGS                                                  | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    155000 | PA      | $126663.39    | 0.00%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 5.375% 03/08/2027 144A                                                             | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    500000 | PA      | $486875.00    | 0.02%             | 2027-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#CA2432                                                                  | CUSIP: 3140Q9V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207079 | PA      | $1199447.54   | 0.05%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                           | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     90000 | PA      | $63381.60     | 0.00%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                     | CUSIP: 80413TAW9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    190000 | PA      | $136004.38    | 0.01%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                    | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                           | CUSIP: 00076VAZ3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1444509.68   | 0.06%             | 2028-12-21      | Variable      | 0.07%                 | 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        |   1900000 | PA      | $1665740.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.8% 03/22/2030                                                                    | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1713399.04   | 0.07%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                              | TELECOM ITALIA SPA 5.303% 05/30/2024 144A                                                         | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    210000 | PA      | $203385.00    | 0.01%             | 2024-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2282                                                                  | CUSIP: 36183XRB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4720 | PA      | $4364.64      | 0.00%             | 2045-03-15      | 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        |     76000 | PA      | $65521.91     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2029                                                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79882.09     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                    | AUTHENTIC BRANDS TERM B 2LN 12/20/2029                                                            | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1000000 | PA      | $920000.00    | 0.04%             | 2029-12-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/45#AY8126                                                                         | CUSIP: 3138YNA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5854 | PA      | $5688.70      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1192415.58   | 0.05%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    143000 | PA      | $131685.94    | 0.01%             | 2039-01-25      | Fixed         | 0.05%                 | 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        |    240000 | NC      | $3283.34      | 0.00%             |  |  |  | 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        |    190636 | PA      | $187334.27    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | 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        |   1033471 | PA      | $871743.46    | 0.03%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                      | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301716.07    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |    406000 | PA      | $372934.85    | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $305365.82    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                       | GAINWELL TERM B 1LN 10/01/2027                                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    664924 | PA      | $647636.22    | 0.03%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                            | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |    200000 | PA      | $139000.00    | 0.01%             |  |  |  | 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        |     55680 | PA      | $52385.11     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                              | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.75% 04/01/2033 144A                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1811525.10   | 0.07%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVERNMENT 7.75% 09/01/2029 144A                                                          | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $23487.50     | 0.00%             | 2029-09-01      | Fixed         | 0.08%                 | 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        |      5958 | PA      | $5756.32      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                       | PIKE CORP 5.5% 09/01/2028 144A                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1353410.10   | 0.05%             | 2028-09-01      | Fixed         | 0.06%                 | 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        |   1712508 | PA      | $1554623.42   | 0.06%             | 2051-09-20      | Fixed         | 0.03%                 | 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        |    215000 | PA      | $181341.75    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 1.95% 02/15/2028 144A                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287369.70    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | 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        |    381000 | PA      | $368750.85    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                  | STERICYCLE INC 3.875% 01/15/2029 144A                                                             | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304500.00    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |   1344458 | PA      | $1114373.97   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                    | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13125.49     | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $351550.00    | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE CORDOBA                                                                | PROVINCE CORDOBA STEP 12/10/2025 144A                                                             | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | CORP              | AR        |    400000 | PA      | $317000.00    | 0.01%             | 2025-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2047#Q48095                                                                  | CUSIP: 3132WM7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21778 | PA      | $21658.89     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                            | DAVE and BUSTER'S TERM B 1LN 06/29/2029                                                           | CUSIP: 23833EAV6<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    139650 | PA      | $138358.24    | 0.01%             | 2029-06-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS                                                       | CATALENT PHARMA SOLUTIONS 3.5% 04/01/2030 144A                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $529750.00    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A                                                   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $199682.75    | 0.01%             | 2029-01-12      | Variable      | 0.04%                 | 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        |   2826673 | PA      | $2700014.36   | 0.11%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STG LOGISTICS INC                                                               | STG LOGISTICS TERM 1LN 03/24/2028                                                                 | CUSIP: 75620FAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134325 | PA      | $126937.13    | 0.00%             | 2028-03-24      | Variable      | 0.10%                 | 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        |    405000 | PA      | $345525.35    | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/47#MA4901                                                                           | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33446 | PA      | $32351.81     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                             | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 1% 08/12/2027 REGS                                            | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |    470000 | PA      | $328817.65    | 0.01%             | 2027-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.5% 07/01/2027                                                                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    269000 | PA      | $257315.20    | 0.01%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183852.00    | 0.01%             | 2028-02-01      | 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        |    300000 | PA      | $223181.25    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025                                                     | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77979.19     | 0.00%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -3200000 | PA      | $-3236499.84  | -0.13%            | 2052-12-01      | Fixed         | 0.06%                 | 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        |    335509 | PA      | $299250.33    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.625% 09/15/2027 144A                                                      | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842500.00    | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AZZ INC                                                                         | AZZ TERM B 1LN 05/13/2029                                                                         | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    208990 | PA      | $208077.08    | 0.01%             | 2029-05-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                            | WR GRACE HOLDING LLC 5.625% 10/01/2024 144A                                                       | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97756.00     | 0.00%             | 2024-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                            | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $164889.38    | 0.01%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2295                                                                  | CUSIP: 36183XRQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1684 | PA      | $1557.27      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: EUR/USD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3674.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 3.625% 05/01/2029 144A                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332000.00    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#BC4760                                                                  | CUSIP: 3140F0JE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30392 | PA      | $28567.68     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                    | ADTALEM GLOBAL EDUCATION TERM B 1LN 08/12/2028                                                    | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    345923 | PA      | $341166.76    | 0.01%             | 2028-08-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                               | US RENAL CARE INC 10.625% 07/15/2027 144A                                                         | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $85602.39     | 0.00%             | 2027-07-15      | Fixed         | 0.11%                 | 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        |    139318 | PA      | $123696.05    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019 1ML+145 10/15/2036 144A                                                             | CUSIP: 056054AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244400 | PA      | $1198902.00   | 0.05%             | 2036-10-15      | Variable      | 0.05%                 | 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        |   1593926 | PA      | $1525982.22   | 0.06%             | 2038-06-15      | Variable      | 0.05%                 | 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        |   1000000 | PA      | $770625.00    | 0.03%             | 2030-02-15      | Fixed         | 0.07%                 | 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        |    314923 | PA      | $283349.56    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 04/43#AB9891                                                                         | CUSIP: 36178W7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4944 | PA      | $4667.38      | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVT VAR 08/01/2041 144A                                                                  | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $29362.50     | 0.00%             | 2041-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.85% 11/15/2035                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51547.03     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD TR 2020 -OBRK                                                              | BFLD TR 2020 - OBRK A 1ML+225 11/15/2022 144A                                                     | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $691319.54    | 0.03%             | 2028-11-15      | Variable      | 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        |     20000 | PA      | $18902.84     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.125% 12/15/2026                                                           | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $405370.28    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                           | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+172.21 10/15/2036 144A                                  | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1268787.12   | 0.05%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                         | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $1972773.30   | 0.08%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XPO LOGISTICS INC                                                               | XPO LOGISTICS INC 6.25% 05/01/2025 144A                                                           | CUSIP: 983793AH3<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72732.77     | 0.00%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                    | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    400000 | PA      | $262975.00    | 0.01%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024                                                   | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591644.94    | 0.02%             | 2024-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4% 10/01/2023                                                                        | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    283000 | PA      | $279809.04    | 0.01%             | 2023-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 4.75% 09/01/2029 144A                                                               | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $505296.00    | 0.02%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                       | VOYA CLO 2020-2 LTD/LLC 3ML+116 07/19/2034 144A                                                   | CUSIP: 92918HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $931744.32    | 0.04%             | 2034-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS                                                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $249442.88    | 0.01%             | 2032-11-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                            | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $224500.00    | 0.01%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.625% 08/15/2037                                                                     | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1385596.74   | 0.05%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD                                                          | GEMS EDUCATION TERM B 1LN 07/30/2026                                                              | CUSIP: N/A<br>LEI: 213800KB2HCLUSOQ2G49       | Long             | LON              | CORP              | KY        |    194026 | PA      | $190832.55    | 0.01%             | 2026-07-30      | Variable      | 0.09%                 | 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        |    271000 | PA      | $250647.64    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 3.05% 06/05/2023                                                                    | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1788738.23   | 0.07%             | 2023-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2046#MA3939                                                                    | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3534 | PA      | $3553.88      | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 6.5% 07/15/2027                                                    | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201086.00    | 0.01%             | 2027-07-15      | Fixed         | 0.07%                 | 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        |    275000 | PA      | $266049.61    | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 2.25% 09/07/2023 REGS                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   1064000 | PA      | $1270714.41   | 0.05%             | 2023-09-07      | Fixed         | 0.02%                 | 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        |    490000 | PA      | $424284.73    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV                                                         | FLUTTER ENTERTAINMENT TERM B 1LN 07/16/2026                                                       | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |    992481 | PA      | $978973.51    | 0.04%             | 2026-07-16      | Variable      | 0.06%                 | 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        |   1160000 | PA      | $1081207.00   | 0.04%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2051#BR9775                                                                    | CUSIP: 3140L82H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2118736 | PA      | $1889432.63   | 0.07%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                             | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                        | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292380.63    | 0.01%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026                                                     | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $340027.80    | 0.01%             | 2026-08-01      | Fixed         | 0.05%                 | 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        |     20549 | PA      | $17629.53     | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/45#AS5764                                                                       | CUSIP: 3138WFMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310953 | PA      | $292673.16    | 0.01%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2052#CB3852                                                                    | CUSIP: 3140QPH67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2753020 | PA      | $2635683.65   | 0.10%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2048#G67713                                                                    | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87702 | PA      | $85117.48     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                     | GSMS 2021-IP B 1ML+125 10/15/2036 144A                                                            | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184000 | PA      | $170165.56    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 144A                                                    | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    805000 | PA      | $732805.36    | 0.03%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2049#QA5154                                                                    | CUSIP: 31346YWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2290678 | PA      | $2057441.02   | 0.08%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JO ANN STORES LLC                                                               | JO-ANN STORES TERM B 1LN 07/07/2028                                                               | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |    168719 | PA      | $113885.04    | 0.00%             | 2028-07-07      | Variable      | 0.09%                 | 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        |    164348 | PA      | $143810.72    | 0.01%             | 2043-06-15      | Fixed         | 0.04%                 | 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        |    172000 | PA      | $150245.82    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | 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        |    180000 | PA      | $157407.98    | 0.01%             | 2045-08-15      | Fixed         | 0.06%                 | 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        |  29700000 | PA      | $21447808.67  | 0.84%             | 2052-02-15      | Fixed         | 0.02%                 | 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        |   1201678 | PA      | $1194080.27   | 0.05%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                | BYJU'S TERM B 1LN 11/24/2026                                                                      | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |    247876 | PA      | $196441.44    | 0.01%             | 2026-11-24      | Variable      | 0.11%                 | 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        |    396138 | PA      | $365021.01    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.5% 3/43 #AL3429                                                                            | CUSIP: 3138EKY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16145 | PA      | $16058.59     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2036#FS2499                                                                  | CUSIP: 3140XHX51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090792 | PA      | $1009869.98   | 0.04%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 10YR NOTE FUT (CBT)MAR23 TYH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -33 | NC      | $-29962.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 4.5% 07/01/2028 144A                                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244769.20    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                          | SIRIUS REAL ESTATE LTD 1.125% 06/22/2026 REGS                                                     | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |    100000 | PA      | $79971.57     | 0.00%             | 2026-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                               | GHANA REPUBLIC OF 8.627% 06/16/2049 144A                                                          | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    120000 | PA      | $39397.50     | 0.00%             | 2049-06-16      | Fixed         | 0.09%                 | 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        |      8420 | PA      | $7905.05      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | 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        |    588000 | PA      | $551549.88    | 0.02%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2131135.38   | 0.08%             | 2033-07-25      | Variable      | 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        |     16000 | PA      | $13620.08     | 0.00%             | 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        |     44043 | PA      | $43780.14     | 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        |    300000 | PA      | $276000.00    | 0.01%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019 IMC B 1ML+130 04/15/2034                                                            | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917000 | PA      | $1841962.49   | 0.07%             | 2034-04-15      | Variable      | 0.05%                 | 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        |   1852000 | PA      | $1727708.76   | 0.07%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                             | VOYA CLO 2019-2 LLC 3ML+127 07/20/2032 144A                                                       | CUSIP: 92917RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    679000 | PA      | $664886.99    | 0.03%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                       | SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A                                                  | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    685000 | PA      | $625062.50    | 0.02%             | 2025-11-24      | Fixed         | 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        |    145000 | PA      | $130118.34    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                            | HEATHROW FUNDING LTD 7.125% 02/14/2024 REGS                                                       | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    100000 | PA      | $120714.88    | 0.00%             | 2024-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                  | CHEVRON PHIL CHEM LLC /CHEV LP 5.125% 04/01/2025 144A                                             | CUSIP: 166754AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $991094.31    | 0.04%             | 2025-04-01      | Fixed         | 0.05%                 | 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        |     68000 | PA      | $60361.38     | 0.00%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 5.875/VAR PERP REGS                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EP               | CORP              | ES        |    200000 | PA      | $202136.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.125% 07/27/2026                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7499000 | PA      | $7033910.07   | 0.28%             | 2026-07-27      | Fixed         | 0.03%                 | 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        |    243632 | PA      | $190031.82    | 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        |    407000 | PA      | $343994.81    | 0.01%             | 2026-06-01      | Fixed         | 0.02%                 | 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        |   6606000 | PA      | $7079892.71   | 0.28%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                | THAMES WATER UTILITY FIN PLC 1.875% 01/24/2024 REGS                                               | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |    290000 | PA      | $336858.16    | 0.01%             | 2024-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2021-1                                                          | BARINGS CLO LTD 2021-1A A 3ML+102 04/25/2034 144A                                                 | CUSIP: 06762EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1547000 | PA      | $1498453.59   | 0.06%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/01/2052 #TBA                                                                        | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1400000 | PA      | $-1336208.86  | -0.05%            | 2052-12-01      | Fixed         | 0.04%                 | 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        |    154000 | PA      | $119735.00    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                     | MCAFEE TERM B 1LN 03/01/2029                                                                      | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399650 | PA      | $378920.15    | 0.01%             | 2029-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC                                                             | ZIPLY FIBER TERM B 1LN 04/30/2027                                                                 | CUSIP: 66743UAE6<br>LEI: 254900LE3FBC16P2QY79 | Long             | LON              | CORP              | US        |   1240554 | PA      | $1208920.03   | 0.05%             | 2027-04-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                            | HEATHROW FUNDING LTD 2.625% 03/16/2028 REGS                                                       | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    450000 | PA      | $438749.57    | 0.02%             | 2028-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A                                               | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    800000 | PA      | $428000.00    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |    530000 | PA      | $477657.20    | 0.02%             | 2028-09-01      | 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        |   1000000 | PA      | $811200.43    | 0.03%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/33#J38270                                                                       | CUSIP: 31307VFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6560 | PA      | $6173.41      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC                                     | SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A 3ML+98 04/19/2034 144A                       | CUSIP: 87167WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1566000 | PA      | $1514835.65   | 0.06%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3% 01/15/2034                                                                    | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    125000 | PA      | $101312.50    | 0.00%             | 2034-01-15      | Fixed         | 0.03%                 | 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        |    906618 | PA      | $875343.08    | 0.03%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCELERATED HEALTH SYSTEMS LLC                                                  | ATHLETICO PHYSICAL THERAPY TERM B 1LN 02/02/2029                                                  | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |    194512 | PA      | $164265.81    | 0.01%             | 2029-02-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 6.875% 01/29/2026 144A                                                         | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     70000 | PA      | $70735.00     | 0.00%             | 2026-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                      | CHARTER COMMUNICATIONS TERM B2 1LN 02/01/2027                                                     | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    992327 | PA      | $966636.01    | 0.04%             | 2027-02-01      | Variable      | 0.06%                 | 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        |   1145000 | PA      | $1016084.45   | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                            | SRS DISTRIBUTION TERM B 1LN 06/04/2028                                                            | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   1488693 | PA      | $1427284.87   | 0.06%             | 2028-06-04      | Variable      | 0.07%                 | 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        |    851908 | PA      | $705051.70    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |    185000 | PA      | $154197.50    | 0.01%             | 2034-02-12      | 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        |   1270802 | PA      | $1138182.88   | 0.04%             | 2061-02-25      | Fixed         | 0.03%                 | 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        |    944460 | PA      | $851646.08    | 0.03%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                            | LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A                                           | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274249 | PA      | $257053.10    | 0.01%             | 2038-03-15      | 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        |      6384 | PA      | $6250.49      | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                            | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     75000 | PA      | $49818.75     | 0.00%             | 2051-02-14      | Fixed         | 0.04%                 | 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        |    766105 | PA      | $576975.11    | 0.02%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1531306.00   | 0.06%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LTD                                                         | FOUR SEASONS HOTELS TERM B 1LN 11/30/2029                                                         | CUSIP: 35100DAS5<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |     55000 | PA      | $54897.15     | 0.00%             | 2029-11-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 8/46#BC1509                                                                          | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216982 | PA      | $197296.12    | 0.01%             | 2046-08-01      | Fixed         | 0.03%                 | 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        |    400000 | PA      | $346583.20    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                    | ACRISURE TERM B 1LN 02/13/2027                                                                    | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1488550 | PA      | $1390990.09   | 0.05%             | 2027-02-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82548.66     | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 5.625% 01/17/2028 144A                                                             | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    540000 | PA      | $528525.00    | 0.02%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                              | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1786915.08   | 0.07%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A                                                 | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $733042.80    | 0.03%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                             | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                         | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |    300000 | PA      | $267150.00    | 0.01%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERTICAL US NEWCO INC                                                           | VERTICAL US NEWCO INC 5.25% 07/15/2027 144A                                                       | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    885000 | PA      | $803155.20    | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                 | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                            | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $230250.00    | 0.01%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-32A A1                                                                | SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A                                                       | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2242000 | PA      | $2180084.93   | 0.09%             | 2035-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                  | BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024                                                    | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1380038.58   | 0.05%             | 2024-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BC0960                                                                    | CUSIP: 3140EVB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20019 | PA      | $19386.70     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US ULTRA BOND CBT FUT MAR23 WNH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        24 | NC      | $53759.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEL Energy VI Sarl                                                              | FEL Energy VI Sarl 5.75% 12/01/2040 144A                                                          | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    188378 | PA      | $153527.81    | 0.01%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                 | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                            | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     85000 | PA      | $64297.19     | 0.00%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PPTYS TR 4.375% 02/15/2030                                                                | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    385000 | PA      | $270146.80    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | 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        |   1165000 | PA      | $1091275.07   | 0.04%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 3.75% 03/24/2025                                                                      | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    822000 | PA      | $800987.67    | 0.03%             | 2025-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/48#ZA5379                                                                         | CUSIP: 31329N6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233216 | PA      | $225262.45    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                                      | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                                 | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    460000 | PA      | $470177.50    | 0.02%             | 2026-03-24      | Fixed         | 0.07%                 | 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        |    666000 | PA      | $647979.29    | 0.03%             | 2030-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | GSCM ITXEX538 PAY 525 01/18/23                                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |   2550000 | NC      | $18728.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2277                                                                  | CUSIP: 36183XQ60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2006 | PA      | $1854.53      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 2.5% 04/01/2031                                                                 | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $907368.21    | 0.04%             | 2031-04-01      | Fixed         | 0.03%                 | 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        |   1012000 | PA      | $723794.49    | 0.03%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP CONV 2.375% 03/15/2024                                                          | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356989.48    | 0.01%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.45% 06/15/2023                                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80046.84     | 0.00%             | 2023-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKLAND PARK CLO LTD                                                           | ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A                                                     | CUSIP: 773663AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1839000 | PA      | $1790170.87   | 0.07%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/01/2052 #TBA                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5150000 | PA      | $-4777730.71  | -0.19%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-MEAD                                               | MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A                                           | CUSIP: 61771LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076000 | PA      | $998736.42    | 0.04%             | 2036-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 4.00% 1/41 #A96413                                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54583 | PA      | $52843.61     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.125% 12/20/2023 REGS                                                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    280000 | PA      | $326974.68    | 0.01%             | 2023-12-20      | Fixed         | 0.02%                 | 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        |     79480 | PA      | $65154.71     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $483178.20    | 0.02%             | 2033-08-11      | Variable      | 0.05%                 | 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        |    390000 | PA      | $388425.27    | 0.02%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                 | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2197000 | PA      | $1993362.20   | 0.08%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2018-IND                                                                  | BX TR 2018-EXCL 1ML+262.5 7/19 144A                                                               | CUSIP: 12433WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99400 | PA      | $85802.90     | 0.00%             | 2037-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 03/15/2045#AL2575                                                                    | CUSIP: 36183X2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4064 | PA      | $3758.11      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LVIII CLO LLC                                                              | ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A                                                    | CUSIP: 04018AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2223000 | PA      | $2131296.80   | 0.08%             | 2035-01-15      | Variable      | 0.05%                 | 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        |     60215 | PA      | $57520.81     | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                             | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                          | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    225000 | PA      | $97987.50     | 0.00%             | 2035-07-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                           | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    200000 | PA      | $185500.00    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024                                                          | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1975938.48   | 0.08%             | 2024-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2048#Q55484                                                                  | CUSIP: 3132XYCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88111 | PA      | $82181.69     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | 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        |   1026000 | PA      | $871599.65    | 0.03%             | 2030-01-15      | Fixed         | 0.03%                 | 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        |    532000 | PA      | $463501.10    | 0.02%             | 2044-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#BO8254                                                                    | CUSIP: 3140K4E48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855233 | PA      | $768153.22    | 0.03%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.25% 12/01/2026                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $63991.75     | 0.00%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 4% 02/01/2025                                                                        | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    182000 | PA      | $177029.46    | 0.01%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#AZ7335                                                                    | CUSIP: 3140E0EH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43435 | PA      | $42102.57     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                      | CAMB COML MTG TR 2019-LIFE A 1ML+107 12/15/2037 144A                                              | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $685070.54    | 0.03%             | 2037-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION TERM B 1LN 03/24/2026                                                                   | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1488693 | PA      | $1460780.48   | 0.06%             | 2026-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                             | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                          | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    400000 | PA      | $242200.00    | 0.01%             | 2030-07-31      | 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        |    430000 | NC      | $5882.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                                | RED VENTURES TERM B 1LN 11/08/2024                                                                | CUSIP: 75703UAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443824 | PA      | $438830.78    | 0.02%             | 2024-11-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#AL9846                                                                  | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443250 | PA      | $443044.64    | 0.02%             | 2047-02-01      | 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 3ML+113 10/25/2034 144A                             | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    921000 | PA      | $888273.19    | 0.03%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | DISCOVER BANK 4.682%/VAR 08/09/2028                                                               | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1685516.74   | 0.07%             | 2028-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                 | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                            | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $212500.00    | 0.01%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                           | CUSHMAN and WAKEFIELD TERM B 1LN 08/21/2025                                                       | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    877661 | PA      | $855095.88    | 0.03%             | 2025-08-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                                            | SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A                                               | CUSIP: 87166RDE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244182.75    | 0.01%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | GARTNER INC 3.75% 10/01/2030 144A                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155700.00    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050                                                     | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1277820.61   | 0.05%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2040#A95150                                                                    | CUSIP: 312943WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55696 | PA      | $53909.88     | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                       | TEGNA INC 4.75% 03/15/2026 144A                                                                   | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586467.11    | 0.02%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#CB2842                                                                    | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300575 | PA      | $2722322.98   | 0.11%             | 2052-02-01      | Fixed         | 0.02%                 | 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        |   8323000 | PA      | $7866636.68   | 0.31%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2049#SD0114                                                                  | CUSIP: 3132DMDT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586874 | PA      | $548202.00    | 0.02%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039                                                         | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85050.00     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | IL ST 4.95% 06/01/23                                                                              | CUSIP: 452151LE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    261818 | PA      | $261737.51    | 0.01%             | 2023-06-01      | Fixed         | 0.05%                 | 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        |    174000 | PA      | $178482.97    | 0.01%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.125% 10/01/2028 144A                                                      | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $2636910.00   | 0.10%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                 | MADISON PK FDG XLV LLC 2020-45A AR 3ML+112 07/15/2034 144A                                        | CUSIP: 55820BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1689000 | PA      | $1645238.01   | 0.06%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 7.375% 11/01/2031                                                                     | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $314281.38    | 0.01%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TERM B 1LN 04/04/2025                                                                        | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |    446503 | PA      | $445386.34    | 0.02%             | 2025-04-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC                                               | LLOYDS BANK CORPORATE MARKETS PLC 1.75% 07/11/2024 REGS                                           | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $343416.70    | 0.01%             | 2024-07-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                     | SPRINT CORP 7.875% 09/15/2023                                                                     | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    519000 | PA      | $530231.16    | 0.02%             | 2023-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                           | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3777.15      | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 14-CCRE18 MTG TR                                                           | COMM 14-CCRE18 MTG TR 3.828% 07/15/2047                                                           | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $207821.24    | 0.01%             | 2047-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVICES HOLDINGS LLC                                        | AMENTUM TERM B 1LN 02/16/2029                                                                     | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    673312 | PA      | $661953.71    | 0.03%             | 2029-02-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                     | NATIONWIDE BUILDING SOC(UNGTD) 6.178%/VAR 12/07/2027 REGS                                         | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $362648.88    | 0.01%             | 2027-12-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                             | ASCEND LEARNING TERM B 1LN 12/10/2028                                                             | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    992500 | PA      | $937634.61    | 0.04%             | 2028-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                         | FIRST STUDENT and FIRST TRANSIT TERM C 1LN 07/21/2028                                             | CUSIP: 33718FAF7<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     20455 | PA      | $19636.37     | 0.00%             | 2028-07-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                             | MAGNETITE XXIII LTD 3ML+113 01/25/2035 144A                                                       | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1233623.70   | 0.05%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                         | SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A                                               | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     60000 | PA      | $18306.60     | 0.00%             | 2027-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                           | MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A                                                      | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $157000.00    | 0.01%             | 2029-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/48#BK4838                                                                         | CUSIP: 3140HJLU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4485 | PA      | $4331.62      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                        | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                   | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335473 | PA      | $283481.44    | 0.01%             | 2046-01-15      | 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        |    400000 | PA      | $317581.28    | 0.01%             | 2032-02-12      | Fixed         | 0.03%                 | 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        |    216480 | PA      | $203052.36    | 0.01%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211858.47    | 0.01%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#CA2797                                                                  | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575526 | PA      | $572786.00    | 0.02%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 05/20/2041#783578                                                                    | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3068 | PA      | $3049.85      | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | 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        |     41103 | PA      | $34056.01     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $549750.00    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1713027.85   | 0.07%             | 2027-12-01      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $177560.00    | 0.01%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                           | LCH OIS SOFRV2.5% MAC 12/21/29                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | GB        |    337000 | NC      | $-3094.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDINGS LLC                                                   | ANGUS CHEMICAL TERM 1LN 11/04/2027                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $117500.00    | 0.00%             | 2027-11-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-MEAD                                               | MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A                                        | CUSIP: 61771LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149000 | PA      | $129747.04    | 0.01%             | 2036-11-10      | Variable      | 0.03%                 | 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        |   3728000 | PA      | $2928758.07   | 0.12%             | 2033-12-01      | 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        |    369633 | PA      | $305682.48    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |   1793000 | PA      | $1698401.57   | 0.07%             | 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        |   2180000 | PA      | $2023349.95   | 0.08%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                   | VALVOLINE INC 3.625% 06/15/2031 144A                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $570500.00    | 0.02%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG 2.75% 05/24/2030 REGS                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |    210000 | PA      | $204954.22    | 0.01%             | 2030-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                          | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 4% 08/11/2041 144A                                         | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $232368.75    | 0.01%             | 2041-08-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $3875848.00   | 0.15%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.25% 01/15/2023                                                                   | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148305.40    | 0.01%             | 2023-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023                                                        | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1339316.36   | 0.05%             | 2023-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.017% 06/26/2024 144A                                                        | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $192576.72    | 0.01%             | 2024-06-26      | 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        |    385000 | PA      | $436179.98    | 0.02%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC                             | NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A                        | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1015200.00   | 0.04%             | 2028-06-01      | Fixed         | 0.11%                 | 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        |   1250000 | PA      | $1147961.24   | 0.05%             | 2026-06-09      | Variable      | 0.02%                 | 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        |    610000 | PA      | $538038.26    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE DEC22 OEZ2                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $-2524.39     | -0.00%            |  |  |  | No            |                  1 | 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        |   1526765 | PA      | $1450211.28   | 0.06%             | 2038-07-15      | Variable      | 0.05%                 | 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        |     96508 | PA      | $86832.11     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2015-3BP MTG TR                                                            | COMM 2015-3BP MTG TR 3.178% 02/10/2035 144A                                                       | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $553843.50    | 0.02%             | 2035-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.375% 10/15/2028                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7057000 | PA      | $6877922.49   | 0.27%             | 2028-10-15      | Fixed         | 0.04%                 | 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        |    139710 | PA      | $139130.24    | 0.01%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1100000 | PA      | $-1007875.00  | -0.04%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS                                                                 | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $554926.68    | 0.02%             | 2039-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                            | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    193000 | PA      | $180112.25    | 0.01%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                          | ATHENAHEALTH TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2132337 | PA      | $1942558.97   | 0.08%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORPORATION                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5600 | NS      | $237496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PARENT INC/CENTRAL MERGER SUB INC                                       | CENTRAL PARENT INC/CENTRAL MERGER SUB INC 7.25% 06/15/2029 144A                                   | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $260548.54    | 0.01%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2047#BE3663                                                                  | CUSIP: 3140FPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39101 | PA      | $38850.58     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 144A                                                    | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    218000 | PA      | $178482.74    | 0.01%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 03/20/2043#AD8884                                                                    | CUSIP: 36180M2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12051 | PA      | $11376.44     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                   | MTN MAURITIUS INVSTMENTS 4.755% 11/11/2024 144A                                                   | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    225000 | PA      | $218432.81    | 0.01%             | 2024-11-11      | Fixed         | 0.05%                 | 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        |   1241000 | PA      | $1085784.75   | 0.04%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 7.5% 03/15/2027                                                                     | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125312.50    | 0.00%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                              | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                          | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $252618.75    | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                             | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                           | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     85000 | PA      | $59075.00     | 0.00%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.125% 01/15/2029 144A                                                           | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    515000 | PA      | $405562.50    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6241                                                                    | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936940 | PA      | $773961.63    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSUNION LLC                                                                  | TRANSUNION TERM B-5 1LN 11/16/2026                                                                | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    991287 | PA      | $963848.04    | 0.04%             | 2026-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3% 11/19/2024                                                                          | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    564000 | PA      | $539661.33    | 0.02%             | 2024-11-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV.                                                          | GRUPO BIMBO SAB DE CV 5.95%/VAR PERP 144A                                                         | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | EP               | CORP              | MX        |    155000 | PA      | $153062.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3352000 | PA      | $3046658.34   | 0.12%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FINANCING 2 LTD                                                      | NBK TIER 1 FINANCING 2 LTD 4.5/VAR PERP 144A                                                      | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | EP               | CORP              | AE        |    400000 | PA      | $362620.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 4.25% 03/13/2025                                                               | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $466250.00    | 0.02%             | 2025-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                            | LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A                                                       | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3945642 | PA      | $3792240.35   | 0.15%             | 2038-03-15      | Variable      | 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        |    955000 | PA      | $650355.00    | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2112059.26   | 0.08%             | 2063-04-01      | 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        |    501000 | PA      | $470676.32    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                           | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B 1ML+92.21 10/15/2036 144A                                 | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $287351.99    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                 | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $176600.00    | 0.01%             | 2043-01-30      | 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        |     85000 | PA      | $70975.00     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                           | CELLNEX FINANCE CO SA 1% 09/15/2027 REGS                                                          | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $352502.00    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | 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        |    259855 | PA      | $231244.40    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                                | BARBADOS GOVT OF 6.5% 10/01/2029 144A                                                             | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    175000 | PA      | $162126.56    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | 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        |    682177 | PA      | $567137.90    | 0.02%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM B 1LN 06/02/2028                                                                      | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    992481 | PA      | $904706.16    | 0.04%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026                                                  | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1145165.60   | 0.05%             | 2026-03-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2051#CB1549                                                                  | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554079 | PA      | $477426.53    | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | 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        |   1250000 | PA      | $1043409.62   | 0.04%             |  |  |  | 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        |    163608 | PA      | $159991.46    | 0.01%             | 2045-06-20      | Fixed         | 0.04%                 | 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        |    770000 | PA      | $732670.40    | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                             | VIRGIN MONEY UK PLC 5.125/VAR 12/11/2030 REGS                                                     | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $166858.18    | 0.01%             | 2030-12-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 3.375% 10/01/2028 144A                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $584480.00    | 0.02%             | 2028-10-01      | Fixed         | 0.03%                 | 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        |    590000 | PA      | $592242.00    | 0.02%             | 2027-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 11.625% 08/15/2027 144A                                               | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     60000 | PA      | $61050.00     | 0.00%             | 2027-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 12/01/2052 #TBA                                                                      | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -66350000 | PA      | $-54568728.13 | -2.15%            | 2052-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9282                                                                  | CUSIP: 36184HJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12290 | PA      | $11364.66     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                         | USI TERM 1LN 12/02/2026                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1488539 | PA      | $1462757.70   | 0.06%             | 2026-12-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/48#BK1867                                                                         | CUSIP: 3140HFCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4003 | PA      | $3867.94      | 0.00%             | 2048-03-01      | 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        |   1295000 | PA      | $1196827.22   | 0.05%             | 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        |   1993000 | PA      | $1690917.16   | 0.07%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 05/15/2027 144A                                                                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    530000 | PA      | $506101.89    | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | 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        |    320744 | PA      | $293979.71    | 0.01%             | 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        |    600000 | PA      | $513750.00    | 0.02%             | 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        |     73182 | PA      | $68943.28     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | 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        |    740000 | PA      | $714100.00    | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK 5.625% 08/23/2027                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1461830.20   | 0.06%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                        | MOOG INC 4.25% 12/15/2027 144A                                                                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $183987.50    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2052#CB4135                                                                    | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2214738 | PA      | $2208061.95   | 0.09%             | 2052-07-01      | 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        |    890000 | PA      | $777801.30    | 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        |   2182000 | PA      | $1890599.84   | 0.07%             | 2028-03-25      | 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        |    640000 | NC      | $8755.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUR SEASONS HLDGS INC                                                          | FOUR SEASONS HLDGS INC TERM B 11/30/2023                                                          | CUSIP: 35100DAR7<br>LEI: 549300KN76IMZYPMJC43 | Long             | LON              | CORP              | CA        |    977350 | PA      | $975522.44    | 0.04%             | 2023-11-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC                                               | LLOYDS BANK CORPORATE MARKETS PLC 1.5% 06/23/2023 REGS                                            | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |    290000 | PA      | $343101.77    | 0.01%             | 2023-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                 | ARES LV CLO LTD 2020-55A A1R 3ML+113 07/15/2034 144A                                              | CUSIP: 04018BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1381000 | PA      | $1342691.06   | 0.05%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 6% 01/15/2029 144A                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89796.85     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TUPY OVERSEAS SA                                                                | TUPY OVERSEAS SA 4.5% 02/16/2031 144A                                                             | CUSIP: 89990BAB6<br>LEI: 222100ZREIYU6AS2OO19 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $158975.00    | 0.01%             | 2031-02-16      | Fixed         | 0.04%                 | 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        |   4561000 | PA      | $4036103.29   | 0.16%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.8% 04/01/2027                                                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1086803.48   | 0.04%             | 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        |    602928 | PA      | $580716.02    | 0.02%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349695.59    | 0.01%             | 2047-04-01      | Fixed         | 0.06%                 | 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        |    116954 | PA      | $106442.79    | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP 5.125% 10/15/2027                                                                   | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $500037.50    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |   2667000 | PA      | $2611397.93   | 0.10%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD1572                                                                    | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395880 | PA      | $398893.16    | 0.02%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                        | GREAT OUTDOORS TERM B2 1LN 03/05/2028                                                             | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   4061835 | PA      | $3898346.48   | 0.15%             | 2028-03-05      | Variable      | 0.08%                 | 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        |    200000 | PA      | $209748.38    | 0.01%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                                                          | MAXAR TECHNOLOGIES TERM B 1LN 06/09/2029                                                          | CUSIP: N/A<br>LEI: 549300OEN2G821MIJ922       | Long             | LON              | CORP              | US        |    164588 | PA      | $158183.40    | 0.01%             | 2029-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                 | MADISON IAQ LLC 5.875% 06/30/2029 144A                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369865.00    | 0.01%             | 2029-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTUS MIDSTREAM LP                                                              | ALTUS MIDSTREAM LP 5.875% 06/15/2030 144A                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192640.55    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/48#BK2485                                                                         | CUSIP: 3140HFXP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4314 | PA      | $4166.39      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.125% 09/24/2025 144A                                                               | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $194016.57    | 0.01%             | 2025-09-24      | Fixed         | 0.04%                 | 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        |     39480 | PA      | $37447.67     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/48#Q55724                                                                       | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3611 | PA      | $3582.11      | 0.00%             | 2048-04-01      | 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        |   5255000 | PA      | $5126278.62   | 0.20%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RH                                                                              | RH TERM B2 1LN 10/20/2028                                                                         | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    470000 | PA      | $443120.70    | 0.02%             | 2028-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.2% 08/26/2024                                                       | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157757.94    | 0.01%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                                                                      | CHICAGO ILL TAXABLE PROJ C1                                                                       | CUSIP: 167486MM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $99037.11     | 0.00%             | 2035-01-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                                        | BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029                                                   | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    290000 | PA      | $264117.50    | 0.01%             | 2029-10-04      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 6% 02/15/2028 144A                                                                 | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $375076.00    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH                                  | ITAU UNIBANCO HLDG SA KY BRH 6.125/VAR PERP 144A                                                  | CUSIP: 46556UAB0<br>LEI: BZO2P8KHO2O10H5QQ663 | Long             | EP               | CORP              | KY        |    200000 | PA      | $190125.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025                                                    | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    549000 | PA      | $533926.91    | 0.02%             | 2025-01-15      | Fixed         | 0.04%                 | 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        |    881000 | PA      | $746468.42    | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#RA2457                                                                    | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313936 | PA      | $282265.43    | 0.01%             | 2050-04-01      | 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        |    519881 | PA      | $468409.15    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2041#AL7018                                                                  | CUSIP: 3138EPYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43480 | PA      | $43023.71     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | 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        |     65000 | PA      | $71175.00     | 0.00%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                       | HEALTHPEAK PROPERTIES 3.25% 07/15/2026                                                            | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55749.24     | 0.00%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/01/2052 #TBA                                                                        | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29500000 | PA      | $25048677.15  | 0.99%             | 2052-12-01      | 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        |   1100000 | PA      | $979000.00    | 0.04%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A                                                    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1802843.51   | 0.07%             | 2027-04-05      | 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        |    400000 | PA      | $325298.00    | 0.01%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                             | BOXER PARENT CO INC 7.125% 10/02/2025 144A                                                        | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132300.00    | 0.01%             | 2025-10-02      | Fixed         | 0.07%                 | 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        |    505000 | PA      | $492375.00    | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLEXERA SOFTWARE LLC                                                            | FLEXERA SOFTWARE TERM B 1LN 03/03/2028                                                            | CUSIP: 33937KAV6<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |    115000 | PA      | $110592.05    | 0.00%             | 2028-03-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A                                                    | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    263000 | PA      | $193979.78    | 0.01%             | 2032-06-01      | Variable      | 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        |  26946000 | PA      | $17720152.80  | 0.70%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HLDG B V                                                          | PLAYA HOTELS and RESORTS TERM B 1LN 11/22/2028                                                    | CUSIP: 72812NAG1<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    165000 | PA      | $159998.85    | 0.01%             | 2028-11-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                 | QATAR PETROLEUM 1.375% 09/12/2026 144A                                                            | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $353984.00    | 0.01%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AH7281                                                                  | CUSIP: 36182QCS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3196 | PA      | $2954.92      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                               | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                          | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $267712.50    | 0.01%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                               | GABONESE REPUBLIC 6.95% 06/16/2025 144A                                                           | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $195250.00    | 0.01%             | 2025-06-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.75% 02/01/2028                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131115.90    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | 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        |    800000 | PA      | $716630.90    | 0.03%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                  | EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A                                          | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355334 | PA      | $337517.49    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4% 04/15/2030                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3537533.20   | 0.14%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                             | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                      | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   1488722 | PA      | $1472911.58   | 0.06%             | 2028-08-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                                                 | OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A                                            | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    350000 | PA      | $353237.50    | 0.01%             | 2024-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                | CALIFORNIA RES CORP                                                                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1296 | NS      | $58812.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                            | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148000.00    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-IMC D 1ML+185 04/15/2034 144A                                                       | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $205234.39    | 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        |    105000 | PA      | $100694.28    | 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        |   1748841 | PA      | $1586923.51   | 0.06%             | 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        |    101883 | PA      | $99427.54     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $101668.38    | 0.00%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2048#Q55992                                                                    | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15576 | PA      | $15058.91     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | 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        |    975000 | PA      | $780539.07    | 0.03%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2046#BC0210                                                                    | CUSIP: 3140EUGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33897 | PA      | $32931.67     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                  | JOHN LEWIS PLC 6.125% 01/21/2025                                                                  | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |    835000 | PA      | $965601.06    | 0.04%             | 2025-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7304000 | PA      | $6109343.88   | 0.24%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                         | VEOLIA ENVIRONNEMENT SA 2%/VAR PERP REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EP               | CORP              | FR        |    600000 | PA      | $510414.30    | 0.02%             |  |  |  | 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        |      2939 | PA      | $2955.10      | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                       | CAST and CREW TERM B 1LN 02/07/2026                                                               | CUSIP: 14835JAN0<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    992288 | PA      | $975478.57    | 0.04%             | 2026-02-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES                                                       | PROVINCIA DE BUENOS AIRES STEP 09/01/2037 144A                                                    | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |    300000 | PA      | $95868.75     | 0.00%             | 2037-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.1% 07/15/2027                                                                | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $384265.72    | 0.02%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#CB5139                                                                  | CUSIP: 3140QQV93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200307 | PA      | $3243219.16   | 0.13%             | 2052-11-01      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $190497.65    | 0.01%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.95% 09/01/2032                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1632766.29   | 0.06%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                                                  | ORGANON TERM B 1LN 06/02/2028                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    740428 | PA      | $732283.12    | 0.03%             | 2028-06-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 3.95% 06/01/2025                                                          | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170435.00    | 0.01%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVERNMENT 7.75% 09/01/2024 144A                                                          | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    290000 | PA      | $78807.50     | 0.00%             | 2024-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 4/35 #003700                                                                        | CUSIP: 36202EDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22450 | PA      | $22214.73     | 0.00%             | 2035-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.875% 12/01/2024                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158619.38    | 0.01%             | 2024-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                       | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                    | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1343000 | PA      | $1098406.13   | 0.04%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                         | HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A                                                        | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    225000 | PA      | $207013.50    | 0.01%             | 2025-12-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 10YR ULTRA FUT MAR23 UXYH3                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        19 | NC      | $22668.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                         | MNGT SWAP CY451600 12/16/72 B                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    630000 | NC      | $8618.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                 | ROLLS-ROYCE PLC 3.375% 06/18/2026                                                                 | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |    235000 | PA      | $241456.77    | 0.01%             | 2026-06-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE FIN INC                                            | RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $376142.00    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                         | OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029                                                  | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370000 | PA      | $340400.00    | 0.01%             | 2029-04-29      | Variable      | 0.08%                 | 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        |    561201 | PA      | $481721.83    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                            | ICON TERM B 1LN 07/03/2028                                                                        | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    880627 | PA      | $875722.38    | 0.03%             | 2028-07-03      | Variable      | 0.06%                 | 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        |    156269 | PA      | $151316.86    | 0.01%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                     | WESTINGHOUSE TERM 1LN 08/01/2025                                                                  | CUSIP: 11284EAP8<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    195000 | PA      | $193477.05    | 0.01%             | 2025-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND ENERGY TERM B 1LN 06/21/2024                                                                | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1736257 | PA      | $1527280.71   | 0.06%             | 2024-06-21      | Variable      | 0.08%                 | 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        |    400081 | PA      | $404376.19    | 0.02%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.625% 04/15/2025                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174076.56    | 0.01%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                 | BANK 2020-BNK30 2.91823% 12/15/2053                                                               | CUSIP: 06541UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5208000 | PA      | $3585229.38   | 0.14%             | 2053-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                   | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    340000 | PA      | $284750.00    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | 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        |    198153 | PA      | $161336.21    | 0.01%             | 2038-12-15      | Fixed         | 0.04%                 | 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        |  13420000 | PA      | $12237070.08  | 0.48%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/15/2032                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54222000 | PA      | $50223127.50  | 1.98%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2045#BA3565                                                                    | CUSIP: 3140E76B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22565 | PA      | $21873.35     | 0.00%             | 2045-11-01      | 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        |    875000 | PA      | $769483.75    | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                         | MNGT SWAP CY451600 12/16/72 B                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    530000 | NC      | $7250.72      | 0.00%             |  |  |  | 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        |   2033000 | PA      | $1931457.83   | 0.08%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2018-1 TR                                                                 | AASET 2018-1A A 3.844% 1/38 144A                                                                  | CUSIP: 000367AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    253767 | PA      | $153673.24    | 0.01%             | 2038-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 5.875% 12/15/2027 144A                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14667.60     | 0.00%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                    | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $422753.73    | 0.02%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/EUR settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-938.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIA OUTLETS                                                                     | VIA OUTLETS 1.75% 11/15/2028 REGS                                                                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |    290000 | PA      | $231980.31    | 0.01%             | 2028-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2944000 | PA      | $2224517.93   | 0.09%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPRIVATA INC                                                                   | IMPRIVATA TERM B 1LN 12/01/2027                                                                   | CUSIP: 45323KAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144638 | PA      | $137858.34    | 0.01%             | 2027-12-01      | Variable      | 0.08%                 | 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        |    202385 | PA      | $200659.99    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | 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        |    166000 | PA      | $129030.70    | 0.01%             | 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        |    400000 | PA      | $301575.00    | 0.01%             | 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        |     52357 | PA      | $50578.12     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                              | METALSA S A DE C V 3.75% 05/04/2031 144A                                                          | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $171182.81    | 0.01%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                     | HOLOGIC INC 4.625% 02/01/2028 144A                                                                | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478690.00    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP                            | COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP TSFR3M+170 07/24/2034 144A                   | CUSIP: 19737TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2111000 | PA      | $2025502.39   | 0.08%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471727.05    | 0.02%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GATEWAY MERGER SUB 2021 INC                                                     | ARCHKEY TERM B 1LN 06/30/2028                                                                     | CUSIP: 03957NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84573 | PA      | $79498.50     | 0.00%             | 2028-06-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                                                        | CERIDIAN TERM B 1LN 04/30/2025                                                                    | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    842638 | PA      | $822448.07    | 0.03%             | 2025-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MANCHESTER ACQUISITION SUB LLC                                                  | DRASLOVKA HOLDING TERM B 1LN 12/01/2026                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106961 | PA      | $91184.39     | 0.00%             | 2026-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3.5% 05/38#MA3360                                                                       | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184342 | PA      | $176385.39    | 0.01%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                    | INSULET TERM B 1LN 05/04/2028                                                                     | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    253892 | PA      | $249291.17    | 0.01%             | 2028-05-04      | Variable      | 0.07%                 | 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        |    220258 | PA      | $101218.09    | 0.00%             | 2039-10-16      | Fixed         | 0.04%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 7.875% PERP REGS                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EP               | CORP              | FR        |    200000 | PA      | $196920.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.638% 03/15/2025 144A                                                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    601000 | PA      | $573859.42    | 0.02%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                            | RANGE RESOURCES CORP 4.875% 05/15/2025                                                            | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387616.00    | 0.02%             | 2025-05-15      | 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        |   2175107 | PA      | $1780253.49   | 0.07%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                 | DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027                                                    | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    360000 | PA      | $364770.00    | 0.01%             | 2027-10-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4174.12      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | 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        |    342516 | PA      | $319353.52    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                 | CAMELOT FIN S A 4.5% 11/01/2026 144A                                                              | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $236930.00    | 0.01%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RUNNER BUYER INC                                                                | RUGSUSA TERM B 1LN 10/20/2028                                                                     | CUSIP: 78158EAB1<br>LEI: 254900E5ZZEMZBPZV203 | Long             | LON              | CORP              | US        |    154225 | PA      | $107957.50    | 0.00%             | 2028-10-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049                                                   | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2872858.20   | 0.11%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $350201.30    | 0.01%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                       | BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A                                                  | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    865000 | PA      | $777418.75    | 0.03%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#Q55660                                                                  | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8275 | PA      | $8209.01      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                         | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $26095.00     | 0.00%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/44#MA1997                                                                         | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3142 | PA      | $3159.69      | 0.00%             | 2044-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL PARK CLO LTD 2016                                                       | BRISTOL PARK CLO LTD 2016 3ML+99 04/15/2029 144A                                                  | CUSIP: 11014PAJ4<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |   2001834 | PA      | $1969568.05   | 0.08%             | 2029-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.375% 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    207000 | PA      | $180048.43    | 0.01%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                         | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244367.50    | 0.01%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN7590                                                                    | CUSIP: 36186QNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6705 | PA      | $6196.14      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | 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        |    713534 | PA      | $657039.41    | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                 | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $139287.50    | 0.01%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                   | ZIGGO BOND CO 5.125% 02/28/2030 144A                                                              | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    670000 | PA      | $543550.90    | 0.02%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                                              | CONGRUEX GROUP TERM B 1LN 05/03/2029                                                              | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    199500 | PA      | $193764.38    | 0.01%             | 2029-05-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-XL C 1ML+130 10/15/2036 144A                                                        | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708050 | PA      | $688668.05    | 0.03%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                           | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2118239 | PA      | $513672.96    | 0.02%             | 2035-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#FS0605                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3310966 | PA      | $2846194.34   | 0.11%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/46#MA4126                                                                           | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51663 | PA      | $47383.95     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | WI 2022-K150 A2 3.71% 11/32                                                                       | CUSIP: 3137H8U41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $565389.30    | 0.02%             | 2032-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                    | CUSIP: 80413TAF6<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    250000 | PA      | $220937.50    | 0.01%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6825926.29   | 0.27%             | 2033-09-14      | Variable      | 0.06%                 | 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        |    392000 | PA      | $322488.73    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | 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        |   1289000 | PA      | $1163487.43   | 0.05%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                  | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378945 | PA      | $325277.56    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1109000 | PA      | $981787.76    | 0.04%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS TERM B 1LN 07/06/2029                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    365000 | PA      | $361601.85    | 0.01%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.1% 03/15/2052 144A                                                                  | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    341000 | PA      | $278301.37    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/51#MA4468                                                                       | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463714 | PA      | $426709.29    | 0.02%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                                       | TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026                                                       | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $117202.02    | 0.00%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                    | CEDF 2016-6A ARR 3ML+105 04/20/2034 144A                                                          | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12418000 | PA      | $11953057.66  | 0.47%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A 1ML+120 12/31/2049 144A                         | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021000 | PA      | $962619.32    | 0.04%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                            | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                       | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    300000 | PA      | $237431.25    | 0.01%             | 2033-01-29      | Fixed         | 0.03%                 | 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        |     42678 | PA      | $41227.80     | 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        |    175000 | PA      | $163625.00    | 0.01%             | 2028-08-10      | Fixed         | 0.06%                 | 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        |    699089 | PA      | $705939.30    | 0.03%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                | CALIFORNIA RES CORP WT 10/27/24                                                                   | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       225 | NS      | $3003.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PK FDG L LTD / MADISON PK FDG L LLC                                     | MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A                               | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2141183.00   | 0.08%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2045#AS5776                                                                    | CUSIP: 3138WFM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14979 | PA      | $14533.80     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | 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        |    420000 | PA      | $395413.20    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |   2297045 | PA      | $1887688.61   | 0.07%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2015                                                       | MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A                                         | CUSIP: 55819QAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1889819 | PA      | $1864795.83   | 0.07%             | 2028-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                  | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402842 | PA      | $378782.84    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                               | SITE CENTERS CORP 4.25% 02/01/2026                                                                | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    287000 | PA      | $272868.12    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    106336 | PA      | $89588.00     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC                                                                         | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |      4200 | NS      | $213402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON CLEARING HOUSE                                                           | LCH OIS SOFRV2.75% MAC 12/21/27                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | GB        |   1759000 | NC      | $-14509.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2047#Q49393                                                                  | CUSIP: 3132WPNK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15216 | PA      | $15128.24     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOS US FINCO LLC                                                                | ETC GROUP TERM 1LN 10/06/2029                                                                     | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $139562.50    | 0.01%             | 2029-10-06      | Variable      | 0.10%                 | 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        |     45344 | PA      | $43939.01     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                               | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                            | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $209750.00    | 0.01%             | 2033-04-28      | Fixed         | 0.06%                 | 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        |     32099 | PA      | $31920.87     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13319531.25  | 0.52%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.882/VAR 07/08/2031                                               | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4310665.40   | 0.17%             | 2031-07-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#FS2011                                                                    | CUSIP: 3140XHGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4122613 | PA      | $3669351.29   | 0.14%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                   | ALPHA BANK SA 4.25%/VAR 02/13/2030 REGS                                                           | CUSIP: N/A<br>LEI: 5299009N55YRQC69CN08       | Long             | DBT              | CORP              | GR        |    265000 | PA      | $224005.24    | 0.01%             | 2030-02-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION TR                                               | AASET 2017-1A A 3.967% 05/16/42 144A                                                              | CUSIP: 000366AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575113 | PA      | $440950.78    | 0.02%             | 2042-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                             | VERRA MOBILITY TERM B 1LN 03/27/2028                                                              | CUSIP: 00215NAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992443 | PA      | $984007.56    | 0.04%             | 2028-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.75% 11/20/2025                                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4266000 | PA      | $4209119.08   | 0.17%             | 2025-11-20      | Fixed         | 0.06%                 | 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        |  38253600 | PA      | $31701176.81  | 1.25%             | 2049-05-15      | Fixed         | 0.03%                 | 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        |    480000 | NC      | $6566.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 04/01/2044#AV7161                                                                  | CUSIP: 3138XJ5X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19854 | PA      | $19307.24     | 0.00%             | 2044-04-01      | Fixed         | 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 4.875% 02/15/2030 144A     | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1070688.00   | 0.04%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |    131927 | PA      | $125569.94    | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                | ARCLIN TERM B 1LN 09/30/2028                                                                      | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273437 | PA      | $243993.56    | 0.01%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| B2W DIGITAL LUX SARL                                                            | B2W DIGITAL LUX SARL 4.375% 12/20/2030 144A                                                       | CUSIP: 05609AAA9<br>LEI: 222100KMO43GQ28M6N31 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $148140.00    | 0.01%             | 2030-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $774867.69    | 0.03%             | 2051-02-15      | 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        |     18782 | PA      | $16113.41     | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                      | CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263488.22    | 0.01%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                          | MEDCO OAK TREE PTE LTD 7.375% 05/14/2026 144A                                                     | CUSIP: 58405FAA3<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $355800.00    | 0.01%             | 2026-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2049#QA4483                                                                    | CUSIP: 31339U6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830693 | PA      | $746111.70    | 0.03%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH TERM B 1LN 08/01/2027                                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    675045 | PA      | $652370.08    | 0.03%             | 2027-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                                                     | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $191500.00    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058                                                   | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319878.95    | 0.01%             | 2058-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 7.375% 11/15/2031                                                                | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4858738.54   | 0.19%             | 2031-11-15      | Fixed         | 0.07%                 | 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        |    157533 | PA      | $146928.96    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | 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        |   1344364 | PA      | $1239603.47   | 0.05%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.375% 05/15/2025                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    219000 | PA      | $210767.54    | 0.01%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060                                                    | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    670000 | PA      | $603306.37    | 0.02%             | 2060-06-01      | 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        |   9939000 | PA      | $8809806.46   | 0.35%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2047#ZM4820                                                                    | CUSIP: 3131XYK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200005 | PA      | $180359.59    | 0.01%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                            | ENDEAVOUR MINING PLC 5% 10/14/2026 144A                                                           | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $246056.25    | 0.01%             | 2026-10-14      | Fixed         | 0.05%                 | 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        |    185567 | PA      | $164650.82    | 0.01%             | 2041-05-01      | Fixed         | 0.03%                 | 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        |     36959 | PA      | $35432.59     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                         | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                      | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $146800.00    | 0.01%             | 2050-01-30      | Fixed         | 0.04%                 | 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        |     80000 | PA      | $74000.00     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4046.36      | 0.00%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2046#MA3523                                                                    | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10501 | PA      | $10559.03     | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#AS8010                                                                  | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43544 | PA      | $41184.25     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $675894.02    | 0.03%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC TERM B 1LN 06/02/2028                                                                   | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    992481 | PA      | $816315.78    | 0.03%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2033#G18684                                                                    | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201393 | PA      | $192297.13    | 0.01%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2546000 | PA      | $2364969.34   | 0.09%             | 2028-03-24      | Variable      | 0.04%                 | 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        |   1622000 | PA      | $1412464.12   | 0.06%             | 2029-04-01      | Fixed         | 0.05%                 | 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        |    226451 | PA      | $218719.05    | 0.01%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                 | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                             | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    100000 | PA      | $89375.00     | 0.00%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.875% 09/10/2024                                                           | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186737.59    | 0.01%             | 2024-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                          | BRF SA 4.875% 01/24/2030 144A                                                                     | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    115000 | PA      | $95223.92     | 0.00%             | 2030-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                      | AMYNTA TERM B 1LN 02/28/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $90250.00     | 0.00%             | 2025-02-28      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                   | LONG GILT FUTURE MAR23 G H3                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |       -11 | NC      | $12302.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2120000 | PA      | $1336236.00   | 0.05%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                  | PROOFPOINT TERM B 1LN 08/31/2028                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1488750 | PA      | $1430599.43   | 0.06%             | 2028-08-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 11/15/2031                                                                       | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $198496.87    | 0.01%             | 2031-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 01/01/2053 #TBA                                                                      | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  43800000 | PA      | $36060404.22  | 1.42%             | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER TERM B 1LN 05/01/2028                                                                    | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488665 | PA      | $1426513.23   | 0.06%             | 2028-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5144000 | PA      | $4831982.91   | 0.19%             | 2033-04-26      | Variable      | 0.05%                 | 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        |    185000 | PA      | $174904.11    | 0.01%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                                                        | PATHWAY VET TERM B 1LN 03/31/2027                                                                 | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    148864 | PA      | $130522.15    | 0.01%             | 2027-03-31      | Variable      | 0.07%                 | 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        |    749051 | PA      | $618053.58    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 3.45% 02/15/2023                                                    | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189315.43    | 0.01%             | 2023-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5% 01/15/2029                                                                            | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762677.30    | 0.03%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |   1320000 | PA      | $1157203.61   | 0.05%             | 2032-04-15      | Fixed         | 0.04%                 | 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        |    151000 | PA      | $133423.58    | 0.01%             | 2029-10-01      | Fixed         | 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        |     44318 | PA      | $36650.36     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-IMC C 1ML+160 04/15/34 144A                                                         | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $199669.83    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                   | JSW STEEL LTD 3.95% 04/05/2027 144A                                                               | CUSIP: 46635UAC3<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $250500.00    | 0.01%             | 2027-04-05      | 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        |   1000000 | PA      | $895500.00    | 0.04%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                           | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                      | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    425000 | PA      | $348048.44    | 0.01%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                   | CAESARS RESORT COLLECTION TERM B 1LN 12/22/2024                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     90000 | PA      | $89316.90     | 0.00%             | 2024-12-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                        | NEXSTAR BROADCASTING TERM B 09/19/2026                                                            | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    650187 | PA      | $644361.73    | 0.03%             | 2026-09-19      | Variable      | 0.07%                 | 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        |    130000 | PA      | $120822.23    | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $374257.80    | 0.01%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                       | HEALTHPEAK PROPERTIES 3.5% 07/15/2029                                                             | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60994.06     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 02/15/2045#AL2187                                                                    | CUSIP: 36183XNC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2927 | PA      | $2706.49      | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                   | GOLDEN NUGGET TERM B 1LN 01/27/2029                                                               | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2626526 | PA      | $2501161.62   | 0.10%             | 2029-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 4.55% 04/15/2028                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141260.12    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                           | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+107.21 10/15/2036 144A                                  | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409000 | PA      | $381007.39    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | 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        |     20112 | PA      | $17254.88     | 0.00%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                                          | MARLETTE FUNDING TRUST 1.36% 04/15/2032 144A                                                      | CUSIP: 57109KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |    297675 | PA      | $291050.43    | 0.01%             | 2032-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.375% 01/15/2050                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    290000 | PA      | $220993.92    | 0.01%             | 2050-01-15      | Fixed         | 0.03%                 | 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        |     29985 | PA      | $27355.31     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | 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        |    283000 | PA      | $261223.40    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#MA3283                                                                    | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170332 | PA      | $162497.37    | 0.01%             | 2033-02-01      | Fixed         | 0.03%                 | 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        |    156000 | PA      | $151715.46    | 0.01%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                         | SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A                                              | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     20000 | PA      | $6003.75      | 0.00%             | 2030-03-28      | Fixed         | 0.08%                 | 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        |    510000 | PA      | $469200.00    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/AUD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-26.24       | -0.00%            |  |  |  | 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        |    215463 | PA      | $208501.50    | 0.01%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                               | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                            | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     45000 | PA      | $35268.75     | 0.00%             | 2034-01-23      | 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        |   1620000 | PA      | $1665084.60   | 0.07%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PROJECT SILVER 2019                                                             | SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A                                    | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    452254 | PA      | $347873.17    | 0.01%             | 2044-07-15      | Fixed         | 0.04%                 | 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        |   1000000 | PA      | $867500.00    | 0.03%             | 2026-08-31      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $43564.85     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.8% 05/01/2025                                                                     | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    832000 | PA      | $835434.15    | 0.03%             | 2025-05-01      | Fixed         | 0.06%                 | 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        |   2270000 | PA      | $2163681.76   | 0.09%             | 2030-07-26      | Variable      | 0.05%                 | 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        |   1201560 | PA      | $1083480.59   | 0.04%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                     | HOLOGIC INC 3.25% 02/15/2029 144A                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $461270.25    | 0.02%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#FS0288                                                                    | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1403798 | PA      | $1158294.89   | 0.05%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC 3.74%/VAR PERP REGS                                                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    100000 | PA      | $109004.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#FM3663                                                                    | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1842610 | PA      | $1763787.94   | 0.07%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                           | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    680000 | PA      | $205615.00    | 0.01%             | 2038-01-09      | Variable      | 0.04%                 | 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        |   1300000 | PA      | $1001880.93   | 0.04%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                                                       | SCIENTIFIC GAMES TERM 1LN 04/07/2029                                                              | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |    259350 | PA      | $253968.49    | 0.01%             | 2029-04-07      | Variable      | 0.07%                 | 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        |     15015 | PA      | $14503.07     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | 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        |   2250000 | PA      | $2313891.86   | 0.09%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2020                                                        | COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A                                                    | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3174000 | PA      | $2784461.65   | 0.11%             | 2038-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11775000 | PA      | $10788843.75  | 0.42%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                     | APACHE CORP 7.375% 08/15/2047                                                                     | CUSIP: 037411AM7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60000.00     | 0.00%             | 2047-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0404                                                                  | CUSIP: 3140QKNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3284374 | PA      | $2843349.40   | 0.11%             | 2051-05-01      | 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        |     68880 | PA      | $67087.63     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#CB4025                                                                  | CUSIP: 3140QPPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2308119 | PA      | $2269722.80   | 0.09%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                     | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $265125.00    | 0.01%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                                                    | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                                               | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    453000 | PA      | $402603.75    | 0.02%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM TERM F 1LN 12/9/2025                                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    992347 | PA      | $976528.93    | 0.04%             | 2025-12-09      | Variable      | 0.06%                 | 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        |    240000 | NC      | $3283.34      | 0.00%             |  |  |  | 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        |     35029 | PA      | $33843.89     | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                | ARCHES BUYER INC 4.25% 06/01/2028 144A                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102831.25    | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                                          | BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A                                       | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2055000 | PA      | $2013061.56   | 0.08%             | 2035-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2047#V83817                                                                  | CUSIP: 3132L9G25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301773 | PA      | $281843.03    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 1.5% 12/01/2037 #TBA                                                                    | CUSIP: 01F0124C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5400000 | PA      | $-4719534.12  | -0.19%            | 2037-12-01      | Fixed         | 0.01%                 | 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        |    448000 | PA      | $334039.44    | 0.01%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.75% 11/16/2032                                                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    135000 | PA      | $142079.40    | 0.01%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BC1578                                                                         | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34472 | PA      | $33414.86     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                  | EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025                                                   | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $217192.50    | 0.01%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 10.5% 02/01/2026 144A                                                               | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    600000 | PA      | $607260.00    | 0.02%             | 2026-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.705% 05/01/2040                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $524078.47    | 0.02%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                | MORGAN STANLEY CAP I TR 2018-BOP 1ML+125 06/15/2035 144A                                          | CUSIP: 61768FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239200 | PA      | $225435.58    | 0.01%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES SA                                                   | CRDT AGR ASSR 4.75/VAR 9/27/48                                                                    | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $301643.92    | 0.01%             | 2048-09-27      | Variable      | 0.05%                 | 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        |    252575 | PA      | $202700.49    | 0.01%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                           | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 3ML+115 10/15/2035 144A                                     | CUSIP: 26246BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1276859.76   | 0.05%             | 2035-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 10/31/2024                                                                       | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999765.62    | 0.04%             | 2024-10-31      | 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        |   1668000 | PA      | $1369428.00   | 0.05%             | 2030-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT INC                                                   | CARGO AIRCRAFT MANAGEMENT INC 4.75% 02/01/2028 144A                                               | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357000.00    | 0.01%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANCHISE GROUP INC                                                             | FRANCHISE GROUP TERM B 1LN 03/10/2026                                                             | CUSIP: 35180YAB9<br>LEI: 549300MWCHSL8BSOMV77 | Long             | LON              | CORP              | US        |    220491 | PA      | $211947.07    | 0.01%             | 2026-03-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#CA4860                                                                    | CUSIP: 3140QCMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309123 | PA      | $277647.74    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                              | PEACE PARK CLO LTD 3ML+113 10/20/2034 144A                                                        | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1494000 | PA      | $1452121.69   | 0.06%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026                                                        | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1088000.00   | 0.04%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 6.25%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EP               | CORP              | IE        |    275000 | PA      | $272214.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                                      | TROPICANA TERM 2LN 01/24/2030                                                                     | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1000000 | PA      | $868750.00    | 0.03%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                       | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                    | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     95000 | PA      | $65668.75     | 0.00%             | 2070-11-24      | Fixed         | 0.04%                 | 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        |     34000 | PA      | $32871.75     | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXI LTD 2019-21A A                                                    | MAGNETITE XXI LTD 2019-21A A 3ML+102 04/20/2034 144A                                              | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1238000 | PA      | $1200926.85   | 0.05%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                          | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC FRN 6ML+562.5 10/15/2026 144A              | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $429425.00    | 0.02%             | 2026-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                 | ESKOM HLDGS LTD 7.125% 02/11/2025 144A                                                            | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    105000 | PA      | $98240.63     | 0.00%             | 2025-02-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 6.5% 03/08/2047 144A                                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     40000 | PA      | $35700.00     | 0.00%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC TERM B-5 04/15/2027                                                              | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1488520 | PA      | $1392391.76   | 0.05%             | 2027-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                          | ATHENAHEALTH TERM DD 1LN 02/15/2029                                                               | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    362319 | PA      | $330072.46    | 0.01%             | 2029-02-15      | Variable      | 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        |   4329000 | PA      | $4238350.74   | 0.17%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RH                                                                              | RH TERM B 1LN 10/20/2028                                                                          | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    372180 | PA      | $349849.62    | 0.01%             | 2028-10-20      | Variable      | 0.07%                 | 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        |    400000 | PA      | $333500.00    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 6.25%/VAR 10/03/2078 REGS                                                      | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192500.00    | 0.01%             | 2078-10-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 4.625% 06/15/2028 144A                                                      | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102927.20    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                         | JAZZ PHARMACEUTICALS TERM B 1LN 05/05/2028                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    358983 | PA      | $355841.59    | 0.01%             | 2028-05-05      | Variable      | 0.08%                 | 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 3ML+125 01/15/2034 144A                   | CUSIP: 27830BBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $321465.21    | 0.01%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                        | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                            | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    125000 | PA      | $89320.31     | 0.00%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | OLYMPUS WATER US HOLDING CORPORATION 4.25% 10/01/2028 144A                                        | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $526636.50    | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    620000 | PA      | $403241.55    | 0.02%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/01/2052 #TBA                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20850000 | PA      | $18293302.11  | 0.72%             | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                         | USI TERM 1LN 11/16/2029                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195000 | PA      | $191622.60    | 0.01%             | 2029-11-16      | Variable      | 0.00%                 | 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        |    787500 | PA      | $765843.75    | 0.03%             | 2027-02-01      | Fixed         | 0.07%                 | 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        |     79288 | PA      | $64997.64     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 3% 12/01/2037 #TBA                                                                      | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    800000 | PA      | $752875.04    | 0.03%             | 2037-12-01      | Fixed         | 0.03%                 | 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        |    305000 | PA      | $276748.85    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 4.5% 03/01/2028                                                           | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278250.00    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2052#CB4682                                                                    | CUSIP: 3140QQFY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437207 | PA      | $1448145.28   | 0.06%             | 2052-09-01      | Fixed         | 0.05%                 | 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        |     89016 | PA      | $86964.77     | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD 3.2% 09/16/2040 144A                                                                | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    625000 | PA      | $452032.18    | 0.02%             | 2040-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 1% 04/22/2024 REGS                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    436000 | PA      | $509323.61    | 0.02%             | 2024-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                 | DANSKE BANK AS (UNGTD) 2.25%/VAR 01/14/2028 REGS                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    505000 | PA      | $520109.54    | 0.02%             | 2028-01-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                         | USI INC 6.875% 05/01/2025 144A                                                                    | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1050678.80   | 0.04%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#BE5602                                                                  | CUSIP: 3140FRGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172863 | PA      | $162430.77    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                   | SINCLAIR BROADCASTING TERM B4 1LN 04/21/2029                                                      | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    149625 | PA      | $142190.13    | 0.01%             | 2029-04-21      | Variable      | 0.08%                 | 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        |     86575 | PA      | $82117.61     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | 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        |    300649 | PA      | $308475.16    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMELOT FIN S A                                                                 | CAMELOT FIN S A 1 TERM B 10/31/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1063899 | PA      | $1044483.24   | 0.04%             | 2026-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.645/VAR 06/24/2031                                                         | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $3883740.75   | 0.15%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049                                                        | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     31000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6964000 | PA      | $6296259.58   | 0.25%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALAXY US OPCO INC                                                              | VIALTO TERM 1LN 04/29/2029                                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $145800.00    | 0.01%             | 2029-04-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/47#BH4269                                                                         | CUSIP: 3140GSW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5274 | PA      | $5107.27      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2035#FM2286                                                                    | CUSIP: 3140X5RG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48978 | PA      | $46633.77     | 0.00%             | 2035-01-01      | 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        |   2196000 | PA      | $1962680.45   | 0.08%             | 2029-05-15      | Fixed         | 0.04%                 | 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        |    476540 | PA      | $450429.11    | 0.02%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                                     | USIMINAS INTERNATIONAL SARL 5.875% 07/18/2026 144A                                                | CUSIP: 91734JAA8<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $191975.00    | 0.01%             | 2026-07-18      | Fixed         | 0.06%                 | 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        |   2007156 | PA      | $1729107.45   | 0.07%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAP                                                              | TELECOM ITALIA CAP 6% 09/30/2034                                                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    693000 | PA      | $535196.97    | 0.02%             | 2034-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAE FDG LLC                                                                     | DAE FDG LLC 1.55% 08/01/2024 144A                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278178.00    | 0.01%             | 2024-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                            | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                           | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    275000 | PA      | $236843.75    | 0.01%             | 2027-07-14      | Fixed         | 0.04%                 | 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        |    870000 | PA      | $780891.96    | 0.03%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK NIGERIA PLC                                                         | ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A                                                    | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    300000 | PA      | $232743.75    | 0.01%             | 2026-09-21      | 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        |    500000 | PA      | $295625.00    | 0.01%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                                 | WHATABURGER TERM B 1LN 07/21/2028                                                                 | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    760584 | PA      | $722433.27    | 0.03%             | 2028-07-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 7.75%/VAR 03/01/2029 REGS                                                    | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    400000 | PA      | $410203.69    | 0.02%             | 2029-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                   | CABLE ONE INC 4% 11/15/2030 144A                                                                  | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161142.00    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                        | BAYER AG 2.375%/VAR 11/12/2079 REGS                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EP               | CORP              | DE        |   1600000 | PA      | $1515113.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/01/2052 #TBA                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8125000 | PA      | $7537681.94   | 0.30%             | 2052-12-01      | 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        |     35000 | PA      | $32112.50     | 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        |   1892000 | PA      | $1840594.95   | 0.07%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                  | EG AMERICA LLC TERM B 1LN 02/06/2025                                                              | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |   1428475 | PA      | $1301926.71   | 0.05%             | 2025-02-06      | Variable      | 0.08%                 | 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        | 116362000 | PA      | $79080706.68  | 3.11%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#SD7540                                                                  | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4076296 | PA      | $3522562.85   | 0.14%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027                                                     | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1529943.59   | 0.06%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE AG 7.5%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |    995000 | PA      | $820875.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                         | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                      | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $155250.00    | 0.01%             | 2026-09-04      | Fixed         | 0.06%                 | 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        |   2237000 | PA      | $1677393.89   | 0.07%             | 2031-12-01      | Fixed         | 0.03%                 | 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        |   1695000 | PA      | $1371738.12   | 0.05%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                          | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                     | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     75000 | PA      | $58133.25     | 0.00%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/48#G61343                                                                         | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53838 | PA      | $52083.68     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.576% 01/25/2049                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85195.91     | 0.00%             | 2049-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                                 | CAMPOSOL SA 6% 02/03/2027 144A                                                                    | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $87450.00     | 0.00%             | 2027-02-03      | Fixed         | 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        |    904410 | PA      | $683389.91    | 0.03%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.25% 02/01/2024                                                                   | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    469000 | PA      | $460690.07    | 0.02%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2048#BK3214                                                                    | CUSIP: 3140HGSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13877 | PA      | $13407.62     | 0.00%             | 2048-03-01      | 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        |    701000 | PA      | $584555.28    | 0.02%             | 2031-05-13      | Variable      | 0.03%                 | 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        |    130000 | PA      | $126774.70    | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                            | ARAMARK SERVICES INC 5% 04/01/2025 144A                                                           | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268125.00    | 0.01%             | 2025-04-01      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $84346.52     | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/01/2052 #TBA                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2253011.46   | 0.09%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FINANCE CO LTD                                                | SHRIRAM TRANSPORT FINANCE CO LTD 4.15% 07/18/2025 144A                                            | CUSIP: 825547AE2<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $271275.00    | 0.01%             | 2025-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                             | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    100000 | PA      | $76456.25     | 0.00%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDENAS MERGER SUB LLC                                                         | CARDENAS TONY'S FRESH MARKET TERM 1LN 08/01/2029                                                  | CUSIP: 14141NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $113323.30    | 0.00%             | 2029-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    927000 | PA      | $927207.86    | 0.04%             | 2027-07-27      | Fixed         | 0.06%                 | 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        |    216000 | PA      | $220320.00    | 0.01%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C26                                                | WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048                                             | CUSIP: 94989CAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624000 | PA      | $591394.50    | 0.02%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2047#BJ4279                                                                    | CUSIP: 3140H5XH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7560 | PA      | $7307.12      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                            | LIFE 2021-BMR MTG TR 1ML+88 03/15/2036 144A                                                       | CUSIP: 53218CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358784 | PA      | $339886.13    | 0.01%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA 5.625% 04/25/2024 144A                                                                     | CUSIP: 67091TAA3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    150000 | PA      | $150187.50    | 0.01%             | 2024-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.3% 03/11/2041                                                                  | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    125000 | PA      | $93250.00     | 0.00%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 5.875% 01/30/2060 144A                                                         | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $296000.00    | 0.01%             | 2060-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 1.65% 03/25/2026                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1239569.29   | 0.05%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 03/31/2023                                                                         | CUSIP: 9128284D9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12800000 | PA      | $12713967.36  | 0.50%             | 2023-03-31      | Fixed         | 0.03%                 | 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        |    175000 | PA      | $139938.75    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                   | II-VI TERM B 1LN 07/01/2029                                                                       | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1000000 | PA      | $988130.00    | 0.04%             | 2029-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD 3.375% 04/07/2030 144A                                                              | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1158000 | PA      | $1022288.04   | 0.04%             | 2030-04-07      | 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        |    515000 | PA      | $466324.78    | 0.02%             | 2030-07-01      | Fixed         | 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        |    500000 | PA      | $384375.00    | 0.02%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.428% 03/15/2024 144A                                                             | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1065140.53   | 0.04%             | 2024-03-15      | Fixed         | 0.03%                 | 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        |    911482 | PA      | $838175.35    | 0.03%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.3% 08/15/2031                                                                         | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2606788.06   | 0.10%             | 2031-08-15      | Fixed         | 0.07%                 | 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        |    635000 | PA      | $535825.70    | 0.02%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1194552.50   | 0.05%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                | AUSNET SERVICES HOLDINGS PTY LTD 1.625%/VAR 03/11/2081 REGS                                       | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    165000 | PA      | $140727.93    | 0.01%             | 2081-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                              | NUMERICABLE TERM B-11 07/31/2025                                                                  | CUSIP: 67053NAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1240157 | PA      | $1187450.79   | 0.05%             | 2025-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                                           | MARKS and SPENCER PLC 3.75% 05/19/2026 REGS                                                       | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |    525000 | PA      | $551725.49    | 0.02%             | 2026-05-19      | Fixed         | 0.04%                 | 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        |    851000 | PA      | $823537.59    | 0.03%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 2.731%/VAR 01/15/2032 REGS                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    395000 | PA      | $349322.26    | 0.01%             | 2032-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031                                                     | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5377000 | PA      | $4494528.05   | 0.18%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.5% 04/15/2050                                                                  | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    407000 | PA      | $343785.57    | 0.01%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                         | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                   | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    175000 | PA      | $63218.75     | 0.00%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHC COML MTG TR 2019-CHC                                                        | CHC COML MTG TR 2019-CHC 1ML+175 06/15/2034 144A                                                  | CUSIP: 162665AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182621 | PA      | $174846.25    | 0.01%             | 2034-06-15      | Variable      | 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        |    647591 | PA      | $558002.03    | 0.02%             | 2050-07-01      | 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        |    155000 | PA      | $142856.53    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND 2018                                                    | DRSLF 2020-78A A 3ML+118 04/17/2033 144A                                                          | CUSIP: 26253LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2340595.20   | 0.09%             | 2033-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                              | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                             | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    235000 | PA      | $221572.10    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                       | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97000.00     | 0.00%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.8% 06/09/2023                                                              | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    906000 | PA      | $867457.79    | 0.03%             | 2023-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.5% 09/13/2025                                                                     | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    878000 | PA      | $891087.90    | 0.04%             | 2025-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2048#MA5652                                                                    | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100396 | PA      | $99598.15     | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM TBK PT                                               | INDONESIA ASAHAN ALUMINIUM TBK PT 5.45% 05/15/2030 144A                                           | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $187350.00    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | 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        |    375202 | PA      | $310405.98    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2047#Q48759                                                                  | CUSIP: 3132WNWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29116 | PA      | $28956.72     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                           | LCH OIS SOFRV3.25% MAC 12/21/24                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               | CORP              | GB        |   1592000 | NC      | $-14464.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.25% 08/01/2023 REGS                                                    | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |    300000 | PA      | $361741.32    | 0.01%             | 2023-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                               | NEXA RESOURCES SA 6.5% 01/18/2028 144A                                                            | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193250.00    | 0.01%             | 2028-01-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                           | EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A                                                        | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1121337.90   | 0.04%             | 2025-10-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                        | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                         | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     85000 | PA      | $80925.31     | 0.00%             | 2027-09-27      | 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        |     18544 | PA      | $18433.74     | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRPT 2021                                                                       | CRPT 2021 1ML+220 07/15/2034 144A                                                                 | CUSIP: 12566BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19022 | PA      | $17677.38     | 0.00%             | 2036-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 3.7% 09/01/2024                                                            | CUSIP: 462613AM2<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96844.86     | 0.00%             | 2024-09-01      | 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        |    241000 | PA      | $190597.55    | 0.01%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                           | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    355000 | PA      | $281182.19    | 0.01%             | 2036-03-31      | Fixed         | 0.03%                 | 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        |   4485269 | PA      | $3859160.61   | 0.15%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                 | DIGICERT TERM B 2LN 02/19/2029                                                                    | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | LON              | CORP              | US        |    500000 | PA      | $452815.00    | 0.02%             | 2029-02-19      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046                                                         | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    410000 | PA      | $323900.00    | 0.01%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/01/2052 #TBA                                                                        | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11000000 | PA      | $9921291.60   | 0.39%             | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    188000 | PA      | $178145.66    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3681000 | PA      | $3045243.34   | 0.12%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                     | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $389334.38    | 0.02%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.352%/VAR 04/24/2025                                                               | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    572000 | PA      | $553138.26    | 0.02%             | 2025-04-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.584% 03/18/2024                                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1510810.00   | 0.06%             | 2024-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A                                                     | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550631.21    | 0.02%             | 2025-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE TERM B 1LN 04/04/2026                                                                   | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1488491 | PA      | $1428489.98   | 0.06%             | 2026-04-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 4.625% 06/01/2030 144A                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $906617.60    | 0.04%             | 2030-06-01      | Fixed         | 0.05%                 | 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        |    971439 | PA      | $803977.80    | 0.03%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                  | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                             | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    331000 | PA      | $284660.00    | 0.01%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.95% 02/14/2049                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266452.53    | 0.01%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 4.063% 11/01/2024                                                              | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2445220.66   | 0.10%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                        | GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A                                                   | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    580000 | PA      | $574200.00    | 0.02%             | 2026-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 5.95% 04/01/2030                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    948000 | PA      | $991286.24    | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7142                                                                    | CUSIP: 3133KN5B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214967 | PA      | $1004765.78   | 0.04%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | 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        |    308947 | PA      | $257330.59    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2050#MA6657                                                                    | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478748 | PA      | $449288.76    | 0.02%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                        | ENEL SOCIETA PER AZIONI 3.375%/VAR PERP REGS                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    545000 | PA      | $515376.66    | 0.02%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | FX Forward: USD/GBP settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-919.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                 | GCM MINING CORP 6.875% 08/09/2026 144A                                                            | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $148960.00    | 0.01%             | 2026-08-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.875% 02/15/2024                                                                     | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100759.11    | 0.00%             | 2024-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MFA 2022-RPL1 TR                                                                | MFA 2022-RPL1 TR 3.3% 08/25/2061 144A                                                             | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2208249 | PA      | $1992899.09   | 0.08%             | 2061-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 05/01/2045#AZ1876                                                                  | CUSIP: 3138YTCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68482 | PA      | $66616.78     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2046#BC9014                                                                  | CUSIP: 3140F5AQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96638 | PA      | $90836.46     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024                              | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    666000 | PA      | $630358.64    | 0.02%             | 2024-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 4.054% 03/15/2029 144A                                                             | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    407000 | PA      | $356422.18    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                            | ZF EUROPE FINANCE BV 2% 02/23/2026 REGS                                                           | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $368834.43    | 0.01%             | 2026-02-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2047#Q46222                                                                  | CUSIP: 3132WK4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7969 | PA      | $7928.01      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION TERM B4 2LN 01/20/2029                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1148745.00   | 0.05%             | 2029-01-20      | Variable      | 0.09%                 | 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        |    246000 | PA      | $237964.82    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |    275000 | PA      | $264601.43    | 0.01%             | 2025-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.625% 03/15/2032 144A                                                                    | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    232000 | PA      | $198323.98    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                            | LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A                                                      | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314550 | PA      | $295616.34    | 0.01%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | MESQUITE ENERGY INC 7.25% 02/15/2023 144A                                                         | CUSIP: 79970YAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    269000 | PA      | $0.03         | 0.00%             | 2023-02-15      | Fixed         | 0.07%                 | No            |                  3 | 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        |    225000 | PA      | $223875.00    | 0.01%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                               | ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024                                                    | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $341669.75    | 0.01%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                       | PIKE TERM B 1LN 01/21/2028                                                                        | CUSIP: 72108PAT1<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    125000 | PA      | $123360.00    | 0.00%             | 2028-01-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AIT WORLDWIDE LOGISTICS HOLDINGS INC                                            | AIT WORLDWIDE LOGISTICS TERM 1LN 04/06/2028                                                       | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234408 | PA      | $213311.33    | 0.01%             | 2028-04-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 8% 12/15/2025 144A                                                                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    685000 | PA      | $696987.50    | 0.03%             | 2025-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.35% 09/08/2026                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2693959.25   | 0.11%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                  | HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A                                                 | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $546697.30    | 0.02%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                     | PRUDENTIAL PLC 5.625%/VAR 10/20/2051 REGS                                                         | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |    405000 | PA      | $448719.82    | 0.02%             | 2051-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                             | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                             | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     95000 | PA      | $75406.25     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                         | CAN 10YR BOND FUT MAR23 CNH3                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |        23 | NC      | $13706.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.25% 02/01/2027 144A                                                       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229908.00    | 0.01%             | 2027-02-01      | 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        |    304605 | PA      | $289927.80    | 0.01%             | 2034-10-01      | Fixed         | 0.03%                 | 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        |   1747855 | PA      | $1493193.31   | 0.06%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                                                       | CUSIP: 455780BW5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $340031.25    | 0.01%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 1.25% 10/02/2024 REGS                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $339009.10    | 0.01%             | 2024-10-02      | Fixed         | 0.01%                 | 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        |    400000 | PA      | $286955.86    | 0.01%             | 2027-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025                                                    | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   4307000 | PA      | $4209346.83   | 0.17%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1648589.26   | 0.06%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                        | QATAR ST 3.75% 04/16/2030 144A                                                                    | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    775000 | PA      | $744000.00    | 0.03%             | 2030-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                  | BOMBARDIER INC 7.5% 03/15/2025 144A                                                               | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105157.50    | 0.00%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023                                                  | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136195.78    | 0.01%             | 2023-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                              | STORE CAP CORP 2.75% 11/18/2030                                                                   | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   5212000 | PA      | $4064340.06   | 0.16%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENGAL DEBT MERGER SUB LLC                                                      | TROPICANA TERM 1LN 01/24/2029                                                                     | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    997500 | PA      | $937650.00    | 0.04%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAGACORP LTD                                                                    | NAGACORP LTD 7.95% 07/06/2024 REGS                                                                | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | DBT              | CORP              | KY        |    250000 | PA      | $222078.13    | 0.01%             | 2024-07-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                | FLATIRON CLO LTD 3ML+109 11/16/2034 144A                                                          | CUSIP: 33883JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1459282.50   | 0.06%             | 2034-11-16      | Variable      | 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        |   2636000 | PA      | $2118059.69   | 0.08%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 5.75% 03/01/2027 144A                                                              | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191069.62    | 0.01%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARFRUIT US HOLDCO LLC                                                         | AKZONOBEL SPECIALTY CHEMICALS TERM B 10/01/2025                                                   | CUSIP: N/A<br>LEI: 213800XPQ78J7OIF6Y69       | Long             | LON              | CORP              | US        |    641142 | PA      | $624151.89    | 0.02%             | 2025-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                        | CT TRUST 5.125% 02/03/2032 144A                                                                   | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    350000 | PA      | $301721.88    | 0.01%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026                                                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5135914.62   | 0.20%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1214318.50   | 0.05%             | 2030-07-15      | Fixed         | 0.04%                 | 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        |    400000 | PA      | $337500.00    | 0.01%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2043#MA1092                                                                    | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2451 | PA      | $2436.58      | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2046#Q39975                                                                    | CUSIP: 3132QXCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6029 | PA      | $5858.95      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LTD                                                   | ENTAIN HOLDINGS / GVC FINANCE TERM B2 1LN 10/31/2029                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GI        |    300000 | PA      | $296475.00    | 0.01%             | 2029-10-31      | Variable      | 0.08%                 | 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        |    563806 | PA      | $485014.99    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4% 05/15/2025                                                                     | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2260346.69   | 0.09%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                               | CEDAR FUNDING LTD 3ML+110 10/20/2032 144A                                                         | CUSIP: 15033XAJ5<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |   1192000 | PA      | $1159444.10   | 0.05%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                           | EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A                                                       | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $250250.00    | 0.01%             | 2025-02-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 76 CLO LTD                                                               | DRYDEN 76 CLO LTD 3ML+115 10/20/2034 144A                                                         | CUSIP: 26252WAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    995000 | PA      | $963041.60    | 0.04%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                               | GHANA REPUBLIC OF 7.75% 04/07/2029 144A                                                           | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    300000 | PA      | $109368.75    | 0.00%             | 2029-04-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026                                                        | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1317000 | PA      | $1214293.24   | 0.05%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10977000 | PA      | $7472043.90   | 0.29%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                        | GOLDEN ENTERTAINMENT TERM B 1LN 10/20/2024                                                        | CUSIP: 38101JAC0<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |    641467 | PA      | $635052.05    | 0.02%             | 2024-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 5.125% 03/15/2027                                                                           | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1317279.52   | 0.05%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                            | ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS                                           | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |    180000 | PA      | $167081.06    | 0.01%             | 2028-07-31      | Fixed         | 0.02%                 | 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        |    160000 | PA      | $137219.61    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | 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        |    858000 | PA      | $860145.00    | 0.03%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/47#Q47942                                                                       | CUSIP: 3132WMZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6683 | PA      | $6648.81      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH                                        | BANCO DO BRASIL GR CAYMAN BRH STEP PERP 144A                                                      | CUSIP: 05958AAK4<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EP               | CORP              | KY        |    200000 | PA      | $179650.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA 2 SARL                                                                    | FORMULA ONE TERM B 1LN 01/15/2030                                                                 | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |    450000 | PA      | $447610.50    | 0.02%             | 2030-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/01/2041#G06800                                                                  | CUSIP: 3128M83H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15892 | PA      | $15379.98     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                           | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     95826 | PA      | $24914.76     | 0.00%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                        | SURGERY CENTER HLDGS INC 6.75% 07/01/2025 144A                                                    | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411126.01    | 0.02%             | 2025-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NSG HOLDINGS LLC/NSG HLD INC                                                    | NSG HOLDINGS LLC/NSG HLD INC 7.75% 12/15/2025 144A                                                | CUSIP: 62940QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80867 | PA      | $78673.80     | 0.00%             | 2025-12-15      | Fixed         | 0.08%                 | 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        |      6813 | PA      | $6584.77      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                            | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                       | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $174710.25    | 0.01%             | 2027-06-15      | 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        |    167000 | PA      | $157381.15    | 0.01%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                           | TRITON WATER HOLDINGS 6.25% 04/01/2029 144A                                                       | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $369685.38    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                           | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                       | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $547440.33    | 0.02%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                         | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $192037.50    | 0.01%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                       | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1435000 | PA      | $963243.75    | 0.04%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                              | HUNTER DOUGLAS TERM B 1LN 02/25/2029                                                              | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    907725 | PA      | $790210.92    | 0.03%             | 2029-02-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                                           | ALIGHT SOLUTIONS TERM 1LN 08/31/2028                                                              | CUSIP: N/A<br>LEI: 549300VV0B2RPMHQGA61       | Long             | LON              | CORP              | US        |    372188 | PA      | $368930.86    | 0.01%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2047#Q45635                                                                  | CUSIP: 3132WKHM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5873 | PA      | $5844.68      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                       | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                   | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    615000 | PA      | $553653.75    | 0.02%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                     | GSMS 2021-IP A 1ML+105 10/15/2036 144A                                                            | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191000 | PA      | $1108532.66   | 0.04%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                       | CUSIP: 455780AZ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    225000 | PA      | $270281.25    | 0.01%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040                                                   | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    624000 | PA      | $563279.01    | 0.02%             | 2040-06-01      | Fixed         | 0.04%                 | 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        |   1411157 | PA      | $1268354.88   | 0.05%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC                                     | ALLEN MEDIA LLC / ALLEN MEDIA CO-ISSUER INC 10.5% 02/15/2028 144A                                 | CUSIP: 01771YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $169692.25    | 0.01%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2051#                                                                        | CUSIP: 31418D5A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579548 | PA      | $533299.32    | 0.02%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS S A                                                      | INTELSAT JACKSON HLDGS SA 6.5% 03/15/2030 144A                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    565000 | PA      | $519800.00    | 0.02%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                           | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    554000 | PA      | $505242.76    | 0.02%             | 2043-01-30      | Fixed         | 0.05%                 | 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        |   1000000 | PA      | $904990.00    | 0.04%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPOARATE OFFICE PPTYS LP                                                      | CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031                                                        | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    252000 | PA      | $190405.99    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                            | NATURA COSMETICOS SA 4.125% 05/03/2028 144A                                                       | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $157560.00    | 0.01%             | 2028-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 3.619%/VAR 03/29/2029 REGS                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    645000 | PA      | $677131.41    | 0.03%             | 2029-03-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                          | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                     | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    125000 | PA      | $100312.50    | 0.00%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.75% 06/09/2027                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2353834.68   | 0.09%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                     | UKG TERM 2LN 05/03/2027                                                                           | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   1000000 | PA      | $915000.00    | 0.04%             | 2027-05-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-XL B 1ML+110 10/15/2036 144A                                                        | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159400 | PA      | $1131678.05   | 0.04%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45682031.25  | 1.80%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 01/01/2053 #TBA                                                                    | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11750000 | PA      | $10050381.30  | 0.40%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                               | VERTIV TERM B 1LN 03/02/2027                                                                      | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    992424 | PA      | $966373.11    | 0.04%             | 2027-03-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11427000 | PA      | $11031838.69  | 0.43%             | 2033-07-22      | Variable      | 0.05%                 | 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        |    401744 | PA      | $331736.46    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081                                                       | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    680000 | PA      | $549280.71    | 0.02%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.75% 05/01/2024                                                      | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    201000 | PA      | $195941.23    | 0.01%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                   | APX GROUP INC 6.75% 02/15/2027 144A                                                               | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357700.00    | 0.01%             | 2027-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                         | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                    | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    300000 | PA      | $222000.00    | 0.01%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6900000 | PA      | $6978702.78   | 0.27%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                          | FEDERAL HOM 15YR 3% 10/01/2031#J35799                                                             | CUSIP: 31307SNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27242 | PA      | $26113.94     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.875% 02/01/2029                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1179937.55   | 0.05%             | 2029-02-01      | Fixed         | 0.06%                 | 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        |     16647 | PA      | $15818.64     | 0.00%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CORK and SEAL INC                                                         | CROWN CORK and SEAL INC 7.375% 12/15/2026                                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35787.33     | 0.00%             | 2026-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5961000 | PA      | $5815736.27   | 0.23%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC                                       | VOYA CLO 2020-3 LTD / LLC 3ML+115 10/20/2034 144A                                                 | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1995000 | PA      | $1926890.70   | 0.08%             | 2034-10-20      | Variable      | 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      | $4575.00      | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                               | SREIT TR 2021-MFP 1ML+132.9 11/15/2038 144A                                                       | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679000 | PA      | $639862.71    | 0.03%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A                                                 | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    196000 | PA      | $186659.76    | 0.01%             | 2024-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                  | EXTENDED STAY AMER TR 2021-ESH D 1ML+225 07/15/2038 144A                                          | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1702479 | PA      | $1612851.87   | 0.06%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.6% 07/01/2030                                                                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    319000 | PA      | $298201.79    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 02/01/2030#RD5018                                                                  | CUSIP: 3133LPSF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314314 | PA      | $298264.86    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | 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      | $121683.49    | 0.00%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.75% 06/15/2039                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    674000 | PA      | $655035.40    | 0.03%             | 2039-06-15      | Fixed         | 0.07%                 | 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        |    345000 | PA      | $315675.00    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | 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        |    451600 | PA      | $288988.72    | 0.01%             | 2040-05-15      | Fixed         | 0.01%                 | 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        |      7115 | PA      | $6714.43      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $890081.89    | 0.04%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-LGCY                                                                 | BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A                                                     | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1156000 | PA      | $1150929.67   | 0.05%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                     | SEVERN TRENT WATER UTIL FIN 6.125% 02/26/2024 REGS                                                | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    145000 | PA      | $176900.33    | 0.01%             | 2024-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                    | TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A                                                 | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1415000 | PA      | $1324757.47   | 0.05%             | 2027-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE TRUST OF AMERICA HOLDINGS LP                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.1% 02/15/2030                                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    149000 | PA      | $125046.90    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                | AIMCO CLO 11 LTD 3ML+113 10/17/2034 144A                                                          | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    984000 | PA      | $953552.09    | 0.04%             | 2034-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                     | CUSIP: 80413TAV1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $241875.00    | 0.01%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                          | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                                     | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    575000 | PA      | $326060.94    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/48#BJ5454                                                                       | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3362 | PA      | $3330.93      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019-IMC A 1ML+105 04/15/34 144A                                                         | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $486634.50    | 0.02%             | 2034-04-15      | Variable      | 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        |    195000 | PA      | $144278.55    | 0.01%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                     | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                                | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $191750.00    | 0.01%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                        | CQP HOLDCO TERM B 1LN 06/04/2028                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1488693 | PA      | $1467479.60   | 0.06%             | 2028-06-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#SD0931                                                                  | CUSIP: 3132DNA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2099237 | PA      | $1804559.77   | 0.07%             | 2052-03-01      | Fixed         | 0.03%                 | 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        |    619286 | PA      | $514853.16    | 0.02%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TR 2022-HB1                                                 | RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A                                              | CUSIP: 76970HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594084 | PA      | $575932.42    | 0.02%             | 2032-04-25      | Fixed         | 0.04%                 | 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        |     21428 | PA      | $18309.67     | 0.00%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $482743.92    | 0.02%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 1.5%/VAR 01/13/2042 REGS                                                                  | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $889296.76    | 0.03%             | 2042-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2039#AB0050                                                                  | CUSIP: 31416VBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30140 | PA      | $29801.78     | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SA 8.75% 04/04/2024 144A                                                                      | CUSIP: 984245AK6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    280000 | PA      | $259140.00    | 0.01%             | 2024-04-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                               | SREIT TR 2021-MFP B 1ML+107.98 11/15/2038 144A                                                    | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094000 | PA      | $1036424.20   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                       | TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A                                                  | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $153416.50    | 0.01%             | 2029-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.5% 11/15/2023                                                                  | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50596.04     | 0.00%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                               | BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A                                     | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790016 | PA      | $738753.90    | 0.03%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.482% 03/19/2030                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2732131.31   | 0.11%             | 2030-03-19      | Fixed         | 0.03%                 | 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        |    225000 | PA      | $189562.50    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | 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        |    833000 | PA      | $782490.77    | 0.03%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILOS CLO LTD                                                                   | MILOS CLO LTD 3ML+107 10/20/2030 144A                                                             | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |   1484000 | PA      | $1459598.59   | 0.06%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                        | SURGERY PARTNERS TERM 1LN 08/31/2026                                                              | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    114131 | PA      | $111848.37    | 0.00%             | 2026-08-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WTR SERVICES FIN LTD                                                   | SOUTHERN WTR SERVICES FIN LTD 1.625% 03/30/2027 REGS                                              | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |    165000 | PA      | $170938.27    | 0.01%             | 2027-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2050                                                           | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40750.00     | 0.00%             | 2050-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                 | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                              | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    520000 | PA      | $377097.50    | 0.01%             | 2051-07-12      | Fixed         | 0.03%                 | 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        |   6967000 | PA      | $6398737.83   | 0.25%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCCG TR 2018-SELF                                                              | MSCCG TR 2018-SELF 1ML+90 10/15/2037 144A                                                         | CUSIP: 55358PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182774 | PA      | $178068.36    | 0.01%             | 2037-10-15      | Variable      | 0.05%                 | 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        |    998000 | PA      | $782728.99    | 0.03%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                 | CEMEX SAB DE CV 5.125/VAR PERP 144A                                                               | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    430000 | PA      | $378400.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                         | BARINGS CLO LTD 2020-IV 3ML+122 01/20/2032 144A                                                   | CUSIP: 06762BAC4<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1521528.05   | 0.06%             | 2032-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 05/01/2033#G18687                                                                  | CUSIP: 3128MMXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6971 | PA      | $6559.88      | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/46#MA4195                                                                           | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33726 | PA      | $30932.93     | 0.00%             | 2047-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 5.75% 08/15/2027 144A                                                       | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $412649.48    | 0.02%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                 | INVESCO CLO LTD 3ML+113 10/22/2034 144A                                                           | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1056000 | PA      | $1017375.74   | 0.04%             | 2034-10-22      | Variable      | 0.05%                 | 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        |   1000000 | PA      | $844889.39    | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                                                         | SWEETWATER BORROWER TERM B 1LN 08/05/2028                                                         | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    245000 | PA      | $226625.00    | 0.01%             | 2028-08-05      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | CENTURYLINK TERM B 1LN 03/15/2027                                                                 | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     58921 | PA      | $55778.36     | 0.00%             | 2027-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3% 03/22/2027                                                          | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    221000 | PA      | $207250.54    | 0.01%             | 2027-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                 | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                             | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    235000 | PA      | $218256.25    | 0.01%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/01/2053 #TBA                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13950000 | PA      | $12249757.26  | 0.48%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                 | NETWORK I2I LTD 3.975%/VAR PERP 144A                                                              | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |    200000 | PA      | $170537.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                      | JD.COM INC 3.375% 01/14/2030                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $224132.25    | 0.01%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC                                         | MAGNETITE CLO LTD 2021-29A A 3ML+100 01/15/2034 144A                                              | CUSIP: 55955KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1428522.40   | 0.06%             | 2034-01-15      | Variable      | 0.05%                 | 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        |    210000 | PA      | $186900.00    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                 | APPLIED SYSTEMS TERM B 1LN 09/19/2026                                                             | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |    190000 | PA      | $188753.60    | 0.01%             | 2026-09-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A                                                    | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1271000 | PA      | $1186011.34   | 0.05%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 06/15/2025 144A                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90911.45     | 0.00%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNE 2020-27A AR                                                               | MAGNE 2020-27A AR 3ML+114 10/20/2034 144A                                                         | CUSIP: 55955EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    348000 | PA      | $337357.81    | 0.01%             | 2034-10-20      | Variable      | 0.05%                 | 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        |    799513 | PA      | $803348.90    | 0.03%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                  | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524894 | PA      | $451213.16    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    233783 | PA      | $136674.49    | 0.01%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                 | WHP TERM B 1LN 02/09/2027                                                                         | CUSIP: 92942LAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269325 | PA      | $256868.72    | 0.01%             | 2027-02-09      | Variable      | 0.09%                 | 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        |   4387000 | PA      | $4268791.41   | 0.17%             | 2037-04-15      | Variable      | 0.06%                 | 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        |    414848 | PA      | $382261.55    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.25% 03/15/2023                                                               | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101675.39    | 0.00%             | 2023-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV                                      | BHARTI AIRTEL INTERNATIONAL NETHERLANDS BV 5.35% 05/20/2024 144A                                  | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198850.00    | 0.01%             | 2024-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BK2527                                                                    | CUSIP: 3140HFYZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7046 | PA      | $6806.14      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#CB4843                                                                  | CUSIP: 3140QQLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789836 | PA      | $800179.55    | 0.03%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039                                                   | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    377000 | PA      | $385434.17    | 0.02%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                 | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                            | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     65000 | PA      | $55412.50     | 0.00%             | 2034-05-18      | Fixed         | 0.06%                 | 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        |    103471 | PA      | $100912.15    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                               | DISH NETWORK CORP CONV 3.375% 08/15/2026                                                          | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $924630.00    | 0.04%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIA DE SEGUROS FIDELIDADE SA                                                    | FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS                                                    | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |    200000 | PA      | $168506.44    | 0.01%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 4.875% 01/01/2026 144A                                                      | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185051.10    | 0.01%             | 2026-01-01      | 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        |    218640 | PA      | $180949.51    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | 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        |   3078000 | PA      | $2682340.71   | 0.11%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2019-AB1                                         | FINANCE OF AMERICA HECM BUYOUT 2019-AB1 VAR 02/25/2032 144A                                       | CUSIP: 31735JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1965571 | PA      | $1888909.14   | 0.07%             | 2032-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#670029                                                                    | CUSIP: 36295GLJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4494 | PA      | $4152.95      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | 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        |    250000 | PA      | $265155.00    | 0.01%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.8% 08/15/2038                                                                        | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    268000 | PA      | $252855.13    | 0.01%             | 2038-08-15      | Fixed         | 0.05%                 | 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        |     38120 | PA      | $35864.75     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 6.7% 11/29/2032                                                            | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508650.70    | 0.02%             | 2032-11-29      | Fixed         | 0.07%                 | 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        |    197000 | PA      | $161641.80    | 0.01%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                    | SM ENERGY CO 6.75% 09/15/2026                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588000.00    | 0.02%             | 2026-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    625000 | PA      | $528437.50    | 0.02%             | 2031-01-31      | Fixed         | 0.02%                 | 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        |    736391 | PA      | $610599.03    | 0.02%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53465.43     | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                         | CITY FOOTBALL GROUP TERM B 1LN 07/21/2028                                                         | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   1488750 | PA      | $1395703.13   | 0.05%             | 2028-07-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMEROON REPUBLIC OF                                                            | CAMEROON REPUBLIC OF 9.5% 11/19/2025 144A                                                         | CUSIP: 133653AA3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    135000 | PA      | $130680.00    | 0.01%             | 2025-11-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                                                       | NOVAE TERM 1LN 12/22/2028                                                                         | CUSIP: 66988QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223875 | PA      | $201487.50    | 0.01%             | 2028-12-22      | Variable      | 0.10%                 | 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        |    300000 | PA      | $271275.00    | 0.01%             | 2026-09-18      | Fixed         | 0.04%                 | 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        |   1822950 | PA      | $1505852.65   | 0.06%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                     | ACADEMY SPORTS and OUTDOORS TERM B 1LN 11/06/2027                                                 | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    348740 | PA      | $345144.41    | 0.01%             | 2027-11-06      | Variable      | 0.08%                 | 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        |     77870 | PA      | $63834.52     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | 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        |   5461000 | PA      | $5925185.00   | 0.23%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNPI ITXEX538 PAY 650 12/21/22                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |   3200000 | NC      | $1360.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 4% 01/31/2052                                                                   | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    275000 | PA      | $217250.00    | 0.01%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 2YR NOTE (CBT) FUT MAR23 TUH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       187 | NC      | $99927.43     | 0.00%             |  |  |  | No            |                  1 | 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        |   1235000 | PA      | $1189629.56   | 0.05%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 LTD / AIMCO CLO 14 LLC                                             | AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A 3ML+99 04/20/2034 144A                               | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2114000 | PA      | $2043020.34   | 0.08%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 6.35% 08/10/2024                                                               | CUSIP: 900123CV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    170000 | PA      | $169235.00    | 0.01%             | 2024-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 09/30/2028                                                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 104710000 | PA      | $90786842.19  | 3.57%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.45% 07/15/2028                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $5958330.55   | 0.23%             | 2028-07-15      | Fixed         | 0.02%                 | 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        |    955000 | PA      | $804262.80    | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE TERM B 1LN 10/23/2028                                                                     | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397875 | PA      | $377428.50    | 0.01%             | 2028-10-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                     | AVIENT TERM B 1LN 08/29/2029                                                                      | CUSIP: N/A<br>LEI: SM8L9RZYIB34LNTWO040       | Long             | LON              | CORP              | US        |     82940 | PA      | $82499.64     | 0.00%             | 2029-08-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 11/39 #004577                                                                       | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4865 | PA      | $4832.81      | 0.00%             | 2039-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-SITE                                                                  | CSMC 2018-SITE 4.284% 04/15/2036 144A                                                             | CUSIP: 12690CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287000 | PA      | $272207.13    | 0.01%             | 2036-04-15      | Fixed         | 0.04%                 | 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        |     43956 | PA      | $43764.39     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                     | SPRINT CORP 7.125% 06/15/2024                                                                     | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204236.59    | 0.01%             | 2024-06-15      | Fixed         | 0.07%                 | 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        |    205000 | PA      | $146835.35    | 0.01%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 2.50%/VAR 03/31/2032 REGS                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $559407.83    | 0.02%             | 2032-03-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/CAD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $562.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                                                    | CALLAWAY GOLF TERM B 01/04/2026                                                                   | CUSIP: 13119DAF9<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    148764 | PA      | $148345.71    | 0.01%             | 2026-01-04      | Variable      | 0.09%                 | 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        |     80000 | PA      | $61247.08     | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 12/01/2052 #TBA                                                                      | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2352828.24   | 0.09%             | 2052-12-01      | Fixed         | 0.06%                 | 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        |     22982 | PA      | $21179.47     | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP 5.625% 08/01/2029                                                                       | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    505000 | PA      | $471905.96    | 0.02%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 12/01/2052 #TBA                                                                      | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  21300000 | PA      | $18855492.72  | 0.74%             | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2022                                                             | TOWD PT MTG TR 2022 3.75% 07/25/2062 144A                                                         | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1989721 | PA      | $1822507.90   | 0.07%             | 2062-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A                                        | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24466.78     | 0.00%             | 2024-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6067000 | PA      | $5639318.00   | 0.22%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC                                     | SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC 3ML+96 04/16/2031 144A                                | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $892679.06    | 0.04%             | 2031-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 4.25% 02/15/2024                                                    | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136479.11    | 0.01%             | 2024-02-15      | 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        |   1039000 | PA      | $1001773.64   | 0.04%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3253000 | PA      | $2432593.40   | 0.10%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    210000 | PA      | $151302.28    | 0.01%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                          | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A                                   | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2789000 | PA      | $2660562.09   | 0.10%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                    | TELEFLEX INC 4.25% 06/01/2028 144A                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88207.50     | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HLDGS INC                                                           | IMPERIAL DADE TERM INCR 1LN 06/11/2026                                                            | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    144275 | PA      | $139844.31    | 0.01%             | 2026-06-11      | Variable      | 0.08%                 | 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        |     85000 | PA      | $73285.30     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | 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        |     85000 | PA      | $77987.50     | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                               | MICROSTRATEGY INC 6.125% 06/15/2028 144A                                                          | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    395000 | PA      | $292161.77    | 0.01%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                                            | AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A                                                       | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202781.25    | 0.01%             | 2024-10-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                           | MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A                                                       | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    220000 | PA      | $178750.00    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                                                            | RENTOKIL INITIAL PLC 5% 06/27/2032 REGS                                                           | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116711.59    | 0.00%             | 2032-06-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4% 01/15/2025                                                            | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48656.26     | 0.00%             | 2025-01-15      | Fixed         | 0.04%                 | 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        |    826000 | PA      | $773482.92    | 0.03%             | 2026-09-01      | Fixed         | 0.04%                 | 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        |    300000 | PA      | $376113.93    | 0.01%             | 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        |   4680000 | PA      | $3890250.00   | 0.15%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2051#                                                                        | CUSIP: 3140QHK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629297 | PA      | $580700.76    | 0.02%             | 2051-02-01      | Fixed         | 0.04%                 | 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        |    530882 | PA      | $488683.18    | 0.02%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2049#RA1171                                                                  | CUSIP: 3133KGJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1280628 | PA      | $1270529.94   | 0.05%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1889                                                                  | CUSIP: 36183XC24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2229 | PA      | $2060.90      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    554000 | PA      | $543183.05    | 0.02%             | 2025-10-21      | Fixed         | 0.04%                 | 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        |     34000 | PA      | $29405.43     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | 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        |    215000 | PA      | $203796.31    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/FORD CRDT                                          | FORD CR AUTO OWNER TR 2018-REV2 3.61% 01/15/2030 144A                                             | CUSIP: 34528HAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2063843.25   | 0.08%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#SD7541                                                                         | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3369975 | PA      | $2801679.28   | 0.11%             | 2051-05-01      | Fixed         | 0.02%                 | 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 3ML+110 01/22/2035 144A                           | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1719000 | PA      | $1657645.45   | 0.07%             | 2035-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-79584.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 6.625%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EP               | CORP              | FR        |    335000 | PA      | $322437.50    | 0.01%             |  |  |  | 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        |    180000 | PA      | $157923.00    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |    586000 | PA      | $533794.07    | 0.02%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                      | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                      | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    184075 | PA      | $154623.00    | 0.01%             | 2027-10-30      | Variable      | 0.08%                 | 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        |    605000 | PA      | $567897.82    | 0.02%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.15% 11/15/2046                                                                     | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461624.79    | 0.02%             | 2046-11-15      | Fixed         | 0.05%                 | 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        |    284908 | PA      | $274836.77    | 0.01%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                     | CHEMOURS CO 5.375% 05/15/2027                                                                     | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    819000 | PA      | $741195.00    | 0.03%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 3.8% 11/15/2025                                                                    | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1957.56      | 0.00%             | 2025-11-15      | 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        |     21707 | PA      | $18548.46     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52046.10     | 0.00%             | 2025-06-12      | Fixed         | 0.04%                 | 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        |   1400000 | PA      | $1277318.00   | 0.05%             | 2027-08-17      | 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        |    129000 | PA      | $115797.73    | 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        |   1431000 | PA      | $1352119.72   | 0.05%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#V83497                                                                  | CUSIP: 3132L83E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22088 | PA      | $20643.11     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                 | MADISON IAQ TERM B 1LN 06/21/2028                                                                 | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    627462 | PA      | $594915.85    | 0.02%             | 2028-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                        | RR 7 LTD 3ML+134 01/15/2037 144A                                                                  | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2290000 | PA      | $2225000.64   | 0.09%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                    | GRIFFON TERM B 1LN 01/24/2029                                                                     | CUSIP: 39843GAJ2<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |    620000 | PA      | $607990.60    | 0.02%             | 2029-01-24      | Variable      | 0.07%                 | 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        |   1300000 | PA      | $1310300.29   | 0.05%             | 2052-11-01      | Fixed         | 0.05%                 | 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        |   1326153 | PA      | $1054260.34   | 0.04%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD 2022                                                          | CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A                                                 | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1985000 | PA      | $1906975.61   | 0.08%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.03% 01/25/2024                                                                         | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99652.44     | 0.00%             | 2024-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    274000 | PA      | $258504.47    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.875% 02/15/2026                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302443.87    | 0.01%             | 2026-02-15      | Fixed         | 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        |  20000000 | PA      | $18418750.00  | 0.72%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                     | CITYCON OYJ 4.496%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |    215000 | PA      | $137164.22    | 0.01%             |  |  |  | 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        |   1171115 | PA      | $916426.77    | 0.04%             | 2051-12-05      | Fixed         | 0.04%                 | 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        |     20000 | PA      | $17600.00     | 0.00%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.25% 09/15/2024                                                                   | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122787.39    | 0.00%             | 2024-09-15      | Fixed         | 0.04%                 | 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        |    112000 | PA      | $96663.15     | 0.00%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 5.861%/VAR 06/19/2032 144A                                                          | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    565000 | PA      | $491980.10    | 0.02%             | 2032-06-19      | Variable      | 0.06%                 | 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        |    200000 | PA      | $167520.00    | 0.01%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                    | INTERNET BRANDS TERM B 2LN 02/23/2029                                                             | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $672187.50    | 0.03%             | 2029-02-23      | Variable      | 0.11%                 | 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        |    165512 | PA      | $141293.77    | 0.01%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                    | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617517 | PA      | $589885.64    | 0.02%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN7592                                                                    | CUSIP: 36186QNH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3783 | PA      | $3495.54      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A                                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1207000 | PA      | $1069267.71   | 0.04%             | 2025-09-11      | Variable      | 0.03%                 | 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        |   1356000 | PA      | $1201855.98   | 0.05%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 02/15/2045#AK6887                                                                    | CUSIP: 36183QUL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5620 | PA      | $5196.78      | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                               | SITE CENTERS CORP 3.625% 02/01/2025                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36801.87     | 0.00%             | 2025-02-01      | Fixed         | 0.04%                 | 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        |    127000 | PA      | $120309.68    | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                                           | AEROPORTI DI ROMA SPA 1.75% 07/30/2031 REGS                                                       | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |    310000 | PA      | $247555.72    | 0.01%             | 2031-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                      | CUSIP: 80413TAC3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |     65000 | PA      | $56793.75     | 0.00%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 10/15/2026 144A                                                                      | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385000.00    | 0.02%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                         | COX MEDIA GROUP TERM B 1LN INCR 12/17/2026                                                        | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488636 | PA      | $1380710.22   | 0.05%             | 2026-12-17      | Variable      | 0.08%                 | 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        |    276000 | PA      | $264797.75    | 0.01%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                                                              | CDK GLOBAL TERM 1LN 07/06/2029                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    695000 | PA      | $686076.20    | 0.03%             | 2029-07-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                   | COHERENT CORP 5% 12/15/2029 144A                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    860000 | PA      | $758950.00    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                  | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                    | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    325000 | PA      | $369139.06    | 0.01%             | 2034-01-20      | Fixed         | 0.08%                 | 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        |    127000 | PA      | $114364.07    | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                  | WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A                                              | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $311474.00    | 0.01%             | 2027-05-15      | 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        |   1016000 | PA      | $865442.07    | 0.03%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025                                                      | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    838000 | PA      | $789746.25    | 0.03%             | 2025-10-30      | Variable      | 0.02%                 | 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        |     92000 | PA      | $84964.76     | 0.00%             | 2028-08-28      | Variable      | 0.06%                 | 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        |      9522 | PA      | $9326.82      | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.375% 02/01/2025                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    926000 | PA      | $923749.58    | 0.04%             | 2025-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028                                              | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $686096.01    | 0.03%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                         | YAHOO MEDIA TERM B2 1LN 09/01/2027                                                                | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $26525.10     | 0.00%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DENBURY INC                                                                     | DENBURY INC                                                                                       | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     28577 | NS      | $2565071.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GIP III STETSON I LP                                                            | STETSON MIDSTREAM TERM B 07/18/25                                                                 | CUSIP: 36173DAB2<br>LEI: 549300MLKSDQYN3TMQ54 | Long             | LON              | CORP              | US        |    211609 | PA      | $206159.60    | 0.01%             | 2025-07-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#AS7844                                                                    | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155944 | PA      | $141601.27    | 0.01%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                              | WYNN MACAU LIMITED 4.875% 10/01/2024 144A                                                         | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    325000 | PA      | $302656.25    | 0.01%             | 2024-10-01      | Fixed         | 0.05%                 | 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        |    720000 | PA      | $454334.28    | 0.02%             |  |  |  | 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        |    343847 | PA      | $283605.79    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                      | EATON VANCE CLO 2020-2 LTD 3ML+114 01/15/2035 144A                                                | CUSIP: 27829PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1782000 | PA      | $1729145.88   | 0.07%             | 2035-01-15      | Variable      | 0.05%                 | 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        |     20881 | PA      | $17843.01     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | 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        |    205000 | PA      | $198503.92    | 0.01%             | 2025-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 3.25%/VAR 05/24/2028 REGS                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $482214.04    | 0.02%             | 2028-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.375% 06/15/2026                                                                   | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1440784.71   | 0.06%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/15/2045#AN5721                                                                    | CUSIP: 36186NLA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2618 | PA      | $2419.50      | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.9% 01/15/2025                                                                  | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    521000 | PA      | $508871.05    | 0.02%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11201000 | PA      | $6776605.00   | 0.27%             | 2048-02-12      | 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 5.75% 04/15/2025 144A                                              | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130325.00    | 0.01%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                  | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596464 | PA      | $511990.72    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE LLC                                                                | EMPLOYBRIDGE TERM B 1LN 07/19/2028                                                                | CUSIP: N/A<br>LEI: 549300GS4274Y66CQH05       | Long             | LON              | CORP              | US        |    992481 | PA      | $802053.83    | 0.03%             | 2028-07-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                             | COINBASE GLOBAL INC 3.625% 10/01/2031 144A                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $56700.00     | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | 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        |    700000 | PA      | $591500.00    | 0.02%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                                                           | CITADEL TERM B 1LN 02/27/2028                                                                     | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    992443 | PA      | $976316.13    | 0.04%             | 2028-02-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.4% 06/06/2027 144A                                                        | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196537.50    | 0.01%             | 2027-06-06      | Fixed         | 0.04%                 | 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        |   1336000 | PA      | $1063670.03   | 0.04%             | 2050-04-02      | Fixed         | 0.05%                 | 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        |    197000 | PA      | $185587.27    | 0.01%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUCALI CLO LTD                                                                  | LUCALI CLO LTD 2020-1A A 3ML+121 01/15/2033 144A                                                  | CUSIP: 54929JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $743916.88    | 0.03%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR FDG LTD                                                                   | LAMAR FDG LTD 3.958% 05/07/2025 144A                                                              | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189787.50    | 0.01%             | 2025-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 7/VAR PERP RGS                                                                       | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EP               | CORP              | CH        |    200000 | PA      | $198000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                 | MEG ENERGY CORP 7.125% 02/01/2027 144A                                                            | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $924732.90    | 0.04%             | 2027-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $333177.19    | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 3.25% 01/15/2028                                                                      | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99791.62     | 0.00%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.25% 03/15/2026 144A                                                               | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492594.30    | 0.02%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4.5% 01/01/2053 #TBA                                                                    | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1200000 | PA      | $1168125.60   | 0.05%             | 2053-01-01      | 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        |    312073 | PA      | $288729.77    | 0.01%             | 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        |   1069000 | PA      | $851960.59    | 0.03%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 06/01/2045#AZ3349                                                                       | CUSIP: 3138YUWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26220 | PA      | $25440.76     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | 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        |    145497 | PA      | $138005.29    | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA INC                                                             | MEGLOBAL CANADA INC 5% 05/18/2025 144A                                                            | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195100.00    | 0.01%             | 2025-05-18      | Fixed         | 0.05%                 | 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        |    425000 | PA      | $322182.77    | 0.01%             | 2026-06-23      | Fixed         | 0.02%                 | 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        |    765598 | PA      | $739677.00    | 0.03%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47996.00     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 6.537%/VAR 08/12/2033 144A                                                   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8675000 | PA      | $7599674.07   | 0.30%             | 2033-08-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                    | FOCUS FINANCIAL TERM B5 1LN 06/30/2028                                                            | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |    120000 | PA      | $117975.60    | 0.00%             | 2028-06-30      | Variable      | 0.00%                 | 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        |     56155 | PA      | $52902.20     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | 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        |    310000 | PA      | $370651.50    | 0.01%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                         | DRYDEN SENIOR LOAN FUND 3ML+113 02/20/2035 144A                                                   | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    784000 | PA      | $757155.84    | 0.03%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                      | CUSIP: 80413TAU3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    390000 | PA      | $342712.50    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                  | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                   | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    175000 | PA      | $185718.75    | 0.01%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BALLYS CORP                                                                     | BALLY'S TERM B 1LN 10/01/2028                                                                     | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    992500 | PA      | $942190.18    | 0.04%             | 2028-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                           | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+132.21 10/15/2036 144A                                  | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397000 | PA      | $364989.97    | 0.01%             | 2036-10-15      | Variable      | 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        |   8487000 | PA      | $6695940.86   | 0.26%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                   | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                              | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     30000 | PA      | $30624.38     | 0.00%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP                                                    | CUSIP: 59073XAE5<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     52465 | PA      | $347055.98    | 0.01%             | 2023-07-15      | Fixed         | 0.15%                 | Yes           |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/47#BE3749                                                                       | CUSIP: 3140FPEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33708 | PA      | $33481.95     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | 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        |    350000 | PA      | $280063.84    | 0.01%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#CA4536                                                                    | CUSIP: 3140QCBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347273 | PA      | $311913.83    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                             | CUSIP: 455780CR5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $37437.50     | 0.00%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048                                                         | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161700.00    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.2% 09/15/2023                                                                | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71474.14     | 0.00%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 02/15/2049                                                                           | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    249000 | PA      | $223708.72    | 0.01%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 4.5% 01/30/2026                                                            | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   5267000 | PA      | $5070225.62   | 0.20%             | 2026-01-30      | Fixed         | 0.04%                 | 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        |     15835 | PA      | $15837.27     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT MAR23 FVH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -33 | NC      | $-21710.12    | -0.00%            |  |  |  | No            |                  1 | 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        |    239346 | PA      | $226081.46    | 0.01%             | 2044-01-01      | 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        |   1090000 | PA      | $957308.85    | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | 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        |    422862 | PA      | $375709.76    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | 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        |     45711 | PA      | $37874.36     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 4% 11/15/2029 144A                                                                       | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529818.00    | 0.02%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                   | BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR 3ML+115 10/15/2036 144A                                  | CUSIP: 06762LAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    987000 | PA      | $956016.10    | 0.04%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023                                                          | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1344129.66   | 0.05%             | 2023-03-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 5% 04/15/2025 144A                                                                | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    867000 | PA      | $840990.00    | 0.03%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026                                             | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1742648.76   | 0.07%             | 2026-07-24      | Variable      | 0.05%                 | 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 6.5% 02/15/2029 144A                   | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1025500.00   | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PPTYS TR 4.95% 02/15/2027                                                                 | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41178.13     | 0.00%             | 2027-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                    | SBA TOWER TR 2.836% 01/15/2050 144A                                                               | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    699000 | PA      | $657804.09    | 0.03%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                                                           | WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A                                                       | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $861875.00    | 0.03%             | 2028-08-15      | Fixed         | 0.08%                 | 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        |    646000 | PA      | $504922.06    | 0.02%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                        | QATAR ST 4.625% 06/02/2046 144A                                                                   | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    235000 | PA      | $219725.00    | 0.01%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA 3.75% 06/23/2031 144A                                                                      | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $487380.00    | 0.02%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC/THE                                                        | BIDVEST GROUP UK PLC/THE 3.625% 09/23/2026 144A                                                   | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $199870.31    | 0.01%             | 2026-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                   | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                                | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |    600000 | PA      | $318423.60    | 0.01%             |  |  |  | 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        |      9521 | PA      | $9202.05      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2047#Q47935                                                                  | CUSIP: 3132WMY99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14046 | PA      | $13973.26     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | 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        |     18804 | PA      | $17113.85     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | 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        |    630000 | NC      | $8618.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS INC                                                           | DELEK TERM B 1LN 11/10/2029                                                                       | CUSIP: N/A<br>LEI: 5493003O53JMENV1N385       | Long             | LON              | CORP              | US        |    365000 | PA      | $349790.45    | 0.01%             | 2029-11-10      | Variable      | 0.00%                 | 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        |     60412 | PA      | $59028.76     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2031#BC0919                                                                  | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43335 | PA      | $41068.14     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH CAPITAL SERVICES , INC.                                           | MLCS SWAP CY451600 12/16/72 B                                                                     | CUSIP: N/A<br>LEI: GDWTXX036O1TB7DW3U69       | N/A              | DCR              | CORP              | US        |   1870000 | NC      | $25582.72     | 0.00%             |  |  |  | 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        |    590000 | PA      | $563902.27    | 0.02%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.906% 04/02/2030                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1141145.94   | 0.04%             | 2030-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL LTD 2021                                                          | PRIMA CAPITAL LTD 2021-9A A 1ML+145 12/15/2037 144A                                               | CUSIP: 74167CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95305 | PA      | $94596.61     | 0.00%             | 2037-12-15      | Variable      | 0.05%                 | 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        |    315000 | PA      | $166110.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                               | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    235000 | PA      | $156392.50    | 0.01%             | 2060-07-23      | Fixed         | 0.04%                 | 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        |    126309 | PA      | $107945.08    | 0.00%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREENEDEN US HLDGS II LLC                                                       | GENESYS TELECOMMUNICATIONS TERM B 1LN 12/01/2027                                                  | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    297727 | PA      | $288610.85    | 0.01%             | 2027-12-01      | Variable      | 0.08%                 | 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        |    187230 | PA      | $153914.76    | 0.01%             | 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        |  13510000 | PA      | $11567937.50  | 0.45%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 12/01/2052 #TBA                                                                      | CUSIP: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2800000 | PA      | $-2478656.32  | -0.10%            | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 1.5% 01/01/2038 #TBA                                                                    | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5400000 | PA      | $4726916.46   | 0.19%             | 2038-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 4.5% 09/15/2031 144A                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43463.22     | 0.00%             | 2031-09-15      | 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        |    109000 | PA      | $103078.44    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                         | MNGT SWAP CY451600 12/16/72 B                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    170000 | NC      | $2325.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                 | BANK 2022-BNK44 5.746245% 10/15/2032                                                              | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7185000 | PA      | $7546049.84   | 0.30%             | 2032-10-15      | Fixed         | 0.06%                 | 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        |    380000 | PA      | $353400.00    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                 | BAHAMAS COMWLTH 6% 11/21/2028 144A                                                                | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     95000 | PA      | $70347.50     | 0.00%             | 2028-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                           | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $191522.00    | 0.01%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                      | VONOVIA SE 5% 11/23/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106097.08    | 0.00%             | 2030-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | FX Forward: EUR/USD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |         1 | NC      | $273.00       | 0.00%             |  |  |  | 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        |     66971 | PA      | $64807.11     | 0.00%             | 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        |   1155000 | PA      | $1128527.40   | 0.04%             | 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        |   1233092 | PA      | $1105226.19   | 0.04%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031                                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12124000 | PA      | $11494944.44  | 0.45%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 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        |   3193086 | PA      | $3102043.77   | 0.12%             | 2037-04-15      | Variable      | 0.05%                 | 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        |    505000 | PA      | $469741.26    | 0.02%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2031#G18604                                                                  | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48897 | PA      | $46379.05     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    549000 | PA      | $543673.39    | 0.02%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2% 12/01/2037 #TBA                                                                      | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19100000 | PA      | $17157770.66  | 0.67%             | 2037-12-01      | Fixed         | 0.02%                 | 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        |    220000 | PA      | $212539.80    | 0.01%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LTD                                                                | AASET 2022-1 LTD 6% 05/16/2047 144A                                                               | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9621246 | PA      | $8912848.43   | 0.35%             | 2047-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 11/41 #005234                                                                       | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1622 | PA      | $1631.16      | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2044#AS2117                                                                    | CUSIP: 3138WBK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10603 | PA      | $10310.85     | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    570000 | PA      | $290700.00    | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                            | WYNN RESORTS FIN LLC / CAP CORP 7.75% 04/15/2025 144A                                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $325689.00    | 0.01%             | 2025-04-15      | Fixed         | 0.08%                 | 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        |     14249 | PA      | $13611.65     | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 5.05% 03/15/2042 144A                                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    847000 | PA      | $678064.34    | 0.03%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                | BOYD GAMING CORP 4.75% 06/15/2031 144A                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349000.00    | 0.01%             | 2031-06-15      | Fixed         | 0.05%                 | 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        |    235000 | PA      | $225012.50    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                               | KENYA REPUBLIC OF 6.875% 06/24/2024 144A                                                          | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    130000 | PA      | $119925.00    | 0.00%             | 2024-06-24      | Fixed         | 0.07%                 | 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        |    206735 | PA      | $200004.02    | 0.01%             | 2034-02-01      | Fixed         | 0.04%                 | 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        |   1164000 | PA      | $1098442.94   | 0.04%             | 2025-07-01      | Fixed         | 0.03%                 | 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        |    360000 | NC      | $4925.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2036#FS1970                                                                  | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3006635 | PA      | $2790159.07   | 0.11%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                         | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A                                | CUSIP: 01749WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   1450000 | PA      | $1405624.20   | 0.06%             | 2035-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 6.25% 01/25/2031 144A                                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $199250.00    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP                    | CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A                                             | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2194338.05   | 0.09%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | GSCM ITXEX538 PAY 487.5 01/18/23                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |   2500000 | NC      | $29190.65     | 0.00%             |  |  |  | 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        |    170000 | PA      | $163113.30    | 0.01%             | 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        |    205000 | PA      | $181771.45    | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |    111000 | PA      | $97938.69     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | 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        |   3772000 | PA      | $2738351.26   | 0.11%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                | MICHAELS TERM 1LN 04/15/2028                                                                      | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1240578 | PA      | $934911.91    | 0.04%             | 2028-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                 | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC 1A A TSFR3M+240 10/20/2034 144A                   | CUSIP: 92013AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2041000 | PA      | $2033891.20   | 0.08%             | 2034-10-20      | Variable      | 0.06%                 | 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        |    519000 | PA      | $484915.81    | 0.02%             | 2028-01-31      | Fixed         | 0.04%                 | 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        |    900000 | PA      | $744750.00    | 0.03%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK 5.4% 08/22/2025                                                                    | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1633781.96   | 0.06%             | 2025-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M and G PLC                                                                     | PRUDENTIAL PLC 6.5%/VAR 10/20/2048 REGS                                                           | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |    315000 | PA      | $301494.06    | 0.01%             | 2048-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                            | BERLIN PACKAGING TERM B 1LN 03/11/2028                                                            | CUSIP: 08511LAU2<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    992462 | PA      | $960207.28    | 0.04%             | 2028-03-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL LTD 2021                                                          | PRIMA CAPITAL LTD 2021 1ML+180 12/15/2037 144A                                                    | CUSIP: 74167CAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $487257.13    | 0.02%             | 2037-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.02% 06/15/2026                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1305164.26   | 0.05%             | 2026-06-15      | 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        |    110000 | PA      | $120298.90    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023                              | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    255000 | PA      | $252708.61    | 0.01%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                          | IBERDROLA FINANZAS SAU 7.375% 01/29/2024                                                          | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |    250000 | PA      | $309189.41    | 0.01%             | 2024-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 5.5% 03/01/2030                                                    | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95610.00     | 0.00%             | 2030-03-01      | Fixed         | 0.06%                 | 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        |     90952 | PA      | $85854.32     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.75% 05/22/2025                                                    | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194292.57    | 0.01%             | 2025-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 8.125% 09/15/2030                                                                     | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $724737.18    | 0.03%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1% 12/01/2036#FS1679                                                                    | CUSIP: 3140XG2M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2884519 | PA      | $2421857.89   | 0.10%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2953000 | PA      | $2814925.13   | 0.11%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                          | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                       | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $243806.25    | 0.01%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                                                    | HARTFORD FINL SVCS GROUP INC 4.3% 04/15/2043                                                      | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    604000 | PA      | $493130.36    | 0.02%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                               | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    115000 | PA      | $78200.00     | 0.00%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC                                                                    | CLOVERIE PLC 4.5/VAR 09/11/2044 REGS                                                              | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |    340000 | PA      | $319365.40    | 0.01%             | 2044-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                     | UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A                                                    | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1389816.95   | 0.05%             | 2025-02-15      | Fixed         | 0.08%                 | 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        |    415000 | PA      | $380520.99    | 0.01%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                             | SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A                                                        | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $134250.00    | 0.01%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A                                                    | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1509000 | PA      | $1143989.76   | 0.04%             | 2031-04-01      | Variable      | 0.04%                 | 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        |   2700000 | PA      | $2491047.00   | 0.10%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 04/15/2049                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35394.15     | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | 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        |   1855000 | PA      | $1604154.25   | 0.06%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                   | EMPRESA NACIONAL DEL PETROLEO 4.375% 10/30/2024 144A                                              | CUSIP: 29245JAH5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $193787.50    | 0.01%             | 2024-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/ WYNN LAS V                                                  | WYNN LAS VEGAS LLC/ WYNN LAS V 5.5% 03/01/2025 144A                                               | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $287979.00    | 0.01%             | 2025-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | BAIDU INC 1.72% 04/09/2026                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $332868.75    | 0.01%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    395000 | PA      | $357968.75    | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | 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        |     38375 | PA      | $37162.24     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | 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        |    157000 | PA      | $150477.77    | 0.01%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                   | CAESARS RESORT COLLECTION TERM B 1LN 07/20/2025                                                   | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1419128 | PA      | $1408072.99   | 0.06%             | 2025-07-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140128.83    | 0.01%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | FX Forward: USD/GBP settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 1IE8VN30JCEQV1H4R804       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-392.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.5% 04/15/2030                                                                     | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    606000 | PA      | $589609.56    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2047#Q52131                                                                  | CUSIP: 3132XULM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70392 | PA      | $65787.36     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.35% 04/09/2025                                                         | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12880000 | PA      | $12605920.43  | 0.50%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 7% 05/01/2026 144A                                                          | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668290.50    | 0.03%             | 2026-05-01      | Fixed         | 0.07%                 | 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        |    278130 | PA      | $251478.47    | 0.01%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044                                                     | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    287000 | PA      | $266121.23    | 0.01%             | 2044-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                          | SABLE INTL FIN LTD 5.75% 09/07/2027 144A                                                          | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1183130.00   | 0.05%             | 2027-09-07      | Fixed         | 0.06%                 | 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        |   1389948 | PA      | $1131608.93   | 0.04%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PPTYS TR 5.5% 12/15/2027                                                                  | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160950.00    | 0.01%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                    | EMBECTA TERM B 1LN 03/31/2029                                                                     | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |    184940 | PA      | $177659.13    | 0.01%             | 2029-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 05/15/2045#670008                                                                  | CUSIP: 36295GKV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5010 | PA      | $4629.21      | 0.00%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                               | SREIT TR 2021-MFP D 1ML+157.82 11/15/2038 144A                                                    | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $420115.36    | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | 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        |    109353 | PA      | $102985.00    | 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        |    195000 | PA      | $189150.00    | 0.01%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2046#AL9058                                                                  | CUSIP: 3138ERB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239474 | PA      | $225171.78    | 0.01%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                 | INTRAFI NETWORK TERM 2LN 11/05/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $50966.85     | 0.00%             | 2029-11-05      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 02/15/2045#AL3843                                                                  | CUSIP: 36184AHU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4956 | PA      | $4582.90      | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.75% 05/15/2030 144A                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $243107.50    | 0.01%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 4.375% 03/19/2024                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2231381.57   | 0.09%             | 2024-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 1/45#Q30720                                                                          | CUSIP: 3132QLYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17863 | PA      | $17364.25     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | 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        |    155228 | PA      | $154390.72    | 0.01%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES LLC                                                       | BRIGHTVIEW TERM B 1LN 04/14/2029                                                                  | CUSIP: 10801XAH0<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    224438 | PA      | $215646.28    | 0.01%             | 2029-04-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 7.625% 03/01/2026 144A                                                              | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    950000 | PA      | $800375.00    | 0.03%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOBAL INC                                                 | RACKSPACE TECHNOLOGY GLOBAL TERM B 1LN 02/15/2028                                                 | CUSIP: 75009XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992443 | PA      | $664252.25    | 0.03%             | 2028-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                              | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                         | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $219806.25    | 0.01%             | 2030-12-01      | Fixed         | 0.02%                 | 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        |     35000 | PA      | $32462.50     | 0.00%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 11/41#779591                                                                           | CUSIP: 36176X2Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101954 | PA      | $98379.14     | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.8% 06/15/2030                                                                  | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    476000 | PA      | $402043.87    | 0.02%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                                            | AZUL INVESTMENTS LLP 7.25% 06/15/2026 144A                                                        | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136000.00    | 0.01%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $441000.00    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PPTYS TR 4.95% 10/01/2029                                                                 | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14540.66     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                               | UAE INTERNATIONAL GOVERNMENT BOND 4.05% 07/07/2032 144A                                           | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195250.00    | 0.01%             | 2032-07-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#FM9501                                                                  | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1115407 | PA      | $959530.94    | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |    300000 | PA      | $273828.00    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                                             | TECHNIP ENERGIES NV 1.125% 05/28/2028 REGS                                                        | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | DBT              | CORP              | NL        |    620000 | PA      | $522336.41    | 0.02%             | 2028-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                                  | ADLER GROUP SA 1.875% 01/14/2026 REGS                                                             | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $269099.16    | 0.01%             | 2026-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                             | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2400000 | PA      | $2310000.00   | 0.09%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.375% 03/25/2027                                                                    | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1097641.27   | 0.04%             | 2027-03-25      | Fixed         | 0.03%                 | 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        |    400000 | PA      | $353160.00    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |      5000 | PA      | $4344.21      | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.864%/VAR 07/23/2024                                                 | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247415.80    | 0.01%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/01/2052 #TBA                                                                        | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5600000 | PA      | $5344835.44   | 0.21%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                   | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A                              | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    375000 | PA      | $322968.75    | 0.01%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.9% 12/15/2048                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    268000 | PA      | $247413.62    | 0.01%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2034#BN6419                                                                    | CUSIP: 3140JPDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213790 | PA      | $202954.70    | 0.01%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124643.63    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.25% 02/01/2023                                                                       | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99710.86     | 0.00%             | 2023-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2768567.13   | 0.11%             | 2028-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                             | GSCOFI SWAP CY451600 12/16/72 B                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    240000 | NC      | $3283.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2018-SITE                                                                  | CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 4.5349% 04/15/2036 144A                                    | CUSIP: 12690CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94010.44     | 0.00%             | 2036-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2047#ZM4743                                                                    | CUSIP: 3131XYHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590819 | PA      | $533523.86    | 0.02%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 7.125/VAR PERP                                                               | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |    310000 | PA      | $355880.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7569                                                                  | CUSIP: 3140XBMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144852 | PA      | $1985420.50   | 0.08%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                             | LEBANON REPUBLIC OF 6.375% 12/31/2049                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    350000 | PA      | $20881.00     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.5% 03/09/2048                                                                      | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8335.59      | 0.00%             | 2048-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP 7.25% 09/25/2023                                                                     | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233967.99    | 0.01%             | 2023-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN POWER DISTRIBUTION PLC                                                  | WESTERN POWER DISTRIBUTION PLC 3.625% 11/06/2023 REGS                                             | CUSIP: N/A<br>LEI: 549300HFCD0G1TPU4N09       | Long             | DBT              | CORP              | GB        |    275000 | PA      | $326628.38    | 0.01%             | 2023-11-06      | Fixed         | 0.04%                 | 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        |     19587 | PA      | $19510.31     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | 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        |    342062 | PA      | $305312.10    | 0.01%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2050#CA5966                                                                  | CUSIP: 3140QDTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302738 | PA      | $262370.15    | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | 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        |    137000 | PA      | $127032.56    | 0.00%             | 2038-06-15      | Fixed         | 0.06%                 | 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        |   1710000 | PA      | $1611948.60   | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | VICI PROPERTIES LP / VICI NOTE CO INC 5.625% 05/01/2024 144A                                      | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $396135.51    | 0.02%             | 2024-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                               | TENCENT HLDGS LTD 2.88% 04/22/2031 144A                                                           | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $247752.00    | 0.01%             | 2031-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 03/01/2051#SD8133                                                                  | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380612 | PA      | $1076118.58   | 0.04%             | 2051-03-01      | Fixed         | 0.01%                 | 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        |   2140000 | PA      | $1690357.39   | 0.07%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                 | PROMONTORY TERM B 1LN 11/08/2026                                                                  | CUSIP: 65343UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223278 | PA      | $213565.46    | 0.01%             | 2026-11-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 269570820 | NS      | $269624734.65 | 10.60%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.625% 09/01/2028                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1058659.79   | 0.04%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5535000 | PA      | $5260855.16   | 0.21%             | 2029-12-05      | Variable      | 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        |    190000 | PA      | $161993.41    | 0.01%             | 2026-06-02      | Fixed         | 0.01%                 | 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        |   2388173 | PA      | $2106111.82   | 0.08%             | 2051-07-20      | Fixed         | 0.03%                 | 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        |    615000 | PA      | $564262.50    | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | 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        |    989000 | PA      | $941906.39    | 0.04%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                           | BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A                                   | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2043000 | PA      | $1949548.07   | 0.08%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025                                                       | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    573000 | PA      | $549767.34    | 0.02%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2% 01/01/2038 #TBA                                                                      | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12950000 | PA      | $11647817.93  | 0.46%             | 2038-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVERNMENT 7.75% 09/01/2026 144A                                                          | CUSIP: 903724AR3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    400000 | PA      | $89950.00     | 0.00%             | 2026-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                                   | AYDEM YENILENEBILIR ENERJI AS 7.75% 02/02/2027 144A                                               | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $155875.00    | 0.01%             | 2027-02-02      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.25% 05/15/2023                                                         | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4982.03      | 0.00%             | 2023-05-15      | Fixed         | 0.04%                 | 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        |     52133 | PA      | $50484.53     | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC STEP 04/01/2036                                                                 | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47077.25     | 0.00%             | 2036-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.75% 01/24/2024                                                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    280000 | PA      | $329683.22    | 0.01%             | 2024-01-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 1.45% 10/02/2023                                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    402000 | PA      | $388201.23    | 0.02%             | 2023-10-02      | Fixed         | 0.01%                 | 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        |    400000 | PA      | $302520.00    | 0.01%             | 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        |   3790000 | PA      | $3559965.50   | 0.14%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS INC                                                     | WESTINGHOUSE TERM B 1LN 08/01/2025                                                                | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    992424 | PA      | $973091.83    | 0.04%             | 2025-08-01      | Variable      | 0.07%                 | 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        |     10000 | PA      | $9858.86      | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 4.65% 07/15/2042                                                                 | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148472.37    | 0.01%             | 2042-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 14% 10/15/2030 144A                                                         | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $3328.80      | 0.00%             | 2030-10-15      | Fixed         | 0.14%                 | 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        |    185000 | PA      | $159100.00    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 03/15/2045#AL5046                                                                    | CUSIP: 36184BTB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6071 | PA      | $5614.09      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-SITE                                                                  | CSMC 2018-SITE D CSTR 04/15/2036 144A                                                             | CUSIP: 12690CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118000 | PA      | $108455.94    | 0.00%             | 2036-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 8.5% 07/15/2025 144A                                                | CUSIP: 10524PAB6<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1167855.48   | 0.05%             | 2025-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1665526.80   | 0.07%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A                                                   | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    792000 | PA      | $730928.88    | 0.03%             | 2026-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 2.125% 10/28/2025 144A                                                                    | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $349000.00    | 0.01%             | 2025-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1361010.60   | 0.05%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                       | CROCS INC 4.125% 08/15/2031 144A                                                                  | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $479436.00    | 0.02%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-SITE                                                                  | CSMC 2018-SITE C CSTR 04/15/2036 144A                                                             | CUSIP: 12690CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93627.33     | 0.00%             | 2036-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                            | CITGO PETROLEUM CORP 6.375% 06/15/2026 144A                                                       | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586468.22    | 0.02%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                    | INTERNET BRANDS TERM B 1LN 09/15/2024                                                             | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1240209 | PA      | $1205582.25   | 0.05%             | 2024-09-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024                              | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    438000 | PA      | $431806.53    | 0.02%             | 2024-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-MEAD                                               | MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A                                        | CUSIP: 61771LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $139909.74    | 0.01%             | 2036-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    728000 | PA      | $701166.38    | 0.03%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN PULSE INC                                                                | VIRGIN PULSE TERM B 1LN 04/06/2028                                                                | CUSIP: 92770HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24937 | PA      | $21154.83     | 0.00%             | 2028-04-06      | Variable      | 0.08%                 | 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        |    262000 | PA      | $220265.39    | 0.01%             | 2029-09-13      | Fixed         | 0.02%                 | 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        |   4720000 | PA      | $4400802.68   | 0.17%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                             | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105980.53    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | 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        |    703000 | PA      | $478809.13    | 0.02%             | 2046-09-16      | Fixed         | 0.04%                 | 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        |     65000 | PA      | $52250.52     | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.35% 04/01/2027                                                                    | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    191000 | PA      | $181252.62    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD                                                         | ION TRADING TERM B 1LN 03/26/28                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    992462 | PA      | $947801.52    | 0.04%             | 2028-03-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                       | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                  | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53262.00     | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                               | SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A                                                       | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410000 | PA      | $2302790.43   | 0.09%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 3.05% 10/15/2027                                                                       | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276928.97    | 0.01%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECO DEV AUTH ST PEN                                                  | NEW JERSEY ECO DEV AUTH ST PENSER A MBIA                                                          | CUSIP: 645913AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1032000 | PA      | $1115345.76   | 0.04%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                       | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                                 | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    955000 | PA      | $791952.85    | 0.03%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/01/2052 #TBA                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -17800000 | PA      | $-15617303.48 | -0.61%            | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                   | COMMSCOPE INC 6% 03/01/2026 144A                                                                  | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    665000 | PA      | $643360.90    | 0.03%             | 2026-03-01      | 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        |    211000 | PA      | $215767.30    | 0.01%             | 2038-07-01      | Fixed         | 0.07%                 | 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        |   2050000 | PA      | $1606225.55   | 0.06%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                      | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $479000.23    | 0.02%             | 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        |     62320 | PA      | $57430.87     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                  | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3756965 | PA      | $3504704.77   | 0.14%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                       | CONVERGINT TECH TERM B 1LN 03/31/2028                                                             | CUSIP: 23344MAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $148800.00    | 0.01%             | 2028-03-31      | Variable      | 0.00%                 | 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        |     46766 | PA      | $38337.42     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 1.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0126C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12100000 | PA      | $9399294.52   | 0.37%             | 2052-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5% 11/24/2025                                                                      | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7319000 | PA      | $7336095.72   | 0.29%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 2.75% 03/15/2027 144A                                                                 | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    379000 | PA      | $349338.74    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP                            | CENT CLO 20 LTD / CENT CLO 20-29A AR 3ML+117 10/20/2034 144A                                      | CUSIP: 197363AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1501000 | PA      | $1446729.84   | 0.06%             | 2034-10-20      | Variable      | 0.05%                 | 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        |    405000 | PA      | $330174.13    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                               | ICAHN ENTERPRISES LP/FIN CORP 6.375% 12/15/2025                                                   | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1332169.16   | 0.05%             | 2025-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                         | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                    | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $316350.00    | 0.01%             | 2036-08-31      | Fixed         | 0.04%                 | 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        |    261000 | PA      | $243346.40    | 0.01%             | 2039-02-15      | Variable      | 0.06%                 | 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        |    590988 | PA      | $420241.32    | 0.02%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                       | PROSUS NV 4.193% 01/19/2032 144A                                                                  | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $316000.00    | 0.01%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 144A                                                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    644000 | PA      | $517627.61    | 0.02%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 5.25% 02/15/2025 144A                                                              | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383408.00    | 0.02%             | 2025-02-15      | Fixed         | 0.05%                 | 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        |    462661 | PA      | $431373.97    | 0.02%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                               | JORDAN KINGDOM OF 4.95% 07/07/2025 144A                                                           | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    300000 | PA      | $289087.50    | 0.01%             | 2025-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XLI CLO LTD / ARES XLI CLO LLC                                             | ARES XLI CLO LTD / ARES XLI CLO LLC 1ML+107 04/15/2034 144A                                       | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   2478000 | PA      | $2394446.80   | 0.09%             | 2034-04-15      | Variable      | 0.05%                 | 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        |     76551 | PA      | $62753.90     | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                 | ALLEGRO CLO LTD 3ML+114 07/20/2034 144A                                                           | CUSIP: 01750WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1078000 | PA      | $1040796.06   | 0.04%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XIV LTD                                                             | ALLEGRO CLO XIV LTD 3ML+116 10/15/2034 144A                                                       | CUSIP: 01751AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5069000 | PA      | $4901312.41   | 0.19%             | 2034-10-15      | Variable      | 0.05%                 | 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        |   1143168 | PA      | $1092858.20   | 0.04%             | 2037-04-15      | Variable      | 0.06%                 | 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        |    422000 | PA      | $399845.00    | 0.02%             | 2027-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                  | PRUDENTIAL PLC 2.95%/VAR 11/03/2033 REGS                                                          | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | DBT              | CORP              | GB        |    775000 | PA      | $613099.40    | 0.02%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A                                                   | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196537.50    | 0.01%             | 2024-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                   | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                  | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    150000 | PA      | $125934.38    | 0.00%             | 2049-10-03      | Fixed         | 0.04%                 | 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        |     73486 | PA      | $60241.24     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT TERM B 1LN 11/16/2029                                                                   | CUSIP: N/A<br>LEI: 549300UQROQS42RKHM85       | Long             | LON              | CORP              | CA        |    545000 | PA      | $528878.90    | 0.02%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 2.5% 03/24/2026                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    170000 | PA      | $163709.11    | 0.01%             | 2026-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025                                                | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2259090.56   | 0.09%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2025                                                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244420.05    | 0.01%             | 2025-02-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                             | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                         | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    110000 | PA      | $91595.63     | 0.00%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                      | HEXION TERM 2LN 02/09/2030                                                                        | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |     95000 | PA      | $72200.00     | 0.00%             | 2030-02-09      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 05/15/2047                                                                | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    150000 | PA      | $118125.00    | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/46#AS7533                                                                         | CUSIP: 3138WHLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130911 | PA      | $119034.33    | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOLLY EN PART LP/ HOL FIN CORP                                                  | HOLLY EN PART LP/ HOL FIN CORP 6.375% 04/15/2027 144A                                             | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176109.51    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATUS STATIC CLO 2022-1 LTD                                                   | STRATUS STATIC CLO 2022-1 LTD TSFR3M+175 07/20/2030 144A                                          | CUSIP: 86317WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    335358 | PA      | $330326.84    | 0.01%             | 2030-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX LLC                                                            | SMYRNA READY MIX CONCRETE TERM B 1LN 04/01/2029                                                   | CUSIP: N/A<br>LEI: 549300S7RFWHQFOIOY93       | Long             | LON              | CORP              | US        |     79800 | PA      | $78204.00     | 0.00%             | 2029-04-01      | Variable      | 0.08%                 | No            |                  3 | 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        |    624796 | PA      | $563982.13    | 0.02%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN8980                                                                    | CUSIP: 36186S6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8160 | PA      | $7540.06      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | 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        |    300000 | NC      | $4104.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BC2778                                                                  | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62156 | PA      | $58788.10     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/EUR settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $212.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AK7286                                                                  | CUSIP: 36183RCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2289 | PA      | $2116.56      | 0.00%             | 2045-03-15      | 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        |    662671 | PA      | $548229.14    | 0.02%             | 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        |    562172 | PA      | $464207.68    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.5% 07/15/2023                                                                           | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132198.52    | 0.01%             | 2023-07-15      | Fixed         | 0.04%                 | 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        |     25207 | PA      | $25115.85     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 4.85% 09/15/2023                                                            | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219319.71    | 0.01%             | 2023-09-15      | Fixed         | 0.05%                 | 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        |   1605000 | PA      | $1329840.92   | 0.05%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    895000 | PA      | $941634.43    | 0.04%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 5.141% 03/15/2052 144A                                                             | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1014293.08   | 0.04%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    464000 | PA      | $389921.47    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                              | SASOL FING USA LLC 5.875% 03/27/2024                                                              | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198010.00    | 0.01%             | 2024-03-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                       | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32730000 | PA      | $31064094.06  | 1.22%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT MAR23 FVH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        58 | NC      | $37946.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA FOOD CO                                                                 | JBS USA FOOD CO 3.625% 01/15/2032 144A                                                            | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66000.00     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A                                                 | CUSIP: 83368RBE1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3649779.96   | 0.14%             | 2025-06-18      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87000000 | PA      | $88107891.06  | 3.47%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2032#G18665                                                                  | CUSIP: 3128MMW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9939 | PA      | $9371.11      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                             | ORBIA ADVANCE CORPORATION SAB DE CV 1.875% 05/11/2026 144A                                        | CUSIP: 68560EAA6<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $172000.00    | 0.01%             | 2026-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                       | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                    | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    605000 | PA      | $559625.00    | 0.02%             | 2029-04-16      | Fixed         | 0.04%                 | 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        |  13900000 | PA      | $10123652.31  | 0.40%             | 2041-11-15      | Fixed         | 0.02%                 | 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        |    141340 | PA      | $125623.43    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | 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        |    167000 | PA      | $146689.35    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | 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        |    295000 | PA      | $274711.23    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAGARDERE SA                                                                    | LAGARDERE SA 2.125% 10/16/2026 REGS                                                               | CUSIP: N/A<br>LEI: 969500VX2NV2AQQ65G45       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298445.33    | 0.01%             | 2026-10-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                              | GARDEN SPINCO CORP 8.625% 07/20/2030 144A                                                         | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95547.85     | 0.00%             | 2030-07-20      | Fixed         | 0.09%                 | 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        |   2883000 | PA      | $2448596.68   | 0.10%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2019                                                             | BX COML MTG TR 2019-XCALM AL 1ML+88.72 11/25/2286 144A                                            | CUSIP: 05608FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420361 | PA      | $410640.30    | 0.02%             | 2032-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELEK OVERRIDING ROYALTY LEVIATHAN LTD                                          | DELEK OVERRIDING ROYALTY LEVIATHAN LTD 7.494% 12/30/2023 144A REGS                                | CUSIP: N/A<br>LEI: 894500UTDMYAFMZ5VY86       | Long             | DBT              | CORP              | IL        |    250000 | PA      | $248875.00    | 0.01%             | 2023-12-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2711620.47   | 0.11%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 4.1% 02/09/2027                                                            | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    197000 | PA      | $185097.90    | 0.01%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.7% 04/06/2023                                                                       | CUSIP: 718546AU8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75815.22     | 0.00%             | 2023-04-06      | Fixed         | 0.04%                 | 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        |    247000 | PA      | $216192.45    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                             | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                        | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $78977.50     | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 12/01/2052 #TBA                                                                      | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  79700000 | PA      | $65548268.75  | 2.58%             | 2052-12-01      | Fixed         | 0.02%                 | 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        |   1804005 | PA      | $1491894.61   | 0.06%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7179000 | PA      | $6714061.47   | 0.26%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#CB2164                                                                    | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199980 | PA      | $1071422.69   | 0.04%             | 2051-11-01      | 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        |    225000 | PA      | $203315.63    | 0.01%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2700000 | PA      | $2628282.60   | 0.10%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                   | VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A                                              | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    811000 | PA      | $803485.26    | 0.03%             | 2023-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                             | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                            | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $480000.00    | 0.02%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                               | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                       | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $256500.00    | 0.01%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                 | AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A                                                  | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    409000 | PA      | $400948.84    | 0.02%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.75% 03/26/2025                                                             | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $221607.36    | 0.01%             | 2025-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/46#BC0287                                                                       | CUSIP: 3140EUJ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2968 | PA      | $2953.85      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2047#Q53017                                                                  | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15192 | PA      | $15070.85     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                | MORGAN STANLEY CAP I TR 2018-BOP C 1ML+150 06/15/2035 144A                                        | CUSIP: 61768FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576800 | PA      | $542886.77    | 0.02%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% #AL9282                                                                              | CUSIP: 3138ERJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57451 | PA      | $55688.70     | 0.00%             | 2046-06-01      | 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        |   1440000 | NC      | $19700.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                             | CUSIP: 455780CF1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    145000 | PA      | $141737.50    | 0.01%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                     | GEOPARK LTD 5.5% 01/17/2027 144A                                                                  | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $172750.00    | 0.01%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL TERM B 1LN 05/14/2028                                                            | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    992481 | PA      | $936882.17    | 0.04%             | 2028-05-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                                             | DEL MONTE FOODS TERM B 1LN 05/16/2029                                                             | CUSIP: 24521TAJ5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    375000 | PA      | $362970.00    | 0.01%             | 2029-05-16      | Variable      | 0.08%                 | 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        |  12905000 | PA      | $9003253.91   | 0.35%             | 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        |   4346000 | PA      | $3623219.04   | 0.14%             | 2031-03-21      | 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        |     98574 | PA      | $96302.66     | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                                             | KINDRED TERM B 1LN 02/12/2028                                                                     | CUSIP: 12568YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $99400.35     | 0.00%             | 2028-02-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $578137.50    | 0.02%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                              | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                         | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    350000 | PA      | $308000.00    | 0.01%             | 2026-10-31      | 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        |    148264 | PA      | $145192.31    | 0.01%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                                                     | UKG TERM 1LN 05/03/2026                                                                           | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    870308 | PA      | $839481.49    | 0.03%             | 2026-05-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2.5% 12/01/2037 #TBA                                                                    | CUSIP: 01F0224C6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -7000000 | PA      | $-6420312.50  | -0.25%            | 2037-12-01      | Fixed         | 0.03%                 | No            |                  1 | On Loan: No      |
| HYLAND SOFTWARE INC                                                             | HYLAND SOFTWARE TERM B 1LN AO 07/01/2024                                                          | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149223 | PA      | $146891.94    | 0.01%             | 2024-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1884                                                                  | CUSIP: 36183XCV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2465 | PA      | $2279.20      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEIGHTON FIN USA PTY LTD                                                        | LEIGHTON FIN USA PTY LTD 1.5% 05/28/2029 REGS                                                     | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    445000 | PA      | $355996.65    | 0.01%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A                                                   | CUSIP: 28470RAH5<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    595000 | PA      | $588039.98    | 0.02%             | 2025-07-01      | Fixed         | 0.06%                 | 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        |   1000000 | PA      | $933920.00    | 0.04%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2046#Q45028                                                                  | CUSIP: 3132WJSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5788 | PA      | $5760.04      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST                                                 | INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A                                     | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394000 | PA      | $2370002.07   | 0.09%             | 2039-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                                                    | ADECOAGRO SA 6% 09/21/2027 144A                                                                   | CUSIP: 00676LAA4<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $232078.13    | 0.01%             | 2027-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB TERM B 1LN 04/25/2025                                                                         | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1488636 | PA      | $1463016.96   | 0.06%             | 2025-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049                                                         | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $198997.98    | 0.01%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                          | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1847512.50   | 0.07%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS                                                           | TRITON WATER HOLDINGS TERM B 1LN 03/31/2028                                                       | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   1488695 | PA      | $1369599.11   | 0.05%             | 2028-03-31      | Variable      | 0.07%                 | 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        |    480000 | NC      | $6566.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2046#AL8990                                                                  | CUSIP: 3138ET7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163047 | PA      | $153308.99    | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LTD                                                    | ADANI ELECTRICITY MUMBAI LTD 3.867% 07/22/2031 144A                                               | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $211761.00    | 0.01%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHC COML MTG TR 2019-CHC                                                        | CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034                                                     | CUSIP: 162665AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820802 | PA      | $804789.00    | 0.03%             | 2034-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 09/01/2030                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1071759.09   | 0.04%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                     | HEXION TERM 1LN 03/15/2029                                                                        | CUSIP: 00217XAB2<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    369075 | PA      | $314820.98    | 0.01%             | 2029-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#CB3331                                                                  | CUSIP: 3140QNVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3170059 | PA      | $2929963.31   | 0.12%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18683                                                                  | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30398 | PA      | $28605.15     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | 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        |   1341000 | PA      | $1233834.55   | 0.05%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL2303                                                                  | CUSIP: 36183XRY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1934 | PA      | $1788.53      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4% 06/15/2029                                                                          | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    444000 | PA      | $402794.53    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RES L P / EER FIN INC                                           | ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A                                       | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $280497.00    | 0.01%             | 2028-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024                                                       | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74207.83     | 0.00%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 LTD                                                                  | KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A                                               | CUSIP: 48255PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2473000 | PA      | $2364477.34   | 0.09%             | 2035-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AO0257                                                                         | CUSIP: 3617A0JA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6355 | PA      | $5872.24      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                            | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                       | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1260000 | PA      | $1045642.50   | 0.04%             | 2050-04-16      | Fixed         | 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        |     90000 | PA      | $74776.89     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                    | TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A                                                 | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $327236.81    | 0.01%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 5/42 #MA0090                                                                        | CUSIP: 36179MC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32223 | PA      | $32030.66     | 0.00%             | 2042-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.625% 04/01/2027                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    281000 | PA      | $269490.57    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE BV 6.75% 06/03/2050                                                      | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $298042.50    | 0.01%             | 2050-06-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#RA6622                                                                  | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2611016 | PA      | $2244498.24   | 0.09%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 6.375% 10/14/2025                                                              | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    135000 | PA      | $128925.00    | 0.01%             | 2025-10-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                       | EGYPT (ARAB) REPUBLIC OF 5.8% 09/30/2027 144A                                                     | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $247125.00    | 0.01%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.988%/VAR 08/05/2033 REGS                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    515000 | PA      | $479810.35    | 0.02%             | 2033-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                      | KINDERCARE TERM B EXT 02/21/2025                                                                  | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    763423 | PA      | $730381.84    | 0.03%             | 2025-02-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#A96822                                                                    | CUSIP: 312945SK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88880 | PA      | $86002.22     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2052#FS2065                                                                    | CUSIP: 3140XHJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1730683 | PA      | $1647725.14   | 0.06%             | 2052-06-01      | Fixed         | 0.04%                 | 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        |     19418 | PA      | $18567.00     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                       | EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A                                                    | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429509.25    | 0.02%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 12/01/2052 #TBA                                                                      | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6700000 | PA      | $6670684.15   | 0.26%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                  | EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A                                          | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846359 | PA      | $813998.99    | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1894000 | PA      | $1707630.40   | 0.07%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A                                                       | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2085740.35   | 0.08%             | 2043-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                               | KENYA REPUBLIC OF 7% 05/22/2027 144A                                                              | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    120000 | PA      | $107250.00    | 0.00%             | 2027-05-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                                         | ICON TERM B 1LN 07/03/2028                                                                        | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |    219409 | PA      | $218186.79    | 0.01%             | 2028-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                 | CEMEX SAB DE CV 3.875% 07/11/2031 144A                                                            | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $161912.50    | 0.01%             | 2031-07-11      | Fixed         | 0.04%                 | 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        |   3679000 | PA      | $3162920.77   | 0.12%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL9314                                                                  | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3752 | PA      | $3469.20      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AL1871                                                                  | CUSIP: 36183XCG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1186 | PA      | $1096.62      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | 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        |    737397 | PA      | $657015.30    | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                         | MEITUAN 3.05% 10/28/2030 144A                                                                     | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $147475.00    | 0.01%             | 2030-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2050#MA6474                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326057 | PA      | $297498.87    | 0.01%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                         | SRI LANKA GOVT DEMOC SOCIA REP 6.825% 07/18/2026 144A                                             | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     25000 | PA      | $7739.19      | 0.00%             | 2026-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO 5.875% 10/01/2028 144A                                                                 | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    600000 | PA      | $210570.00    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS GOLF LLC                                                          | TAYLOR MADE TERM B 1LN 02/07/2029                                                                 | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234412 | PA      | $213901.41    | 0.01%             | 2029-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                            | ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A                                                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585000.00    | 0.02%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.95% 03/31/2030                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $217552.12    | 0.01%             | 2030-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 04/01/2041#                                                                          | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21140 | PA      | $18063.69     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2019-1 TRUST                                                              | AASET 2019-1 TRUST 3.844% 05/15/2039 144A                                                         | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-CBDO         | CORP              | US        |    211142 | PA      | $140249.26    | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BC6148                                                                    | CUSIP: 3140F1ZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10074 | PA      | $9755.33      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                  | YUM BRANDS INC 4.625% 01/31/2032                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527954.15    | 0.02%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.35% 03/15/2032 144A                                                                 | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    460000 | PA      | $404151.07    | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2.5% 12/01/2037 #TBA                                                                    | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6420312.50   | 0.25%             | 2037-12-01      | Fixed         | 0.03%                 | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 5.75% 02/15/2028 144A                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    460000 | PA      | $413834.40    | 0.02%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                | API GROUP DE TERM B 1LN 01/03/2029                                                                | CUSIP: 00186XAJ2<br>LEI: 549300PF7K5YYDIK7Y13 | Long             | LON              | CORP              | US        |    986339 | PA      | $975242.97    | 0.04%             | 2029-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2045#AY8096                                                                    | CUSIP: 3138YM7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12565 | PA      | $12191.25     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL TERM B 1LN 11/10/2029                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |    120000 | PA      | $118050.00    | 0.00%             | 2029-11-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | FX Forward: USD/GBP settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-196202.36   | -0.01%            |  |  |  | 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        |     30000 | PA      | $27375.00     | 0.00%             | 2028-05-01      | 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        |    310000 | NC      | $4240.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 31 LTD                                                        | COLUMBIA CENT CLO 31A A1 LTD 3ML+120 04/20/2034 144A                                              | CUSIP: 19737LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2765000 | PA      | $2669588.15   | 0.10%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVERNMENT 7.253% 03/15/2035 144A                                                         | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    300000 | PA      | $62212.50     | 0.00%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 12/01/2052 #TBA                                                                      | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5400000 | PA      | $-5376372.30  | -0.21%            | 2052-12-01      | Fixed         | 0.05%                 | 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        |    954000 | PA      | $838847.81    | 0.03%             | 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        |   1045000 | PA      | $821599.90    | 0.03%             | 2031-08-01      | Fixed         | 0.03%                 | 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        |   1484887 | PA      | $1324637.67   | 0.05%             | 2028-03-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    901000 | PA      | $718681.15    | 0.03%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 3.9% 04/20/2023                                                            | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40828.06     | 0.00%             | 2023-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                            | ZAYO TERM 1LN 03/09/2027                                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1127220.00   | 0.04%             | 2027-03-09      | Variable      | 0.07%                 | 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        |    610000 | PA      | $580991.72    | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE IX LTD / MAGNETITE IX LLC                                             | MAGNETITE IX LTD /LLC 3ML+113 10/25/2034 144A                                                     | CUSIP: 55953UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1744700.40   | 0.07%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 1.65% 06/22/2025                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    162000 | PA      | $146649.13    | 0.01%             | 2025-06-22      | Fixed         | 0.02%                 | 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        |     63515 | PA      | $59939.60     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                              | BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A                                 | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    400000 | PA      | $382400.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                        | DIAMOND SPORTS GROUP TERM 2LN 08/24/2026                                                          | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    724525 | PA      | $114569.14    | 0.00%             | 2026-08-24      | Variable      | 0.07%                 | 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        |    470000 | NC      | $6429.88      | 0.00%             |  |  |  | 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        |    315000 | PA      | $299280.38    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US LONG BOND(CBT) FUT MAR23 USH3                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -137 | NC      | $-179885.92   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                                                   | CORECIVIC INC 4.625% 05/01/2023                                                                   | CUSIP: 22025YAP5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236549.39    | 0.01%             | 2023-05-01      | Fixed         | 0.05%                 | 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        |    297000 | PA      | $243933.46    | 0.01%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3.556% 09/29/2032                                                         | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $180022.00    | 0.01%             | 2032-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL EXPRESS GROUP PLC                                                      | NATIONAL EXPRESS GROUP 4.25%/VAR PERP REGS                                                        | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |    165000 | PA      | $161141.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC              | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1431910.00   | 0.06%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4% 12/01/2052 #TBA                                                                      | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9100000 | PA      | $8610875.00   | 0.34%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC                             | MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+120 01/22/2031 144A                       | CUSIP: 55817AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $377855.40    | 0.01%             | 2031-01-22      | 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        |    840000 | PA      | $674310.00    | 0.03%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                                | CORPORATION SERVICE COMPANY TERM B 1LN 11/03/2029                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135000 | PA      | $132806.25    | 0.01%             | 2029-11-03      | Variable      | 0.07%                 | 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        |    579210 | PA      | $498899.93    | 0.02%             | 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        |   5383000 | PA      | $4277426.59   | 0.17%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AK3531                                                                  | CUSIP: 36183L4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6053 | PA      | $5596.86      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | 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        |   1986000 | PA      | $1911336.33   | 0.08%             | 2039-05-15      | Variable      | 0.06%                 | 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        |   2860000 | PA      | $2773978.92   | 0.11%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.875% 10/01/2029                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    303000 | PA      | $339217.56    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                 | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                             | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    360000 | PA      | $299250.00    | 0.01%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMMC CLO XI LTD                                                                 | AMMC CLO XI LTD 3ML+101 04/30/2031 144A                                                           | CUSIP: 00176AAX3<br>LEI: 5493004OOK6VXHQ8DQ60 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2352890.40   | 0.09%             | 2031-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                              | LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS                                                    | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    250000 | PA      | $245313.50    | 0.01%             | 2025-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 4.375% 04/15/2028 144A                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265107.13    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64861.69     | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.85% 04/09/2025                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95831.34     | 0.00%             | 2025-04-09      | Fixed         | 0.04%                 | 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        |  19862700 | PA      | $16685443.84  | 0.66%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2049#FM1277                                                                    | CUSIP: 3140X4M37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881508 | PA      | $842904.27    | 0.03%             | 2049-04-01      | Fixed         | 0.04%                 | 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        |   4512159 | PA      | $3409522.88   | 0.13%             | 2038-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                     | CUSIP: 80413TAR0<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |     65000 | PA      | $50293.75     | 0.00%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES CLO 2019-54A A 3ML+132 10/15/2032 144A                                                       | CUSIP: 04017WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    674000 | PA      | $658980.58    | 0.03%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PINE STR TR I                                                                   | PINE STR TR I 4.572% 02/15/2029 144A                                                              | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $477749.28    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2051#                                                                        | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170579 | PA      | $157019.98    | 0.01%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                            | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                           | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    140000 | PA      | $99032.50     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | 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        |    615000 | PA      | $582518.78    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                                                             | UDG HEALTHCARE TERM B 1LN 08/19/2028                                                              | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    370000 | PA      | $360750.00    | 0.01%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARNIVAL FINANCE LLC                                                            | CARNIVAL TERM B 1LN 10/18/2028                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1488750 | PA      | $1395077.85   | 0.05%             | 2028-10-18      | Variable      | 0.06%                 | 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        |      6465 | PA      | $5977.76      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                       | AADVANTAGE TERM B 1LN 04/20/2028                                                                  | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     95000 | PA      | $94338.80     | 0.00%             | 2028-04-20      | Variable      | 0.09%                 | 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        |   3240719 | PA      | $2681055.35   | 0.11%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                      | EATON 2019-1A AR 3ML+108 04/15/2031 144A                                                          | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    684000 | PA      | $669116.84    | 0.03%             | 2031-04-15      | Variable      | 0.05%                 | 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        |     69693 | PA      | $61308.85     | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  43700000 | PA      | $37343013.44  | 1.47%             | 2052-12-01      | Fixed         | 0.03%                 | 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        |    400000 | PA      | $296000.00    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                              | WYNN MACAU LIMITED 5.5% 10/01/2027 144A                                                           | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $84750.00     | 0.00%             | 2027-10-01      | Fixed         | 0.06%                 | 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        |    365000 | PA      | $334730.46    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LTD / US LLC                                         | THUNDERBOLT AIRCRAFT LEASE LTD / US LLC 4.212% 05/17/2032 144A                                    | CUSIP: 88606WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130187 | PA      | $109359.62    | 0.00%             | 2032-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 01/01/44#AL5229                                                                    | CUSIP: 3138EMY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25139 | PA      | $25825.58     | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2050#MA6932                                                                      | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14107 | PA      | $12834.11     | 0.00%             | 2050-10-20      | Fixed         | 0.03%                 | 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        |    951052 | PA      | $786807.83    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |    956000 | PA      | $743822.26    | 0.03%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                              | VIKING CRUISES LTD 13% 05/15/2025 144A                                                            | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $424885.56    | 0.02%             | 2025-05-15      | Fixed         | 0.13%                 | 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        |     19761 | PA      | $19124.06     | 0.00%             | 2047-07-01      | 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        |    283013 | PA      | $274193.06    | 0.01%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.3% 07/15/2025 144A                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1517135.02   | 0.06%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    105000 | PA      | $70361.55     | 0.00%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                     | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112002.84    | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | 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        |     26980 | PA      | $25727.44     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | 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        |     11443 | PA      | $10787.25     | 0.00%             | 2045-06-01      | 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        |   1066000 | PA      | $934625.41    | 0.04%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14581.74     | 0.00%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 144A                                                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    958000 | PA      | $844770.35    | 0.03%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.5% 04/15/2024                                                                | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96769.84     | 0.00%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2048#MA5596                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78935 | PA      | $78209.42     | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | 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        |    600000 | PA      | $502500.00    | 0.02%             | 2029-10-15      | 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        |   5960000 | PA      | $5620548.32   | 0.22%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AL2996                                                                         | CUSIP: 36183YKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5239 | PA      | $4841.37      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | 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        |    460000 | PA      | $379621.90    | 0.01%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                         | SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A                                              | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    250000 | PA      | $74812.50     | 0.00%             | 2029-03-14      | Fixed         | 0.08%                 | 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        |   1375000 | PA      | $1240965.00   | 0.05%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                                         | LES SCHWAB TIRE TERM B 1LN 11/02/2027                                                             | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297727 | PA      | $291028.40    | 0.01%             | 2027-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CTRS LLC                                                           | PILOT TRAVEL CENTERS TERM B 1LN 08/04/2028                                                        | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    300000 | PA      | $295374.00    | 0.01%             | 2028-08-04      | Variable      | 0.06%                 | 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        |   4134000 | PA      | $3688393.45   | 0.15%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4116705.65   | 0.16%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#QA3907                                                                    | CUSIP: 31339UKU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562305 | PA      | $505050.65    | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | 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        |    285000 | PA      | $117516.26    | 0.00%             |  |  |  | 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        |     16377 | PA      | $14905.40     | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                        | ZELIS TERM B 1LN 09/30/2026                                                                       | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    314782 | PA      | $310566.63    | 0.01%             | 2026-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2051#CB1384                                                                  | CUSIP: 3140QLRE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869909 | PA      | $749019.93    | 0.03%             | 2051-08-01      | Fixed         | 0.03%                 | 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        |    311000 | PA      | $296356.57    | 0.01%             | 2039-01-15      | Variable      | 0.05%                 | 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        |    300000 | PA      | $211500.00    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AM8979                                                                    | CUSIP: 36185B6Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4655 | PA      | $4301.92      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | 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        |     22505 | PA      | $19110.63     | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                              | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5055661.89   | 0.20%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | ILLINOIS ST TXBL                                                                                  | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1670000 | PA      | $1609824.39   | 0.06%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                        | QATAR ST 4.4% 04/16/2050 144A                                                                     | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1855000 | PA      | $1685731.25   | 0.07%             | 2050-04-16      | 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        |   6289000 | PA      | $4611353.03   | 0.18%             | 2033-04-15      | Fixed         | 0.03%                 | 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        |      2482 | PA      | $2425.09      | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | FX Forward: USD/EUR settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-246.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                       | MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A                                                   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $596994.30    | 0.02%             | 2029-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.7% 03/23/2029                                                                        | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    748000 | PA      | $688812.10    | 0.03%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2049#CA4557                                                                  | CUSIP: 3140QCB39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1580613 | PA      | $1474483.11   | 0.06%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD CORP                                                     | AMERICAN TRAILER WORLD TERM B 1LN 03/05/2028                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    133015 | PA      | $118800.01    | 0.00%             | 2028-03-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030                                                    | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   9534000 | PA      | $8804761.31   | 0.35%             | 2030-06-01      | 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        |    138939 | PA      | $59843.92     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                 | JAMAICA GOVT OF 6.75% 04/28/2028                                                                  | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $210662.50    | 0.01%             | 2028-04-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWN AMERS LLC / CROWN AMERS CAP CORP VI                                       | CROWN AMERS LLC / CROWN AMERS CAP CORP VI 4.75% 02/01/2026                                        | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $508415.25    | 0.02%             | 2026-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                    | PERATON TERM B 1LN 02/01/2028                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1461631 | PA      | $1425090.15   | 0.06%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 2.105/VAR 11/28/2031 REGS                                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    345000 | PA      | $342520.36    | 0.01%             | 2031-11-28      | Variable      | 0.02%                 | 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        |     40506 | PA      | $37714.86     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/31#BC1465                                                                       | CUSIP: 3140EVTX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440544 | PA      | $417498.30    | 0.02%             | 2031-07-01      | Fixed         | 0.03%                 | 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        |    635000 | PA      | $583225.28    | 0.02%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAKELITE US HOLDCO INC                                                          | BAKELITE TERM 1LN 05/27/2029                                                                      | CUSIP: 05710LAB9<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    194512 | PA      | $180896.63    | 0.01%             | 2029-05-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                                                 | OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A                                              | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $200600.00    | 0.01%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2041#AI2464                                                                  | CUSIP: 3138AFW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21202 | PA      | $21600.84     | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.4% 06/10/2025                                                                     | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1325722.44   | 0.05%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    435000 | PA      | $393588.00    | 0.02%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                                 | DP WORLD SALAAM 6%/VAR PERP REGS                                                                  | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | EP               | CORP              | KY        |    200000 | PA      | $198000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                               | QBE INS GROUP LTD 5.25%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EP               | CORP              | AU        |    690000 | PA      | $600299.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINGER NATURE DEUTSCHLAND GMBH                                                | SPRINGER NATURE TERM B18 1LN 08/14/26                                                             | CUSIP: N/A<br>LEI: 549300WM0X4AUT710770       | Long             | LON              | CORP              | DE        |    225000 | PA      | $223242.75    | 0.01%             | 2026-08-14      | Variable      | 0.07%                 | 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        |    115212 | PA      | $104857.28    | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | 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        |    271994 | PA      | $255661.37    | 0.01%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.987% 10/30/2056                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1024407.93   | 0.04%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                | ARES LIX CLO LTD 2021-59A A 3ML+103 04/25/2034 144A                                               | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1292000 | PA      | $1249145.65   | 0.05%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2046#AL8970                                                                  | CUSIP: 3138ET6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87020 | PA      | $81823.25     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | 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        |     53384 | PA      | $50325.14     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2.5% 01/01/2038 #TBA                                                                    | CUSIP: 01F022410<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1201687.50   | 0.05%             | 2038-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/01/2053 #TBA                                                                        | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18450000 | PA      | $15680450.21  | 0.62%             | 2053-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2050#MA6600                                                                    | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1029321 | PA      | $965902.19    | 0.04%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -20900000 | PA      | $-17859702.08 | -0.70%            | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                       | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                                                  | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    160000 | PA      | $130800.00    | 0.01%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 06/01/2029#MA3734                                                                  | CUSIP: 31418DEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121142 | PA      | $115334.40    | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2046#BC9079                                                                  | CUSIP: 3140F5CR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4680 | PA      | $4653.06      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2041#Q02144                                                                    | CUSIP: 3132GFLZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57705 | PA      | $55821.26     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | VICI PROPERTIES LP / VICI NOTE CO INC 5.75% 02/01/2027 144A                                       | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58141.02     | 0.00%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                       | CROCS TERM B 1LN 02/17/2029                                                                       | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1427554.69   | 0.06%             | 2029-02-17      | Variable      | 0.08%                 | 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        |   1309420 | PA      | $1135713.65   | 0.04%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2% 12/01/2037 #TBA                                                                      | CUSIP: 01F0204C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -12950000 | PA      | $-11633148.17 | -0.46%            | 2037-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP                                   | RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024                                                      | CUSIP: 76132FAB3<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10498.81     | 0.00%             | 2024-12-15      | Fixed         | 0.04%                 | 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        |    949815 | PA      | $957340.67    | 0.04%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2049#QA5521                                                                    | CUSIP: 3133A0D27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908430 | PA      | $815933.91    | 0.03%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                 | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                             | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $314846.88    | 0.01%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN and CO.                                                 | FX Forward: USD/GBP settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              | CORP              | US        |         1 | NC      | $16.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION TERM B9 1LN 07/31/2027                                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1736776 | PA      | $1501876.89   | 0.06%             | 2027-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 4.375% 01/12/2026                                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192351.50    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 01/15/2045#AI6880                                                                  | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6032 | PA      | $5577.69      | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | 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        |     36847 | PA      | $35014.41     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120774.49    | 0.00%             | 2033-06-06      | Variable      | 0.07%                 | 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        |    255000 | PA      | $204919.34    | 0.01%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                            | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $242212.50    | 0.01%             | 2032-03-27      | Fixed         | 0.04%                 | 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        |    258257 | PA      | $244098.11    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 6.6% 04/01/2050                                                                        | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    530000 | PA      | $591267.32    | 0.02%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                 | ANGOLA REPUBLIC 9.5% 11/12/2025 144A                                                              | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    325000 | PA      | $331093.75    | 0.01%             | 2025-11-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1209715.34   | 0.05%             | 2029-12-15      | Fixed         | 0.05%                 | 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        |   2302000 | PA      | $2116814.85   | 0.08%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                                  | CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A                                            | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    778173 | PA      | $732932.82    | 0.03%             | 2036-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3.0% 03/15/2045#AL5244                                                                  | CUSIP: 36184BZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2770 | PA      | $2561.30      | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                              | AERCAP HOLDINGS NV 5.875/VAR 10/10/2079                                                           | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | EP               | CORP              | NL        |    350000 | PA      | $324373.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 07/01/2045#AZ1783                                                                  | CUSIP: 3138YS6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14721 | PA      | $14283.40     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC STEP 08/28/2023                                                          | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218108.27    | 0.01%             | 2023-08-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                          | INEOS QUATTRO TERM B 1LN 01/20/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    822233 | PA      | $807843.75    | 0.03%             | 2026-01-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                  | CAMPING WORLD TERM B 1LN 06/03/2028                                                               | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1240554 | PA      | $1118049.44   | 0.04%             | 2028-06-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                      | AVIS BUDGET TERM C 1LN 03/16/2029                                                                 | CUSIP: 05377JAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114425 | PA      | $112231.47    | 0.00%             | 2029-03-16      | Variable      | 0.08%                 | 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        |     65000 | PA      | $60044.66     | 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        |   3912000 | PA      | $3110537.72   | 0.12%             | 2031-02-01      | Fixed         | 0.02%                 | 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        |    100320 | PA      | $96792.78     | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                               | 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        |   2621247 | PA      | $2514576.26   | 0.10%             | 2039-02-15      | Variable      | 0.05%                 | 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        |     22348 | PA      | $21062.05     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | 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        |      5876 | PA      | $5677.46      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030                                                  | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1345110.42   | 0.05%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                    | JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2692 | NS      | $168438.44    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SECURUS TECHNOLOGIES HOLDINGS INC                                               | SECURUS TECHNOLOGIES TERM B 1LN 11/01/2024                                                        | CUSIP: 78410QAB8<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    992187 | PA      | $829845.77    | 0.03%             | 2024-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                            | ZAYO GROUP HLDGS INC 6.125% 03/01/2028 144A                                                       | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    790000 | PA      | $428575.00    | 0.02%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BD8504                                                                  | CUSIP: 3140FGNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122329 | PA      | $114947.02    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                              | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $445000.00    | 0.02%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4% 09/15/2025                                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175490.53    | 0.01%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 02/01/2042#AJ5602                                                                  | CUSIP: 3138AXGL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41164 | PA      | $39768.48     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.875% 03/15/2025                                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $500216.93    | 0.02%             | 2025-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC 4%/VAR PERP REGS                                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |    105000 | PA      | $99429.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                              | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    140000 | PA      | $94150.00     | 0.00%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2035#AB8197                                                                  | CUSIP: 31417FDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14567 | PA      | $14419.81     | 0.00%             | 2035-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#BT9503                                                                    | CUSIP: 3140LYRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142418 | PA      | $126447.91    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHC COML MTG TR 2019-CHC                                                        | CHC COML MTG TR 2019-CHC B 1ML+140 06/15/2034 144A                                                | CUSIP: 162665AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161778 | PA      | $156467.55    | 0.01%             | 2034-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.45% 03/03/2026                                                      | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2428000 | PA      | $2388073.24   | 0.09%             | 2026-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2017-PFHP                                                               | CSMC TR 2017-PFHP D 1ML+225 12/15/2020 144A                                                       | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $768220.66    | 0.03%             | 2030-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN TERM B 08/15/2025                                                                        | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    393402 | PA      | $381108.25    | 0.01%             | 2025-08-15      | Variable      | 0.07%                 | 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        |     10633 | PA      | $10037.80     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | 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        |    305000 | PA      | $285573.67    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4.5% 12/01/2052 #TBA                                                                    | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1200000 | PA      | $-1168125.60  | -0.05%            | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                                                   | AXIAN TELECOM 7.375% 02/16/2027 144A                                                              | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $173725.00    | 0.01%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                        | ASGN INC 4.625% 05/15/2028 144A                                                                   | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    360000 | PA      | $321300.00    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                 | DIGICERT TERM 1LN 10/16/2026                                                                      | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1240458 | PA      | $1191286.26   | 0.05%             | 2026-10-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18680                                                                  | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57640 | PA      | $54239.90     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $525048.30    | 0.02%             | 2028-01-15      | Fixed         | 0.06%                 | 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        |    189619 | PA      | $174724.29    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | 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        |     65954 | PA      | $63823.56     | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | 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        |   3698993 | PA      | $3206917.48   | 0.13%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                      | ANHEUSER BUSCH INBEV SA NV 9.75% 07/30/2024 REGS                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     75000 | PA      | $97691.06     | 0.00%             | 2024-07-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                             | TREEHOUSE FOODS INC 4% 09/01/2028                                                                 | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    670000 | PA      | $570819.90    | 0.02%             | 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        |     73302 | PA      | $60090.10     | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | SANCHEZ TERM 1LN DIP 12/31/2049                                                                   | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |     71751 | PA      | $0.01         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    450000 | PA      | $301443.75    | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                   | CORECIVIC INC 4.75% 10/15/2027                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41970.95     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AK8998                                                                    | CUSIP: 36183S7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4071 | PA      | $3762.14      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCKISSOCK INVESTMENT HOLDINGS LLC                                               | COLIBRI GROUP TERM B 1LN 03/10/2029                                                               | CUSIP: 58175BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94525 | PA      | $90862.16     | 0.00%             | 2029-03-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.45% 04/01/2062                                                                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1988468.90   | 0.08%             | 2062-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                            | ESDEC SOLAR TERM B 1LN 08/27/2028                                                                 | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |    152987 | PA      | $147632.47    | 0.01%             | 2028-08-27      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUND FUTURE DEC22 RXZ2                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        29 | NC      | $69846.39     | 0.00%             |  |  |  | No            |                  1 | 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        |    610000 | PA      | $525395.82    | 0.02%             | 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        |   2401000 | PA      | $1959829.72   | 0.08%             | 2052-04-01      | Fixed         | 0.04%                 | 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        |   1139000 | PA      | $1124850.98   | 0.04%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 5.15% 11/15/2041                                                                      | CUSIP: 292505AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1253821.03   | 0.05%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                          | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $215022.00    | 0.01%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 4.5% 01/23/2026                                                               | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    907000 | PA      | $816300.00    | 0.03%             | 2026-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 10.5% 06/30/2028                                                                | CUSIP: 36162JAC0<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77993.30     | 0.00%             | 2028-06-30      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $308220.00    | 0.01%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                           | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                               | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    228835 | PA      | $183583.23    | 0.01%             | 2027-10-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/47#BE9387                                                                       | CUSIP: 3140FVND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8565 | PA      | $8507.95      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                                                            | PATAGONIA TERM B 1LN 08/01/2029                                                                   | CUSIP: 70289FAB7<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    260000 | PA      | $207350.00    | 0.01%             | 2029-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                       | SS and C TECHNOLOGIES TERM B-5 04/16/25                                                           | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    991803 | PA      | $972522.62    | 0.04%             | 2025-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 1.5% 12/01/2037 #TBA                                                                    | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7500000 | PA      | $6554908.50   | 0.26%             | 2037-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                               | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                           | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $165000.00    | 0.01%             | 2031-06-30      | Fixed         | 0.07%                 | 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        |   1496000 | PA      | $1399014.32   | 0.06%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                     | RV RETAILER TERM B 1LN 02/08/2028                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     94761 | PA      | $85758.99     | 0.00%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: EUR/USD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $476.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2048#ZM5409                                                                    | CUSIP: 3131Y0AJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10150 | PA      | $9152.87      | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC GOL 30YR 3.5% 09/01/2047#Q53086                                                       | CUSIP: 3132XVNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59098 | PA      | $55675.18     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                             | GSCOFI SWAP CY451600 12/16/72 B                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    250000 | NC      | $3420.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                           | FIRST CITIZENS BANK and TRUST CO 3.929/VAR 06/19/2024                                             | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271411.80    | 0.01%             | 2024-06-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ADARO INDONESIA PT                                                              | ADARO INDONESIA PT 4.25% 10/31/2024 144A                                                          | CUSIP: 69368KAB2<br>LEI: 2549009Z0YED3S2BID40 | Long             | DBT              | CORP              | ID        |    300000 | PA      | $288431.25    | 0.01%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                             | NATWEST MARKETS PLC 2.375% 05/21/2023 144A                                                        | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1448000 | PA      | $1423697.88   | 0.06%             | 2023-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                       | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                     | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    820000 | PA      | $732875.00    | 0.03%             | 2027-01-31      | Fixed         | 0.07%                 | 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        |    810672 | PA      | $718502.07    | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2205571.80   | 0.09%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                    | SCIENTIFIC GAMES LOTTERY TERM B 1LN 04/04/2029                                                    | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370000 | PA      | $352887.50    | 0.01%             | 2029-04-04      | Variable      | 0.07%                 | 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        |    111997 | PA      | $105696.75    | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    495000 | PA      | $444262.50    | 0.02%             | 2029-04-11      | Variable      | 0.00%                 | 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        |    153404 | PA      | $149534.12    | 0.01%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2347                                                                    | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472512 | PA      | $391353.01    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOYA 2020                                                                       | VOYA 2020 3ML+115 07/16/2034 144A                                                                 | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2153000 | PA      | $2083921.00   | 0.08%             | 2034-07-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030                                                    | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160134.09    | 0.01%             | 2030-06-30      | Fixed         | 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        |     21708 | PA      | $18549.13     | 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        |   3790000 | PA      | $3661698.38   | 0.14%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BJ9939                                                                    | CUSIP: 3140HCBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251058 | PA      | $242495.43    | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/01/2052 #TBA                                                                        | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -7200000 | PA      | $-6493936.32  | -0.26%            | 2052-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding LP                                                          | GIP II BLUE TERM B 1LN 09/29/2028                                                                 | CUSIP: 31575AAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1487908 | PA      | $1474263.73   | 0.06%             | 2028-09-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUXL 30Y BND FUT DEC22 UBZ2                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         8 | NC      | $46761.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.9% 03/01/2038                                                                  | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62026.38     | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | JPSW SWAP CDS 12/20/27 ISPIM B                                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    650000 | NC      | $985.77       | 0.00%             |  |  |  | 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        |    325000 | PA      | $302994.25    | 0.01%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE TRUST OF AMERICA HOLDINGS LP                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.5% 08/01/2026                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145104.95    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    700000 | PA      | $551121.34    | 0.02%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SA 8.5% 03/23/2025 144A                                                                       | CUSIP: 984245AT7<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    218750 | PA      | $190312.50    | 0.01%             | 2025-03-23      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5422000 | PA      | $5106684.29   | 0.20%             | 2027-05-11      | 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        |   1000000 | PA      | $936180.00    | 0.04%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP                            | COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP 3ML+131 01/20/2034 144A                      | CUSIP: 19736WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2090000 | PA      | $2032683.84   | 0.08%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP INDUSTRIAL TRUST 4.4% 06/15/2024                                                              | CUSIP: 529043AD3<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    458000 | PA      | $445181.73    | 0.02%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 4.207%/VAR 06/12/2024 144A                                                   | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $824788.87    | 0.03%             | 2024-06-12      | Variable      | 0.04%                 | 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        |     78100 | PA      | $64023.20     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                                               | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                                          | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $165147.13    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 6.25% 04/15/2025 144A                                                                | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272521.80    | 0.01%             | 2025-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2040                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $895171.78    | 0.04%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 5.5% 01/27/2025 REGS                                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $398325.00    | 0.02%             | 2025-01-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.7% 03/23/2050                                                                    | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1259388.60   | 0.05%             | 2050-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                  | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4673690 | PA      | $4047568.58   | 0.16%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2032                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38006000 | PA      | $35624686.56  | 1.40%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | 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        |    350000 | PA      | $349474.06    | 0.01%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                | ARCHES BUYER INC 6.125% 12/01/2028 144A                                                           | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36161.55     | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                              | STORE CAP CORP 4.625% 03/15/2029                                                                  | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    149000 | PA      | $136450.44    | 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        |    560000 | PA      | $503108.68    | 0.02%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.7% 04/15/2050                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    122000 | PA      | $107678.74    | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOX HOLDINGS INC                                                            | EQUINOX TERM B-1 03/08/2024                                                                       | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    744125 | PA      | $550652.74    | 0.02%             | 2024-03-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    634000 | PA      | $512068.81    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2045#G61419                                                                  | CUSIP: 31335BSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87450 | PA      | $82127.66     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $117868.63    | 0.00%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2045#Q32008                                                                  | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44436 | PA      | $41890.16     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                   | METHANEX CORP 5.65% 12/01/2044                                                                    | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $135750.00    | 0.01%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OSMOSIS DEBT MERGER SUB INC                                                     | CULLIGAN TERM B 1LN 07/30/2028                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    235000 | PA      | $222857.55    | 0.01%             | 2028-07-30      | Variable      | 0.08%                 | 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        |    111435 | PA      | $108679.10    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                         | CABINETWORKS TERM B 1LN 05/17/2028                                                                | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173681 | PA      | $125732.81    | 0.00%             | 2028-05-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 4.6% 04/01/2024                                                                      | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    653000 | PA      | $649057.07    | 0.03%             | 2024-04-01      | Fixed         | 0.05%                 | 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        |   2762000 | PA      | $2357830.35   | 0.09%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830513.92    | 0.03%             | 2033-02-24      | Variable      | 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        |      2965 | PA      | $2889.75      | 0.00%             | 2046-01-20      | 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        |    140000 | NC      | $1915.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                         | SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A                                                     | CUSIP: 80413TAT6<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $456875.00    | 0.02%             | 2030-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                               | GEO GROUP INC/THE 9.5% 12/31/2028 144A                                                            | CUSIP: 36162JAD8<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    320000 | PA      | $303045.65    | 0.01%             | 2028-12-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                               | BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A                                 | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790016 | PA      | $730388.34    | 0.03%             | 2039-02-15      | Variable      | 0.06%                 | 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        |     69650 | PA      | $63799.80     | 0.00%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.75% 06/15/2027                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1633099.46   | 0.06%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                    | DP WORLD PLC 5.625% 09/25/2048 144A                                                               | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     75000 | PA      | $68029.69     | 0.00%             | 2048-09-25      | Fixed         | 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        |    186315 | PA      | $137876.61    | 0.01%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                     | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                        | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $505078.00    | 0.02%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2048#MA5399                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5658 | PA      | $5609.91      | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                                                         | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                                                    | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   1670000 | PA      | $1587856.88   | 0.06%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                      | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    311000 | PA      | $290935.29    | 0.01%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                              | SALLY HOLDINGS LLC / CAP INC 5.625% 12/01/2025                                                    | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14358.98     | 0.00%             | 2025-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2047#MA4452                                                                      | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14117 | PA      | $13676.75     | 0.00%             | 2047-05-20      | Fixed         | 0.04%                 | 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 EFX 5.5422% 07/05/2033 144A                            | CUSIP: 46645WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $89538.95     | 0.00%             | 2033-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CRPT 2021                                                                       | CRPT 2021-RETL D 1ML+295 07/15/2034 144A                                                          | CUSIP: 12566BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261750 | PA      | $240282.03    | 0.01%             | 2036-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                           | BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A                                                        | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $401322.75    | 0.02%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 07/31/2029                                                                       | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $23324218.75  | 0.92%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2047#Q51234                                                                    | CUSIP: 3132XTLQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6097 | PA      | $5900.09      | 0.00%             | 2047-10-01      | 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        |      6865 | PA      | $6473.26      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 10/01/2041#                                                                          | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1308933 | PA      | $1111516.51   | 0.04%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 5.746%/VAR 08/09/2033                                                        | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $641760.68    | 0.03%             | 2033-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                           | DIRECTV TERM 1LN 08/02/2027                                                                       | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282769 | PA      | $270429.30    | 0.01%             | 2027-08-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.75% 03/15/2039                                                       | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    142000 | PA      | $130582.73    | 0.01%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                               | BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A                               | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790016 | PA      | $745522.52    | 0.03%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12278000 | PA      | $11029097.19  | 0.43%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/45#AN5733                                                                         | CUSIP: 36186NLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3155 | PA      | $2915.63      | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                                                | SYMPHONY CLO LTD 3ML+129 04/18/2033 144A                                                          | CUSIP: 87167GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2841451.90   | 0.11%             | 2033-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033   | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1614540.52   | 0.06%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.755% 03/15/2027 144A                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1070757.31   | 0.04%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO                                                                   | ZIGGO BOND CO 6% 01/15/2027 144A                                                                  | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $369000.00    | 0.01%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                              | UKRAINE GOVERNMENT 7.75% 09/01/2025 144A                                                          | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    525000 | PA      | $130856.25    | 0.01%             | 2025-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.50% 2/42 #005306                                                                        | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1973 | PA      | $1983.75      | 0.00%             | 2042-02-20      | Fixed         | 0.04%                 | 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        |   2800000 | PA      | $2654216.88   | 0.10%             | 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        |   1415000 | PA      | $1266626.64   | 0.05%             | 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        |     64602 | PA      | $62438.62     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                                                        | CUSIP: 455780AT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $628531.25    | 0.02%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                         | TALEN ENERGY SUPPLY LLC 10.5% 01/15/2026 144A                                                     | CUSIP: 87422VAE8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    144000 | PA      | $72000.00     | 0.00%             | 2026-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT LLC                                                            | ANASTASIA BEVERLY HILLS TERM B 08/10/2025                                                         | CUSIP: 03275UAB1<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |   1240310 | PA      | $913736.44    | 0.04%             | 2025-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A                                                | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  10274000 | PA      | $9431776.93   | 0.37%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                   | SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A                                         | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1720000 | PA      | $1667715.44   | 0.07%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2040#G06023                                                                    | CUSIP: 3128M8AY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8386 | PA      | $8118.75      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | 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        |      3054 | PA      | $2983.63      | 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        |    200000 | PA      | $163176.00    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.2% 10/15/2050                                                             | CUSIP: 455780CT1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1235790.00   | 0.05%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                   | CIA DE MINAS BUENAVENTURA SAA 5.5% 07/23/2026 144A                                                | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     80000 | PA      | $69040.00     | 0.00%             | 2026-07-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 5.625% 01/15/2028 144A                                                             | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124023.90    | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $249437.50    | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | 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        |     14986 | PA      | $14563.64     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2048#Q55500                                                                  | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5732 | PA      | $5686.34      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                           | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                        | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $782820.00    | 0.03%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL I BV                                                              | SABIC CAPITAL I BV 2.15% 09/14/2030 REGS                                                          | CUSIP: N/A<br>LEI: 213800LBMMAIG1FQP389       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $167000.00    | 0.01%             | 2030-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 4.75% 03/15/2025                                                             | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33498.92     | 0.00%             | 2025-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | DOMINICAN REPUBLIC 5.3% 01/21/2041 144A                                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $153250.00    | 0.01%             | 2041-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 02/20/2050#BS8922                                                                      | CUSIP: 3617MK4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    401303 | PA      | $362549.56    | 0.01%             | 2050-02-20      | Fixed         | 0.03%                 | 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        |    603000 | PA      | $609186.82    | 0.02%             | 2025-07-15      | Fixed         | 0.07%                 | 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        |      3850 | PA      | $3870.98      | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 4.2% 06/10/2024                                                                 | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    998000 | PA      | $967474.91    | 0.04%             | 2024-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025                                                    | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1560798.09   | 0.06%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2047#MA4383                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312661 | PA      | $303209.46    | 0.01%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 144A                                              | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2170316.53   | 0.09%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                               | DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A                                                      | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1057000 | PA      | $1018685.86   | 0.04%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/01/2053 #TBA                                                                      | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5150000 | PA      | $4780145.03   | 0.19%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                          | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1653365.53   | 0.07%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP INC                                                     | COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025                                                       | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29544.73     | 0.00%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/46#MA3665                                                                         | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5316 | PA      | $5345.00      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                       | FLATIRON CLO 20 LTD / LLC 3ML+130 11/20/2033 144A                                                 | CUSIP: 33883MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1833000 | PA      | $1783901.26   | 0.07%             | 2033-11-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                     | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    562000 | PA      | $523378.68    | 0.02%             | 2030-03-25      | 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        |   5007000 | PA      | $4218186.35   | 0.17%             | 2030-05-15      | Fixed         | 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        |    775000 | PA      | $348750.00    | 0.01%             | 2028-08-15      | 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        |    249935 | PA      | $207084.28    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                     | ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A                                                 | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    149000 | PA      | $159430.00    | 0.01%             | 2025-06-01      | Fixed         | 0.12%                 | 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        |   1068000 | PA      | $1132005.62   | 0.04%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 4.55% 04/17/2026                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $217273.38    | 0.01%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                   | SEMPRA ENERGY 6% 10/15/2039                                                                       | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107029.90    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.25% 06/01/2025                                                     | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151799.15    | 0.01%             | 2025-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                              | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.125% 02/01/2028 144A                         | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $867760.35    | 0.03%             | 2028-02-01      | Fixed         | 0.05%                 | 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        |   1713000 | PA      | $1490842.55   | 0.06%             | 2032-03-15      | Fixed         | 0.03%                 | 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        |    760000 | NC      | $10397.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA INC                                                                         | IAA INC 5.5% 06/15/2027 144A                                                                      | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491250.00    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                 | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                             | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $182225.00    | 0.01%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    282000 | PA      | $260484.49    | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-ICE4                                                                  | CSMC 2019-ICE4 B 1ML+123 05/15/2036 144A                                                          | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3776000 | PA      | $3705357.84   | 0.15%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                             | MESQUITE ENERGY INC                                                                               | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |      3883 | NS      | $240164.48    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                            | LIFE 2021-BMR MTG TR 1ML+110 03/15/2036 144A                                                      | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226083 | PA      | $213040.99    | 0.01%             | 2038-03-15      | Variable      | 0.05%                 | 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        |     28000 | PA      | $25849.21     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | 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        |   9300000 | PA      | $7248465.57   | 0.29%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A                                               | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160797.60    | 0.01%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.622/VAR 04/01/2031                                                               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1577349.61   | 0.06%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LHS BORROWER LLC                                                                | LHS BORROWER TERM B 1LN 02/18/2029                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    368150 | PA      | $296820.94    | 0.01%             | 2029-02-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2048#Q55839                                                                  | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5105 | PA      | $5053.63      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.85% 07/15/2025                                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $207205.75    | 0.01%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                 | ESKOM HLDGS LTD 6.75% 08/06/2023 144A                                                             | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    255000 | PA      | $248625.00    | 0.01%             | 2023-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                               | TENCENT HLDGS LTD 1.81% 01/26/2026 144A                                                           | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $224187.50    | 0.01%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.875% 07/03/2023                                                                  | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    469000 | PA      | $464229.87    | 0.02%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 06/45#AN5715                                                                         | CUSIP: 36186NK40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2876 | PA      | $2657.84      | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                                                     | INTERGEN NV 7% 06/30/2023 144A                                                                    | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $229891.84    | 0.01%             | 2023-06-30      | Fixed         | 0.07%                 | 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        |    794184 | PA      | $709100.59    | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2032#G18669                                                                  | CUSIP: 3128MMW74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190380 | PA      | $179506.49    | 0.01%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                  | ENBW ENERGIE BADEN-WUERTTEM AG 1.375%/VAR 08/31/2081 REGS                                         | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $380720.16    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.862% 08/21/2046                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    875000 | PA      | $798816.00    | 0.03%             | 2046-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                               | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                           | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $337925.00    | 0.01%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEATTLE SPINCO INC                                                              | MICRO FOCUS TERM B 1LN 03/01/2027                                                                 | CUSIP: 81271EAC5<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |   1677176 | PA      | $1647825.18   | 0.06%             | 2027-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NUVEEN FINANCE LLC                                                              | NUVEEN FINANCE LLC 4.125% 11/01/2024 144A                                                         | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3501000 | PA      | $3404358.89   | 0.13%             | 2024-11-01      | Fixed         | 0.04%                 | 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        |    980288 | PA      | $809769.25    | 0.03%             | 2051-10-01      | Fixed         | 0.02%                 | 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        |    472025 | PA      | $422414.81    | 0.02%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DA VINCI PURCHASER CORP                                                         | WIRB-COPERNICUS GROUP TERM B 1LN 12/13/2026                                                       | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    992386 | PA      | $930361.67    | 0.04%             | 2026-12-13      | Variable      | 0.08%                 | 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        |    686000 | PA      | $623581.18    | 0.02%             | 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        |    200000 | PA      | $178750.00    | 0.01%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024                               | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2615000 | PA      | $2406233.33   | 0.09%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     50000 | PA      | $35755.50     | 0.00%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1716642.80   | 0.07%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | SOLENIS TERM B 1LN 11/09/2028                                                                     | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    297750 | PA      | $284351.25    | 0.01%             | 2028-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#BD7599                                                                    | CUSIP: 3140FFNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11756 | PA      | $11373.17     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 7.375%/VAR 09/07/2033 REGS                                                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    580000 | PA      | $648442.53    | 0.03%             | 2033-09-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                          | ATHENAHEALTH GROUP INC 6.5% 02/15/2030 144A                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $449341.20    | 0.02%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                               | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                               | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $363200.00    | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                     | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                    | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $193187.50    | 0.01%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.0% 01/01/2045#AY3020                                                                  | CUSIP: 3138YGLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65169 | PA      | $63292.48     | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                            | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                                | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    560000 | PA      | $421400.00    | 0.02%             | 2030-01-30      | Fixed         | 0.03%                 | 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        |    210671 | PA      | $203224.37    | 0.01%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#BJ5507                                                                  | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2929 | PA      | $2902.46      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024                                                    | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $134085.82    | 0.01%             | 2024-11-01      | Fixed         | 0.04%                 | 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        |     79466 | PA      | $64944.96     | 0.00%             | 2041-04-01      | Fixed         | 0.01%                 | 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        |    308000 | PA      | $256966.49    | 0.01%             | 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        |    488191 | PA      | $438788.70    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                 | ZAMBIA REPUBLIC 8.97% 07/30/2027 144A                                                             | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    115000 | PA      | $52325.00     | 0.00%             | 2027-07-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                            | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                        | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $192350.00    | 0.01%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.95% 04/21/2025                                                      | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    229000 | PA      | $223805.51    | 0.01%             | 2025-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                              | TURKEY REPUBLIC OF 4.25% 04/14/2026                                                               | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    375000 | PA      | $331875.00    | 0.01%             | 2026-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 REGS                                               | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1770076.93   | 0.07%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                               | DRYDEN 83 CLO LTD 3ML+122 01/18/2032 144A                                                         | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1277000 | PA      | $1253375.50   | 0.05%             | 2032-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | CHENIERE ENERGY INC 4.625% 10/15/2028                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $359923.20    | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC                              | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A                           | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2274928.20   | 0.09%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                     | APACHE CORP 5.1% 09/01/2040                                                                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131600.00    | 0.01%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                         | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    595000 | PA      | $409844.27    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 6.875% 05/01/2025 144A                                                 | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415000.00    | 0.02%             | 2025-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FOLEY PRODUCTS CO LLC                                                           | FOLEY TERM 1LN 12/29/2028                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139288 | PA      | $132062.81    | 0.01%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                                              | ASTOUND/RADIATE TERM B 1LN 09/25/2026                                                             | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | LON              | CORP              | US        |   1488750 | PA      | $1302418.05   | 0.05%             | 2026-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                                   | BX TRUST 2019 1ML+185 10/15/2036 144A                                                             | CUSIP: 056054AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3324350 | PA      | $3205130.17   | 0.13%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                        | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    140000 | PA      | $106400.00    | 0.00%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2033#G16661                                                                  | CUSIP: 3128MFTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192444 | PA      | $181452.34    | 0.01%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                                  | 1375209 BC LTD 9% 01/30/2028 144A                                                                 | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18667.50     | 0.00%             | 2028-01-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1466844.24   | 0.06%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2050#MA6475                                                                    | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63209 | PA      | $59310.03     | 0.00%             | 2050-02-20      | 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        |    200000 | PA      | $208000.00    | 0.01%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                  | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                   | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    535000 | PA      | $466553.44    | 0.02%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                          | ARRAY TECHNOLOGIES TERM B 1LN 10/14/2027                                                          | CUSIP: 04270YAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | LON              | CORP              | US        |    377233 | PA      | $359786.32    | 0.01%             | 2027-10-14      | Variable      | 0.08%                 | 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        |    577000 | PA      | $497591.80    | 0.02%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                               | PAREXEL TERM B 1LN 11/15/2028                                                                     | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1433367.15   | 0.06%             | 2028-11-15      | Variable      | 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        |     18263 | PA      | $15668.48     | 0.00%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AL4759                                                                    | CUSIP: 36184BJC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2181 | PA      | $2015.11      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5696000 | PA      | $5488458.44   | 0.22%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                  | OMAN SULTANATE 4.75% 06/15/2026 144A                                                              | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     70000 | PA      | $67200.00     | 0.00%             | 2026-06-15      | Fixed         | 0.05%                 | 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        |   1269000 | PA      | $986333.42    | 0.04%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                     | GSMS 2021-IP B 1ML+170 10/15/2036 144A                                                            | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $139302.13    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 5.875% 12/01/2027                                                                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    625000 | PA      | $582518.75    | 0.02%             | 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        |   2243000 | PA      | $2120426.91   | 0.08%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/01/2053 #TBA                                                                        | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7200000 | PA      | $6498436.32   | 0.26%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                         | NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A                                                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $361286.72    | 0.01%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERRIER MEDIA BUYER INC                                                         | TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A                                                    | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $301720.00    | 0.01%             | 2027-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/45#AK8997                                                                         | CUSIP: 36183S7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1403 | PA      | $1296.35      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | TELEFONICA EUROPE BV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $95344.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 3.875% 11/05/2025                                                                      | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    349000 | PA      | $334877.40    | 0.01%             | 2025-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $482182.64    | 0.02%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 10.5% 06/01/2030 144A                                                               | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    405000 | PA      | $346736.70    | 0.01%             | 2030-06-01      | Fixed         | 0.10%                 | 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        |   1700000 | PA      | $1442943.00   | 0.06%             | 2027-03-15      | Fixed         | 0.06%                 | 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        |    751252 | PA      | $644856.88    | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    620000 | PA      | $474300.00    | 0.02%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                             | NOVOLEX TERM 1LN 04/13/2029                                                                       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    977812 | PA      | $942630.81    | 0.04%             | 2029-04-13      | Variable      | 0.08%                 | 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        |    403000 | PA      | $354420.65    | 0.01%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $446250.00    | 0.02%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041 144A                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $1691886.25   | 0.07%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                           | EDF SA 5.625/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EP               | CORP              | FR        |    345000 | PA      | $324300.00    | 0.01%             |  |  |  | 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        |   1113000 | PA      | $1068368.14   | 0.04%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                            | SRS DISTRIBUTION INC 4.625% 07/01/2028 144A                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357480.00    | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONT INC                                                   | OWENS BROCKWAY GLASS CONT INC 5.375% 01/15/2025 144A                                              | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94840.56     | 0.00%             | 2025-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                          | FAIR ISAAC CORPORATION 5.25% 05/15/2026 144A                                                      | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109027.05    | 0.00%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: EUR/USD settle 2022-12-08                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $26.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2050#MA6997                                                                    | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4017317 | PA      | $3764153.26   | 0.15%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HLDGS INC                                                           | IMPERIAL DADE TERM 1LN 06/11/2026                                                                 | CUSIP: 05550HAB1<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    100000 | PA      | $97031.00     | 0.00%             | 2026-06-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    365000 | PA      | $339155.58    | 0.01%             | 2031-05-30      | Variable      | 0.03%                 | 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        |     47250 | PA      | $44587.63     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                        | CABLE and WIRELESS TERM B5 01/31/2028                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $967750.00    | 0.04%             | 2028-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIXIS COML MTG SECS TR 2020-2PAC                                              | NATIXIS COML MTG SECS TR 2020-2PAC CSTR 01/15/2025 144A                                           | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2266000 | PA      | $2024840.95   | 0.08%             | 2037-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC                                                            | GO DADDY TERM B 1LN 08/10/2027                                                                    | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    992386 | PA      | $982461.93    | 0.04%             | 2027-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                 | KIK CONSUMER TERM B 1LN 12/22/2026                                                                | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992424 | PA      | $940222.73    | 0.04%             | 2026-12-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                 | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $429544.90    | 0.02%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA 30YR 3% 07/15/2045#AN5754                                                                    | CUSIP: 36186NMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1887 | PA      | $1743.70      | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                    | REALPAGE TERM B 1LN 04/22/2028                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    992481 | PA      | $948444.81    | 0.04%             | 2028-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2047#MA3121                                                                    | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222566 | PA      | $214696.71    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                          | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A                                     | CUSIP: 72703PAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1584000 | PA      | $1479025.15   | 0.06%             | 2048-09-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 1.985%/VAR 12/15/2031                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    140000 | PA      | $140766.15    | 0.01%             | 2031-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2047#BH0561                                                                  | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7744 | PA      | $7675.26      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TERM B 1LN 02/25/2027                                                                        | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |    992084 | PA      | $988056.58    | 0.04%             | 2027-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                                                      | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5600000 | PA      | $5226742.92   | 0.21%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2044#MA1679                                                                    | CUSIP: 36179N2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14207 | PA      | $14284.86     | 0.00%             | 2044-02-20      | 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        |    800000 | PA      | $781320.00    | 0.03%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                    | ACRISURE TERM B 1LN 02/15/2027                                                                    | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |    280000 | PA      | $277200.00    | 0.01%             | 2027-02-15      | Variable      | 0.10%                 | No            |                  2 | 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        |    505000 | PA      | $548925.52    | 0.02%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.875% 03/26/2025                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2597858.21   | 0.10%             | 2025-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4084000 | PA      | $3925600.55   | 0.15%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4%/VAR 06/24/2032 REGS                                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $187911.55    | 0.01%             | 2032-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 01/01/2053 #TBA                                                                    | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $1008390.68   | 0.04%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.50% 8/33 #726949                                                                           | CUSIP: 31402ETE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31822 | PA      | $31452.84     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIOS SOUTH AMERICAN LOGISTIC S INC/ NAVIOS LOGISTICS FIN US INC               | NAVIOS SOUTH AMERN LOG/FIN US 10.75% 07/01/2025 144A                                              | CUSIP: 63938NAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |    800000 | PA      | $746500.00    | 0.03%             | 2025-07-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                              | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                           | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |    200000 | PA      | $146850.00    | 0.01%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 2.193%/VAR 06/05/2026 144A                                                   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3100000 | PA      | $2611391.67   | 0.10%             | 2026-06-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer